A Note on Causation versus Correlation in an Extreme Situation
Recently, it has been shown that the information flow and causality between two time series can be inferred in a rigorous and quantitative sense, and, besides, the resulting causality can be normalized. A corollary that follows is, in the linear limit, causation implies correlation, while correlatio...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-03-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/3/316 |