19 search results - page 1 / 4 » Search for Additive Nonlinear Time Series Causal Models |
JMLR
2008
13 years 4 months ago
2008
Pointwise consistent, feasible procedures for estimating contemporaneous linear causal structure from time series data have been developed using multiple conditional independence ...
PKDD
2009
Springer
13 years 11 months ago
2009
Springer
We consider causally sufficient acyclic causal models in which the relationship among the variables is nonlinear while disturbances have linear effects, and show that three princi...
KDD
2009
ACM
13 years 9 months ago
2009
ACM
We develop and evaluate an approach to causal modeling based on time series data, collectively referred to as“grouped graphical Granger modeling methods.” Graphical Granger mo...
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...
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...