The standard ordinary least squares based Granger causality is one of the widely used methods for detecting causal interactions between time series data. However, recent developments in technology limit the utilization of some existing implementations due to the availability of high dimensional data. In this paper, we are proposing a technique called Bi-directional Random Forest Granger causality. This technique uses the random forest regularization together with the idea of reusing the time series data by reversing the time stamp to extract more causal information. We have demonstrated the effectiveness of our proposed method by applying it to simulated data and then applied it to two real biological datasets, i.e., fMRI and HeLa cell. fMRI data was used to map brain network involved in deductive reasoning while HeLa cell dataset was used to map gene network involved in cancer.
Keywords: Biological network; Brain connectivity; Gene network; Granger causality; Random forest.