no code implementations • 25 Apr 2024 • Rahmat Adesunkanmi, Balaji Sesha Srikanth Pokuri, Ratnesh Kumar
In many real-world applications where the system dynamics has an underlying interdependency among its variables (such as power grid, economics, neuroscience, omics networks, environmental ecosystems, and others), one is often interested in knowing whether the past values of one time series influences the future of another, known as Granger causality, and the associated underlying dynamics.