Cargando…
ITGH: Information-Theoretic Granger Causal Inference on Heterogeneous Data
Granger causality for time series states that a cause improves the predictability of its effect. That is, given two time series x and y, we are interested in detecting the causal relations among them considering the previous observations of both time series. Although, most of the algorithms are desi...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2020
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7206303/ http://dx.doi.org/10.1007/978-3-030-47436-2_56 |