4.5 Article

Detecting human influence on climate using neural networks based Granger causality

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THEORETICAL AND APPLIED CLIMATOLOGY
卷 103, 期 1-2, 页码 103-107

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SPRINGER WIEN
DOI: 10.1007/s00704-010-0285-8

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In this note we observe that a problem of linear approach to Granger causality testing between CO2 and global temperature is that such tests can have low power. The probability to reject the null hypothesis of non-causality when it is false is low. Regarding non-linear Granger causality, based on multi-layer feed-forward neural network, the analysis provides evidence of significant unidirectional Granger causality from CO2 to global temperature.

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