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Paper Abstract and Keywords
Presentation 2011-03-08 14:35
Improved Granger causality tests for network structure estimation from time-series data
Hikaru Harima, Shigeyuki Oba, Shin Ishii (Kyoto Univ.) NC2010-178
Abstract (in Japanese) (See Japanese page) 
(in English) Granger causality and its variants have been proposed for estimating network structure as a causality graph based on correlation between observed time-sequence data, and used in analysis of economics and neural
activity data. In this study, we introduce two ideas for an extension of the Granger causality; an application of the optimal discovery procedure (ODP) (Storey, 2006) that improves detection power in multiple simultaneous hypotheses testing, and an introduction of a regularization term in the estimation of correlation between time-series data. These ideas are expected to improve causal link detection accuracy in cases where the number of network nodes is large and the length of observed time-sequence is short. We compared causal link detection methods in
simulated network activity datasets and showed an improved detection power of the proposed method.
Keyword (in Japanese) (See Japanese page) 
(in English) Granger causality / network structure estimation / multiple simultaneous hypotheses testing / / / / /  
Reference Info. IEICE Tech. Rep., vol. 110, no. 461, NC2010-178, pp. 301-306, March 2011.
Paper # NC2010-178 
Date of Issue 2011-02-28 (NC) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
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reproduction
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
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Conference Information
Committee NC MBE  
Conference Date 2011-03-07 - 2011-03-09 
Place (in Japanese) (See Japanese page) 
Place (in English) Tamagawa University 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To NC 
Conference Code 2011-03-NC-MBE 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Improved Granger causality tests for network structure estimation from time-series data 
Sub Title (in English)  
Keyword(1) Granger causality  
Keyword(2) network structure estimation  
Keyword(3) multiple simultaneous hypotheses testing  
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1st Author's Name Hikaru Harima  
1st Author's Affiliation Kyoto University (Kyoto Univ.)
2nd Author's Name Shigeyuki Oba  
2nd Author's Affiliation Kyoto University/PRESTO (Kyoto Univ.)
3rd Author's Name Shin Ishii  
3rd Author's Affiliation Kyoto University (Kyoto Univ.)
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Speaker Author-1 
Date Time 2011-03-08 14:35:00 
Presentation Time 25 minutes 
Registration for NC 
Paper # NC2010-178 
Volume (vol) vol.110 
Number (no) no.461 
Page pp.301-306 
#Pages
Date of Issue 2011-02-28 (NC) 


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