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...
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...
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...
Learning temporal causal graph structures from multivariate time-series data reveals important dependency relationships between current observations and histories, and provides a ...
Yan Liu 0002, Alexandru Niculescu-Mizil, Aurelie C...
We present a new approach of explaining partial causality in multivariate fMRI time series by a state space model. A given single time series can be divided into two noise-driven ...