Against the Flow of Time with Multi-Output Models

Recent work has paid close attention to the first principle of Granger causality, according to which cause precedes effect. In this context, the question may arise whether the detected direction of causality also reverses after the time reversal of unidirectionally coupled data. Recently, it has bee...

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Detalhes bibliográficos
Main Authors: Jakubík Jozef, Phuong Mary, Chvosteková Martina, Krakovská Anna
Formato: Artigo
Idioma:English
Publicado em: Sciendo 2023-08-01
Colecção:Measurement Science Review
Assuntos:
Acesso em linha:https://doi.org/10.2478/msr-2023-0023