{"id":"https://openalex.org/W2101668146","doi":"https://doi.org/10.1109/tsp.2015.2500893","title":"Granger Causality in Multivariate Time Series Using a Time-Ordered Restricted Vector Autoregressive Model","display_name":"Granger Causality in Multivariate Time Series Using a Time-Ordered Restricted Vector Autoregressive Model","publication_year":2015,"publication_date":"2015-11-17","ids":{"openalex":"https://openalex.org/W2101668146","doi":"https://doi.org/10.1109/tsp.2015.2500893","mag":"2101668146"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2015.2500893","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2015.2500893","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1511.03463","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5011626762","display_name":"Elsa Siggiridou","orcid":"https://orcid.org/0000-0001-6405-7266"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"Elsa Siggiridou","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5043840277","display_name":"Dimitris Kugiumtzis","orcid":"https://orcid.org/0000-0002-5337-5688"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Dimitris Kugiumtzis","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":"https://orcid.org/0000-0002-5337-5688","affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5011626762"],"corresponding_institution_ids":["https://openalex.org/I21370196"],"apc_list":null,"apc_paid":null,"fwci":23.3597,"has_fulltext":false,"cited_by_count":132,"citation_normalized_percentile":{"value":0.99143778,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"64","issue":"7","first_page":"1759","last_page":"1773"},"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":0.9904999732971191,"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":0.9904999732971191,"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/T10640","display_name":"Spectroscopy and Chemometric Analyses","score":0.9801999926567078,"subfield":{"id":"https://openalex.org/subfields/1602","display_name":"Analytical Chemistry"},"field":{"id":"https://openalex.org/fields/16","display_name":"Chemistry"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.979200005531311,"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/autoregressive-model","display_name":"Autoregressive model","score":0.8188828229904175},{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.7523528337478638},{"id":"https://openalex.org/keywords/vector-autoregression","display_name":"Vector autoregression","score":0.5826725959777832},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5587430000305176},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.5307835340499878},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5268524885177612},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.5112242698669434},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4810909926891327},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4722698926925659},{"id":"https://openalex.org/keywords/causality","display_name":"Causality (physics)","score":0.46751147508621216},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.33769097924232483},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.32468631863594055}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8188828229904175},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.7523528337478638},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.5826725959777832},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5587430000305176},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.5307835340499878},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5268524885177612},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.5112242698669434},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4810909926891327},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4722698926925659},{"id":"https://openalex.org/C64357122","wikidata":"https://www.wikidata.org/wiki/Q1149766","display_name":"Causality (physics)","level":2,"score":0.46751147508621216},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.33769097924232483},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.32468631863594055},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/tsp.2015.2500893","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2015.2500893","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1511.03463","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1511.03463","pdf_url":"https://arxiv.org/pdf/1511.03463","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"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:1511.03463","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1511.03463","pdf_url":"https://arxiv.org/pdf/1511.03463","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"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":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321917","display_name":"General Secretariat for Research and