Driven Methods for Granger Causality and Contemporaneous Causality with Non-Linear Corrections : Climate Teleconnection Mechanisms

@inproceedings{Chu2005DrivenMF,
  title={Driven Methods for Granger Causality and Contemporaneous Causality with Non-Linear Corrections : Climate Teleconnection Mechanisms},
  author={Tianjiao Chu and David Danks and Clark Glymour},
  year={2005}
}
We describe a unification of old and recent ideas for formulating graphical models to explain time series data, including Granger causality, semi-automated search procedures for graphical causal models, modeling of contemporaneous influences in times series, and heuristic generalized additive model corrections to linear models. We illustrate the procedures by finding a structure of exogenous variables and mediating variables among time series of remote geospatial indices of ocean surface… CONTINUE READING