Assessing causality from multivariate time series.
In this work we propose a general nonparametric test of causality for weakly dependent time series. More precisely, we study the problem of attribution, i.e., the proper comparison of the relative influence that two or more external dynamics trigger on a given system of interest. We illustrate the possible applications of the proposed methodology in very different fields like physiology and climate science.
Verdes
P F
PF
Institute for Environmental Physics, University of Heidelberg, Im Neuenheimer Feld 229, D-69120 Heidelberg, Germany.