19 search results - page 1 / 4 » Robust Statistics for Describing Causality in Multivariate T... |
JMLR
2011
12 years 11 months ago
2011
A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the histor...
JMLR
2010
12 years 11 months ago
2010
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...
BMCBI
2007
13 years 4 months ago
2007
Background: Causal networks based on the vector autoregressive (VAR) process are a promising statistical tool for modeling regulatory interactions in a cell. However, learning the...
ARTMED
2002
13 years 4 months ago
2002
In bio-medical domains there are many applications involving the modelling of multivariate time series (MTS) data. One area that has been largely overlooked so far is the particul...
NC
2006
13 years 4 months ago
2006
Multivariate Time Series (MTS) data are widely available in different fields including medicine, finance, bioinformatics, science and engineering. Modelling MTS data accurately is...