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 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...
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
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...
Pointwise consistent, feasible procedures for estimating contemporaneous linear causal structure from time series data have been developed using multiple conditional independence ...