Alleviating the Influence of Weak Data Asymmetries on Granger-Causal Analyses

@inproceedings{Haufe2012AlleviatingTI,
  title={Alleviating the Influence of Weak Data Asymmetries on Granger-Causal Analyses},
  author={Stefan Haufe and Vadim V. Nikulin and Guido Nolte},
  booktitle={LVA/ICA},
  year={2012}
}
We introduce the concepts of weak and strong asymmetries in multivariate time series in the context of causal modeling. Weak asymmetries are by definition differences in univariate properties of the data, which are not necessarily related to causal relationships between time series. Nevertheless, they might still mislead (in particular Granger-) causal analyses. We propose two general strategies to overcome the negative influence of weak asymmetries in causal modeling. One is to assess the… CONTINUE READING

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