Seminars of the Focus Area Complex Systems

Prof. Dr. C. Beta, Prof. Dr. K. Dethloff, Prof. Dr. R. Engbert, Prof. Dr. M. Holschneider, Prof. Dr. W. Huisinga, Prof. Dr. Ralf Metzler, Prof. Dr. A. Pikovsky, Prof. Dr. S. Reich, Prof. Dr. M. Rosenblum, Prof. Dr. G. Rüdiger, Prof. Dr. T. Scheffer, Prof. Dr. F. Scherbaum, Prof. Dr. J. Selbig, Prof. Dr. F. Spahn


Speaker: Annette Witt, Max Planck Instistute for Dynamics and Self-Organization, Göttingen, and Bernstein Center for Computational Neuroscience, Göttingen

Title: Paradoxical Behaviour of Granger Causality * Oberseminar Nichtlineare Dynamik

Time: Mon, Dec 3, 2012, 4pm

Place: bldg 28, room 0.104

Granger causality has gained attractivity in the description of directed interaction of network components in many scientific fields including econometrics, neuroscience and climate science. I will start my talk with introducing the concept of Granger causality and discussing text-book examples. Then I will explain paradoxical behavior as high values of spectrally decomposed Granger causality (SDGC) in frequency ranges with low spectral power and will present examples. Furthermore, I will derive an analytic expression for SDGC for the modell class of bivariate auto-regressive process and this way I will show that this measure of causal interaction depends on two out of four groups of model parameters. Finally, implications for the conventional definition of Granger causality are drawn.

Back to the seminar schedule

Past NLD Seminars (1994-2007) & (2008 ...)

Students' seminar: Theoretical Physics, PIK, Modeling & TSA Berlin-Potsdam-Colloquia: PhysGesellschaft Berlin, TU Berlin, Pro Physik, AIP, AEI, MPI-KGF, GFZ, HMI, PIK, AWI, Max Planck Institute for the History of Science, Mathematik, DPG Disputationen, & Vorschau UP

Udo Schwarz, Zentrum für Dynamik komplexer Systeme,
Universität Potsdam, Campus Golm Karl-Liebknecht-Str. 24, 14476 Potsdam, building 28, room 2.107
Phone: (+49-331) 977-1658, Fax : (+49-331) 977-1045

Email: Udo.Schwarz AT

DFG SFB 1294

DFG Sonderforschungsbereich 1294 Data assimilation

DFG SPP 1488

DFG Schwerpunktprogramm 1488 Planetmag

News: odeint C++ library

Check out boost::odeint – our fast and flexible C++ library for integrating differential equations!