Nonlinear Causality in Time Series Networks: With Application to Motor Imagery vs Execution
时间序列网络中的非线性因果关系:运动想象与执行应用
Causal interactions in time series networks can be dynamic and nonlinear, making it difficult to identify them using conventional linear causality estimations. We propose a novel approach, called Threshold Autoregressive Modeling for Causality (TAR4C), a causality detection approach built on threshold autoregressive (TAR) models, where a potential driver (cause variable) acts both as a predictor and as a trigger (switching threshold) that governs which autoregressive process…