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 and 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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NC2010-178 |
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) |
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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) |
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Keyword(1) |
Granger causality |
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network structure estimation |
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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 |
6 |
Date of Issue |
2011-02-28 (NC) |
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