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» Granger Causality Analysis in Irregular Time Series
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ICML
2010
IEEE
14 years 10 months ago
Learning Temporal Causal Graphs for Relational Time-Series Analysis
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...
CSDA
2006
191views more  CSDA 2006»
14 years 9 months ago
Forecasting daily time series using periodic unobserved components time series models
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
Siem Jan Koopman, Marius Ooms
ANOR
2010
135views more  ANOR 2010»
14 years 9 months ago
A framework of irregularity enlightenment for data pre-processing in data mining
Abstract Irregularities are widespread in large databases and often lead to erroneous conclusions with respect to data mining and statistical analysis. For example, considerable bi...
Siu-Tong Au, Rong Duan, Siamak G. Hesar, Wei Jiang
KDD
2009
ACM
364views Data Mining» more  KDD 2009»
15 years 10 months ago
Causality quantification and its applications: structuring and modeling of multivariate time series
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...
Takashi Shibuya, Tatsuya Harada, Yasuo Kuniyoshi
JMLR
2008
144views more  JMLR 2008»
14 years 9 months ago
Search for Additive Nonlinear Time Series Causal Models
Pointwise consistent, feasible procedures for estimating contemporaneous linear causal structure from time series data have been developed using multiple conditional independence ...
Tianjiao Chu, Clark Glymour