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» Granger Causality Analysis in Irregular Time Series
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SDM
2012
SIAM
355views Data Mining» more  SDM 2012»
11 years 7 months ago
Granger Causality Analysis in Irregular Time Series
Learning temporal causal structures between time series is one of the key tools for analyzing time series data. In many real-world applications, we are confronted with Irregular T...
Mohammad Taha Bahadori, Yan Liu
JMLR
2010
194views more  JMLR 2010»
12 years 11 months ago
Graphical Gaussian modelling of multivariate time series with latent variables
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
Michael Eichler
CSDA
2007
159views more  CSDA 2007»
13 years 4 months ago
Multivariate out-of-sample tests for Granger causality
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...
Sarah Gelper, Christophe Croux
KDD
2007
ACM
209views Data Mining» more  KDD 2007»
14 years 5 months ago
Temporal causal modeling with graphical granger methods
The need for mining causality, beyond mere statistical correlations, for real world problems has been recognized widely. Many of these applications naturally involve temporal data...
Andrew Arnold, Yan Liu, Naoki Abe
ICSE
2010
IEEE-ACM
13 years 9 months ago
An eclectic approach for change impact analysis
Change impact analysis aims at identifying software artifacts being affected by a change. In the past, this problem has been addressed by approaches relying on static, dynamic, a...
Michele Ceccarelli, Luigi Cerulo, Gerardo Canfora,...