Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Detecting direct causality in multivariate time series: A comparative
  study   The concept of Granger causality is increasingly being applied for the
characterization of directional interactions in different applications. A
multivariate framework for estimating Granger causality is essential in order
to account for all the available information from multivariate time series.
However, the inclusion of non-informative or non-significant variables creates
estimation problems related to the 'curse of dimensionality'. To deal with this
issue, direct causality measures using variable selection and dimension
reduction techniques have been introduced. In this comparative work, the
performance of an ensemble of bivariate and multivariate causality measures in
the time domain is assessed, focusing on dimension reduction causality
measures. In particular, different types of high-dimensional coupled discrete
systems are used (involving up to 100 variables) and the robustness of the
causality measures to time series length and different noise types is examined.
The results of the simulation study highlight the superiority of the dimension
reduction measures, especially for high-dimensional systems.

29
The categories of this paper are: funct-an
33
The categories of this paper are: plasm-ph
8
The categories of this paper are: hep-ex
35
The categories of this paper are: mtrl-th
0
The categories of this paper are: hep-ph
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
12
The categories of this paper are: nucl-th
5
The categories of this paper are: gr-qc
1
The categories of this paper are: cs
28
The categories of this paper are: alg-geom
17
The categories of this paper are: q-fin
10
The categories of this paper are: q-bio
18
The categories of this paper are: econ
27
The categories of this paper are: comp-gas
15
The categories of this paper are: nucl-ex