scholarly journals Measuring Granger-causal effects in multivariate time series by system editing

2018 ◽  
Author(s):  
Roberto D. Pascual-Marqui ◽  
Rolando J. Biscay ◽  
Jorge Bosch-Bayard ◽  
Pascal Faber ◽  
Toshihiko Kinoshita ◽  
...  
Keyword(s):  
Time Series ◽  
Multivariate Time Series ◽  
Causal Effects ◽  
Reproducible Research ◽  
System A ◽  
Executable File ◽  
Supplementary Material ◽  
Readable Format ◽  
Modified Dynamics

1.AbstractWhat is the role of each node in a system of many interconnected nodes? This can be quantified by comparing the dynamics of the nodes in the intact system, with their modified dynamics in the edited system, where one node is deleted. In detail, the spectra are calculated from a causal multivariate autoregressive model for the intact system. Next, without re-estimation, one node is deleted from the model and the modified spectra at all other nodes are re-calculated. The change in spectra from the edited system to the intact system quantifies the role of the deleted node, giving a measure of its Granger-causal effects (CFX) on the system. A generalization of this novel measure is available for networks (i.e. for groups of nodes), which quantifies the role of each network in a system of many networks. For the sake of reproducible research, program codes (PASCAL), executable file, and toy data in human readable format are included in the supplementary material.

The role of parental self-regulation and household chaos in parent-toddler interactions: A time-series study.

2020 ◽  
Author(s):  
Sanne B. Geeraerts ◽  
Joyce Endendijk ◽  
Kirby Deater-Deckard ◽  
Jorg Huijding ◽  
Marike H. F. Deutz ◽  
...  
Keyword(s):  
Time Series ◽  
Self Regulation ◽  
Household Chaos ◽  
Time Series Study ◽  
Series Study

The SORS Decision-Making Support System: A statistical tool for better policy making in the Republic of Serbia

2021 ◽  
pp. 1-11
Author(s):  
Miladin Kovačević ◽  
Katarina Stančić
Keyword(s):  
Policy Making ◽  
Modern Society ◽  
Monitoring And Evaluation ◽  
Public Debate ◽  
Statistical Tool ◽  
The Public ◽  
System A ◽  
The Republic ◽  
Trusted Data

Modern society is witnessing a data revolution which necessarily entails changes to the overall behavior of citizens, governments and companies. This is a big challenge and an opportunity for National Statistics Offices (NSOs). Especially after the outbreak of COVID-19, when the public debate about the number of mortalities and tested and infected persons escalated, trusted data is required more than ever. Which data can modern society trust? Are modern societies being subjected to opinion rather than fact? This paper introduces a new statistical tool to facilitate policy-making based on trusted statistics. Using economic indicators to illustrate implementation, the new statistical tool is shown to be a flexible instrument for analysis, monitoring and evaluation of the economic situation in the Republic of Serbia. By taking a role in public policy management, the tool can be used to transform the NSO’s role in the statistical system into an active participant in public debate in contrast to the previous traditional, usually passive role of collecting, processing and publishing data. The tool supports the integration of statistics into public policies and connects the knowledge and expertise of official statisticians on one side with political decision makers on the other.

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