Direct Causality Detection via the Transfer Entropy Approach

@article{Duan2013DirectCD,
  title={Direct Causality Detection via the Transfer Entropy Approach},
  author={Ping Duan and Fan Yang and Tongwen Chen and Sirish L. Shah},
  journal={IEEE Transactions on Control Systems Technology},
  year={2013},
  volume={21},
  pages={2052-2066}
}
The detection of direct causality, as opposed to indirect causality, is an important and challenging problem in root cause and hazard propagation analysis. Several methods provide effective solutions to this problem when linear relationships between variables are involved. For nonlinear relationships, currently only overall causality analysis can be conducted, but direct causality cannot be identified for such processes. In this paper, we describe a direct causality detection approach suitable… CONTINUE READING
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