arXiv:2611.12755 · v1

From Granger causality to causal structure in dynamical systems

从格兰杰因果到动力系统中的因果结构

首次提交 2026-11-10 01:35

版本更新 2026-11-10 01:35

雷达观测 2026-11-10 15:22

摘要

The idea of testing whether the past of one signal improves the prediction of another can be traced back to Wiener. It was Granger who formalized the concept. Granger causality has become one of the most widely used tools to infer directed interactions between the components of a system. The name however can be misleading: it detects predictive relations among the measured signals, not causal relations among the mechanisms that generate them. This article starts by reviewing recent advances in observation-space Granger analysis. It then follows a path to directed structure in latent dynamical models, and asks under which conditions that structure can be read causally.