An Interpretable and Sparse Neural Network Model for Nonlinear Granger Causality Discovery

1 code implementation • 22 Nov 2017 • Alex Tank, Ian Cover, Nicholas J. Foti, Ali Shojaie, Emily B. Fox

A sufficient condition for Granger non-causality in this setting is that all of the outgoing weights of the input data, the past lags of a series, to the first hidden layer are zero.

Time Series Time Series Analysis