Identify Significant Phenomenon-Specific Variables for Multivariate Time Series
نویسندگان
چکیده
منابع مشابه
Graphical Gaussian modelling of multivariate time series with latent variables
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal structure to achieve causal ordering of dependent variables. One major problem in the application of Granger causality for the identification of causal relationships is the possible presence of latent variables that affect ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Knowledge and Data Engineering
سال: 2021
ISSN: 1041-4347,1558-2191,2326-3865
DOI: 10.1109/tkde.2019.2934464