{"id":"https://openalex.org/W3000784643","doi":"https://doi.org/10.1109/dsaa.2019.00016","title":"Variable-Lag Granger Causality for Time Series Analysis","display_name":"Variable-Lag Granger Causality for Time Series Analysis","publication_year":2019,"publication_date":"2019-10-01","ids":{"openalex":"https://openalex.org/W3000784643","doi":"https://doi.org/10.1109/dsaa.2019.00016","mag":"3000784643"},"language":"en","primary_location":{"id":"doi:10.1109/dsaa.2019.00016","doi":"https://doi.org/10.1109/dsaa.2019.00016","is_oa":false,"landing_page_url":"https://doi.org/10.1109/dsaa.2019.00016","pdf_url":null,"source":{"id":"https://openalex.org/S4363608340","display_name":"IEEE International Conference on Data Science and Advanced Analytics (DSAA)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE International Conference on Data Science and Advanced Analytics (DSAA)","raw_type":"proceedings-article"},"volume":null,"type":"conference-paper","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1912.10829","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5007113918","display_name":"Chainarong Amornbunchornvej","orcid":"https://orcid.org/0000-0003-3131-0370","observed_orcids":["https://orcid.org/0000-0003-3131-0370"]},"institutions":[{"id":"https://openalex.org/I14316845","display_name":"National Electronics and Computer Technology Center","ror":"https://ror.org/04z82ry91","country_code":"TH","type":"government","lineage":["https://openalex.org/I1332092204","https://openalex.org/I14316845"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Chainarong Amornbunchornvej","raw_affiliation_strings":["National Electronics and Computer Technology Center"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"National Electronics and Computer Technology Center","institution_ids":["https://openalex.org/I14316845"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Elena Zheleva","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I39422238","display_name":"University of Illinois Chicago","ror":"https://ror.org/02mpq6x41","country_code":"US","type":"education","lineage":["https://openalex.org/I39422238"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Elena Zheleva","raw_affiliation_strings":["University of Illinois at Chicago"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Illinois at Chicago","institution_ids":["https://openalex.org/I39422238"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5060005215","display_name":"Tanya Y. Berger-Wolf","orcid":"https://orcid.org/0000-0001-7610-1412","observed_orcids":["https://orcid.org/0000-0001-7610-1412"]},"institutions":[{"id":"https://openalex.org/I39422238","display_name":"University of Illinois Chicago","ror":"https://ror.org/02mpq6x41","country_code":"US","type":"education","lineage":["https://openalex.org/I39422238"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Tanya Y. Berger-Wolf","raw_affiliation_strings":["University of Illinois at Chicago"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Illinois at Chicago","institution_ids":["https://openalex.org/I39422238"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":11.1431,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.98242034,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"21","last_page":"30"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.7196999788284302,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.7196999788284302,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.10939999669790268,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11303","display_name":"Bayesian Modeling and Causal Inference","score":0.03709999844431877,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.9470000267028809},{"id":"https://openalex.org/keywords/time-delay","display_name":"time delay","score":0.6629999876022339},{"id":"https://openalex.org/keywords/causal-inference","display_name":"causal inference","score":0.7879999876022339},{"id":"https://openalex.org/keywords/time-series-analysis","display_name":"time series analysis","score":0.8140000104904175},{"id":"https://openalex.org/keywords/collective-behavior","display_name":"collective behavior","score":0.8700000047683716},{"id":"https://openalex.org/keywords/coordinated-behavior","display_name":"coordinated behavior","score":0.6579999923706055},{"id":"https://openalex.org/keywords/financial-markets","display_name":"financial markets","score":0.5339999794960022},{"id":"https://openalex.org/keywords/social-dynamics","display_name":"social dynamics","score":0.6050000190734863}],"concepts":[{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.8770999908447266},{"id":"https://openalex.org/C64357122","wikidata":"https://www.wikidata.org/wiki/Q1149766","display_name":"Causality (physics)","level":2,"score":0.6577000021934509},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6323999762535095},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.6305999755859375},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6171000003814697},{"id":"https://openalex.org/C177148314","wikidata":"https://www.wikidata.org/wiki/Q170084","display_name":"Generalization","level":2,"score":0.5475999712944031},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.44699999690055847},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.424699991941452},{"id":"https://openalex.org/C158600405","wikidata":"https://www.wikidata.org/wiki/Q5054566","display_name":"Causal inference","level":2,"score":0.39489999413490295},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3589000105857849},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.35120001435279846},{"id":"https://openalex.org/C103824480","wikidata":"https://www.wikidata.org/wiki/Q185889","display_name":"Time domain","level":2,"score":0.3361999988555908},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3003000020980835},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.2766000032424927}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/dsaa.2019.00016","doi":"https://doi.org/10.1109/dsaa.2019.00016","is_oa":false,"landing_page_url":"https://doi.org/10.1109/dsaa.2019.00016","pdf_url":null,"source":{"id":"https://openalex.org/S4363608340","display_name":"IEEE International Conference on Data Science and Advanced Analytics (DSAA)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE International Conference on Data Science and Advanced Analytics (DSAA)","raw_type":"proceedings-article"},{"id":"pmh:oai:arXiv.org:1912.10829","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1912.10829","pdf_url":"https://arxiv.org/pdf/1912.10829","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1912.10829","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1912.10829","pdf_url":"https://arxiv.org/pdf/1912.10829","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W1534304300","https://openalex.org/W1920902537","https://openalex.org/W2021532957","https://openalex.org/W2041782669","https://openalex.org/W2057422141","https://openalex.org/W2083689856","https://openalex.org/W2090182720","https://openalex.org/W2101668146","https://openalex.org/W2112552549","https://openalex.org/W2117259173","https://openalex.org/W2118418963","https://openalex.org/W2128160875","https://openalex.org/W2130535167","https://openalex.org/W2136783219","https://openalex.org/W2162302373","https://openalex.org/W2162393682","https://openalex.org/W2171848690","https://openalex.org/W2178225550","https://openalex.org/W2236977023","https://openalex.org/W2462689321","https://openalex.org/W2477564998","https://openalex.org/W2516815969","https://openalex.org/W2804512968","https://openalex.org/W2806589459","https://openalex.org/W2811104999","https://openalex.org/W2904285803","https://openalex.org/W2963028763","https://openalex.org/W2963585663"],"related_works":[],"abstract_inverted_index":{"Granger":[0,24,84,89,119],"causality":[1,25,90,120],"is":[2,39],"a":[3,27,42,49,86,114],"fundamental":[4],"technique":[5],"for":[6,116,129],"causal":[7],"inference":[8],"in":[9,15,64,144,155],"time":[10,32,37,46,51,59,98,108,159],"series":[11,38,47,160],"data,":[12],"commonly":[13],"used":[14],"the":[16,35,54,57,93,96],"social":[17],"and":[18,73,100,134,147],"biological":[19],"sciences.":[20],"Typical":[21],"operationalizations":[22],"of":[23,34,44,56,88,95,158],"make":[26],"strong":[28],"assumption":[29,55,94],"that":[30,91,136],"every":[31],"point":[33],"effect":[36],"influenced":[40],"by":[41],"combination":[43],"other":[45],"with":[48,106],"fixed":[50,58,97],"delay.":[52],"However,":[53],"delay":[60,99],"does":[61],"not":[62],"hold":[63],"many":[65,74],"applications,":[66],"such":[67],"as":[68],"collective":[69,132],"behavior,":[70],"financial":[71],"markets,":[72],"natural":[75],"phenomena.":[76],"To":[77],"address":[78],"this":[79],"issue,":[80],"we":[81,112],"develop":[82],"variable-lag":[83,118],"causality,":[85],"generalization":[87],"relaxes":[92],"allows":[101],"causes":[102],"to":[103],"influence":[104],"effects":[105],"arbitrary":[107],"delays.":[109],"In":[110],"addition,":[111],"propose":[113],"method":[115],"inferring":[117],"relations.":[121],"We":[122],"demonstrate":[123],"our":[124],"approach":[125,151],"on":[126],"an":[127],"application":[128],"studying":[130],"coordinated":[131],"behavior":[133],"show":[135],"it":[137],"performs":[138],"better":[139],"than":[140],"several":[141],"existing":[142],"methods":[143],"both":[145],"simulated":[146],"real-world":[148],"datasets.":[149],"Our":[150],"can":[152],"be":[153],"applied":[154],"any":[156],"domain":[157],"analysis.":[161]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":7}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2020-01-30T00:00:00"}
