70 search results - page 2 / 14 » Causal Search in Structural Vector Autoregressive Models |
CSDA
2007
13 years 5 months ago
2007
Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...
JGS
2010
13 years 1 days ago
2010
Despite the fact that it provides a potentially useful analytical tool, allowing for the joint modeling of dynamic interdependencies within a group of connected areas, until latel...
ISBI
2008
IEEE
14 years 6 months ago
2008
IEEE
Here we present a scalable method to compute the structure of causal links over large scale dynamical systems that achieves high efficiency in discovering actual functional connec...
KDD
2009
ACM
14 years 5 months ago
2009
ACM
Time series prediction is an important issue in a wide range of areas. There are various real world processes whose states vary continuously, and those processes may have influenc...