Research Article

Sparse Causality Network Retrieval from Short Time Series

Table 1

Causality network validation. Comparison between fraction of true positive () and fraction of false positive (), statistically validated, causality links for the three models, and different time-series lengths. The table reports only the case for the parameter . Statistical validation of conditional transfer entropy is at %   value. Note that LoGo can perform better than reported in this table for smaller values of (see Figures 1 and 2).

q10203050200300100020000

Ridge TP/0.000.000.000.00
Ridge FP/0.000.000.000.000.000.100.651.06

Glasso TP/0.000.000.00
Glasso FP/0.000.000.000.000.060.100.230.54

LoGo TP/0.00
LoGo FP/0.000.000.000.010.060.080.150.34

; .