On some problems encountered in inference of causality from time series

Milan Paluš

doi:10.1117/12.724603

15 June 2007 On some problems encountered in inference of causality from time series

Milan Paluš

Proceedings Volume 6602, Noise and Fluctuations in Biological, Biophysical, and Biomedical Systems; 66020W (2007) https://doi.org/10.1117/12.724603
Event: SPIE Fourth International Symposium on Fluctuations and Noise, 2007, Florence, Italy

Abstract

Inference of direction of coupling, or causality, as we can say when we consider two, possibly coupled systems, is a complex and complicated task. In this paper we discuss some problems encountered in inference of causality from bivariate time series and propose ways to cope with them in order to perform tests with high sensitivity and low rate of false positive results.

Citation Download Citation

Milan Paluš "On some problems encountered in inference of causality from time series", Proc. SPIE 6602, Noise and Fluctuations in Biological, Biophysical, and Biomedical Systems, 66020W (15 June 2007); https://doi.org/10.1117/12.724603

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