Estimation of Causal Relationship Between Multiple Time-Series Data and Events Case Study of Plant Growth

2015 ◽  
Vol 21 (3) ◽  
pp. 537-540
Author(s):  
Takahiro Kawamura ◽  
Akihiko Ohsuga
2005 ◽  
Vol 33 (2) ◽  
pp. 159-172 ◽  
Author(s):  
Sarika Mehra ◽  
Wei Lian ◽  
Karthik P. Jayapal ◽  
Salim P. Charaniya ◽  
David H. Sherman ◽  
...  

2021 ◽  
Vol 9 (1) ◽  
pp. 139-164
Author(s):  
Saddam Hussain ◽  
Chunjiao Yu

This paper explores the causal relationship between energy consumption and economic growth in Pakistan, applying techniques of co-integration and Hsiao’s version of Granger causality, using time series data over the period 1965-2019. Time series data of macroeconomic determi-nants – i.e. energy growth, Foreign Direct Investment (FDI) growth and population growth shows a positive correlation with economic growth while there is no correlation founded be-tween economic growth and inflation rate or Consumer Price Index (CPI). The general conclu-sion of empirical results is that economic growth causes energy consumption.


Author(s):  
Michael Eichler

I review the use of the concept of Granger causality for causal inference from time-series data. First, I give a theoretical justification by relating the concept to other theoretical causality measures. Second, I outline possible problems with spurious causality and approaches to tackle these problems. Finally, I sketch an identification algorithm that learns causal time-series structures in the presence of latent variables. The description of the algorithm is non-technical and thus accessible to applied scientists who are interested in adopting the method.


Information ◽  
2018 ◽  
Vol 9 (8) ◽  
pp. 202
Author(s):  
Zongwen Huang ◽  
Lingyu Xu ◽  
Lei Wang ◽  
Gaowei Zhang ◽  
Yaya Liu

Multivariate time series data, which comprise a set of ordered observations for multiple variables, are pervasively generated in weather conditions, traffic, financial stocks, etc. Therefore, it is of great significance to analyze the correlation between multiple time series. Financial stocks generate a significant amount of multivariate time series data that can be used to build networks that reflect market behavior. However, traditional commercial complex networks cannot fully utilize the multiple attributes of stocks and redundant filter relationships and reveal a more authentic financial stock market. We propose a fusion similarity of multiple time series and construct a threshold network with similarity. Furthermore, we define the connectivity efficiency to choose the best threshold, establishing a high connectivity efficiency network with the optimal network threshold. By searching the central node in the threshold network, we have found that the network center nodes constructed by our proposed method have a more comprehensive industry coverage than the traditional techniques to build the systems, and this also proves the superiority of this method.


2008 ◽  
Vol 24 (10) ◽  
pp. 1286-1292 ◽  
Author(s):  
Jongrae Kim ◽  
Declan G. Bates ◽  
Ian Postlethwaite ◽  
Pat Heslop-Harrison ◽  
Kwang-Hyun Cho

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