29 search results - page 3 / 6 » Granger Causality Analysis in Irregular Time Series |
JMLR
2011
13 years 1 months ago
2011
The Causality Workbench project is an environment to test causal discovery algorithms. Via a web portal (http://clopinet.com/causality), it provides a number of resources, includi...
JMLR
2011
13 years 1 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...
ICDM
2010
IEEE
13 years 4 months ago
2010
IEEE
Temporal causal modeling has been a highly active research area in the last few decades. Temporal or time series data arises in a wide array of application domains ranging from med...
ICANN
2007
Springer
14 years 16 days ago
2007
Springer
As a causality criterion we propose the conditional relative entropy. The relationship with information theoretic functionals mutual information and entropy is established. The con...
CSDA
2007
13 years 6 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...