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Mitigating the effects of measurement noise on Granger causality

Mitigating the effects of measurement noise on Granger causality

Computing Granger causal relations among bivariate experimentally observed time series has received increasing attention over the past few years. Such causal relations, if correctly estimated, can yield significant insights into the dynamical organization of the system being investigated. Since experimental measurements are inevitably contaminated by noise, it is thus important …