Technology","ror":"https://ror.org/04yeh8h63"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":67,"referenced_works":["https://openalex.org/W590414452","https://openalex.org/W1491427061","https://openalex.org/W1519631210","https://openalex.org/W1554944419","https://openalex.org/W1563640319","https://openalex.org/W1565746575","https://openalex.org/W1753888473","https://openalex.org/W1810019038","https://openalex.org/W1925915230","https://openalex.org/W1966921507","https://openalex.org/W1983523765","https://openalex.org/W1996703612","https://openalex.org/W2000467456","https://openalex.org/W2009271606","https://openalex.org/W2011194038","https://openalex.org/W2012150214","https://openalex.org/W2020703916","https://openalex.org/W2022884125","https://openalex.org/W2028436763","https://openalex.org/W2036612144","https://openalex.org/W2040043309","https://openalex.org/W2041782669","https://openalex.org/W2049058758","https://openalex.org/W2052066602","https://openalex.org/W2066193666","https://openalex.org/W2066400502","https://openalex.org/W2076761545","https://openalex.org/W2078204079","https://openalex.org/W2078979753","https://openalex.org/W2092939357","https://openalex.org/W2107512013","https://openalex.org/W2109553965","https://openalex.org/W2109664155","https://openalex.org/W2110065044","https://openalex.org/W2112856361","https://openalex.org/W2115021853","https://openalex.org/W2118418963","https://openalex.org/W2121763547","https://openalex.org/W2122000713","https://openalex.org/W2134752891","https://openalex.org/W2136562407","https://openalex.org/W2152112426","https://openalex.org/W2152725898","https://openalex.org/W2156282037","https://openalex.org/W2157016812","https://openalex.org/W2159632462","https://openalex.org/W2162302742","https://openalex.org/W2168175751","https://openalex.org/W2168822076","https://openalex.org/W2171033594","https://openalex.org/W2172185584","https://openalex.org/W2178225550","https://openalex.org/W2496531389","https://openalex.org/W2582743722","https://openalex.org/W2947626232","https://openalex.org/W3102008707","https://openalex.org/W3105322001","https://openalex.org/W3147070131","https://openalex.org/W4238051305","https://openalex.org/W4245169559","https://openalex.org/W4247011005","https://openalex.org/W4300336601","https://openalex.org/W4300819821","https://openalex.org/W6629472896","https://openalex.org/W6655745271","https://openalex.org/W6676884259","https://openalex.org/W6677839358"],"related_works":["https://openalex.org/W2035792466","https://openalex.org/W2977645287","https://openalex.org/W4251418261","https://openalex.org/W2961694600","https://openalex.org/W1972675643","https://openalex.org/W3196086590","https://openalex.org/W2154758532","https://openalex.org/W2912343539","https://openalex.org/W2997621663","https://openalex.org/W3125259513"],"abstract_inverted_index":{"Granger":[0,32],"causality":[1,33,170],"has":[2],"been":[3],"used":[4],"for":[5],"the":[6,9,13,22,30,37,72,81,90,94,101,114,117,121,161,199,208,224],"investigation":[7],"of":[8,12,16,39,64,85,89,131,135,143,191],"inter-dependence":[10],"structure":[11],"underlying":[14],"systems":[15,150],"multivariate":[17],"time":[18,46,153],"series.":[19],"In":[20,36,69],"particular,":[21,205],"direct":[23],"causal":[24],"effects":[25],"are":[26,165],"commonly":[27],"estimated":[28],"by":[29,76,140],"conditional":[31],"index":[34],"(CGCI).":[35],"presence":[38],"many":[40],"observed":[41],"variables":[42,92],"and":[43,93,120,125,133,145,148,151,178,202,215],"relatively":[44],"short":[45],"series,":[47],"CGCI":[48,95,159,173,197],"may":[49],"fail":[50],"because":[51],"it":[52],"is":[53,74,96,104,138,183],"based":[54],"on":[55,198],"vector":[56],"autoregressive":[57],"models":[58],"(VAR)":[59],"involving":[60],"a":[61,77],"large":[62],"number":[63],"coefficients":[65],"to":[66,107,185],"be":[67],"estimated.":[68],"this":[70],"paper,":[71],"VAR":[73,110,163,181,226],"restricted":[75,109,162,180,200],"scheme":[78],"that":[79],"modifies":[80],"recently":[82],"developed":[83],"method":[84],"backward-in-time":[86],"selection":[87,126],"(BTS)":[88],"lagged":[91],"combined":[97],"with":[98,167,176],"BTS.":[99],"Further,":[100,172],"proposed":[102],"approach":[103],"compared":[105,166],"favorably":[106],"other":[108,179],"representations,":[111],"such":[112],"as":[113],"top-down":[115],"strategy,":[116,119],"bottom-up":[118],"least":[122],"absolute":[123],"shrinkage":[124],"operator":[127],"(LASSO),":[128],"in":[129,174,204,210],"terms":[130],"sensitivity":[132],"specificity":[134],"CGCI.":[136],"This":[137],"shown":[139],"using":[141,223],"simulations":[142],"linear":[144],"nonlinear,":[146],"low-":[147],"high-dimensional":[149],"different":[152],"series":[154],"lengths.":[155],"For":[156],"nonlinear":[157,169],"systems,":[158],"from":[160],"representations":[164,182],"analogous":[168],"indices.":[171],"conjunction":[175],"BTS":[177,203],"applied":[184],"multichannel":[186],"scalp":[187],"electroencephalogram":[188],"(EEG)":[189],"recordings":[190],"epileptic":[192],"patients":[193],"containing":[194],"epileptiform":[195,217],"discharges.":[196],"VAR,":[201],"could":[206],"track":[207],"changes":[209],"brain":[211],"connectivity":[212],"before,":[213],"during":[214],"after":[216],"discharges,":[218],"which":[219],"was":[220],"not":[221],"possible":[222],"full":[225],"representation.":[227]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":9},{"year":2024,"cited_by_count":24},{"year":2023,"cited_by_count":22},{"year":2022,"cited_by_count":11},{"year":2021,"cited_by_count":26},{"year":2020,"cited_by_count":8},{"year":2019,"cited_by_count":10},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":8},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2}],"updated_date":"2026-05-15T08:27:34.491423","created_date":"2025-10-10T00:00:00"}
