Friday, September 21, 2012

 

Detecting Causality in Complex Systems

"Identifying causal networks is important for effective policy and management recommendations on climate, epidemiology, financial regulation, and much else. Here, we introduce a method, based on nonlinear state space reconstruction, that can distinguish causality from correlation. It extends to nonseparable weakly connected dynamic systems (cases not covered by the current Granger causality paradigm)." Full article @ Science

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