A Novel Causal Inference Method for Time Series
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منابع مشابه
Uncertainty Assessment and False Discovery Rate Control in High-Dimensional Granger Causal Inference
Causal inference among high-dimensional time series data proves an important research problem in many fields. While in the classical regime one often establishes causality among time series via a concept known as “Granger causality,” existing approaches for Granger causal inference in high-dimensional data lack the means to characterize the uncertainty associated with Granger causality estimate...
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تاریخ انتشار 2015