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physics.data-an2015
Non-parametric causal inference for bivariate time series
James M. McCracken, Robert S. Weigel
We introduce new quantities for exploratory causal inference between bivariate time series. The quantities, called penchants and leanings, are computationally straightforward to ap…
physics.data-an2014★ 78 cited
Convergent Cross-Mapping and Pairwise Asymmetric Inference
James M. McCracken, Robert S. Weigel
Convergent Cross-Mapping (CCM) is a technique for computing specific kinds of correlations between sets of times series. It was introduced by Sugihara et al. and is reported to be…