Discovering causal relationships in time series data is central in many scientific areas.
Granger causality is a powerful tool for causality detection, but its original formulation is limited to linear relationships.
This study explores the use of Kolmogorov-Arnold networks (KANs) in Granger causality detection, comparing them to multilayer perceptrons (MLP).
The findings suggest that KANs have the potential to outperform MLPs in identifying sparse Granger causal relationships, especially in high-dimensional settings.