什么是Granger Causuality

简而言之,就是研究variables时间序列的相互影响.

I've applied it into the ROI BOLD signal to study the connectivity of human brain for my machine learning project.

This could be done directly in the time domain, autocovariance sequence and cross-power spectral density. Empirically direct estimation is better than autocovariance sequence or spectral estimation for VAR value.

For further information and available toolbox MVGC:

http://www.sciencedirect.com/science/article/pii/S0165027013003701