# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "VLTimeCausality" in publications use:' type: software license: GPL-3.0-only title: 'VLTimeCausality: Variable-Lag Time Series Causality Inference Framework' version: 0.1.5 doi: 10.1145/3441452 identifiers: - type: doi value: 10.32614/CRAN.package.VLTimeCausality abstract: A framework to infer causality on a pair of time series of real numbers based on variable-lag Granger causality and transfer entropy. Typically, Granger causality and transfer entropy have an assumption of a fixed and constant time delay between the cause and effect. However, for a non-stationary time series, this assumption is not true. For example, considering two time series of velocity of person A and person B where B follows A. At some time, B stops tying his shoes, then running to catch up A. The fixed-lag assumption is not true in this case. We propose a framework that allows variable-lags between cause and effect in Granger causality and transfer entropy to allow them to deal with variable-lag non-stationary time series. Please see Chainarong Amornbunchornvej, Elena Zheleva, and Tanya Berger-Wolf (2021) when referring to this package in publications. authors: - family-names: Amornbunchornvej given-names: Chainarong email: grandca@gmail.com orcid: https://orcid.org/0000-0003-3131-0370 preferred-citation: type: article title: Variable-lag Granger Causality for Time Series Analysis. authors: - family-names: Amornbunchornvej given-names: Chainarong email: grandca@gmail.com orcid: https://orcid.org/0000-0003-3131-0370 - family-names: Zheleva given-names: Elena - family-names: Berger-Wolf given-names: Tanya journal: ACM Transactions on Knowledge Discovery from Data year: '2021' volume: '15' issue: 4(67) publisher: name: ACM doi: 10.1145/3441452 url: https://doi.org/10.1145/3441452 start: 1-30 repository: https://darkeyes.r-universe.dev repository-code: https://github.com/DarkEyes/VLTimeSeriesCausality commit: e5e140b4376787b15e4140afc9408d47a44232bb url: https://github.com/DarkEyes/VLTimeSeriesCausality contact: - family-names: Amornbunchornvej given-names: Chainarong email: grandca@gmail.com orcid: https://orcid.org/0000-0003-3131-0370