Multi-Band Variable-Lag Granger Causality: A Unified Framework for Causal Time Series Inference across Frequencies

Chakattrai Sookkongwaree, Tattep Lakmuang, Chainarong Amornbunchornvej

Understanding causal relationships in time series is fundamental to many domains, including neuroscience, economics, and behavioral science. Granger causality is one of the well-kn…