Discovering Instantaneous Granger Causalities in Non-stationary Categorical Time Series Data.
Noor JamaludeenVishnu UnnikrishnanAndré BrechmannMyra SpiliopoulouPublished in: AIME (2022)
Keyphrases
- non stationary
- granger causality
- multivariate time series
- categorical data
- autoregressive
- financial time series
- change point detection
- instantaneous frequency
- random fields
- concept drift
- adaptive algorithms
- attribute values
- causal relationships
- stock price
- electricity consumption
- impulse response
- empirical mode decomposition
- computer vision
- error correction
- cluster analysis
- pattern discovery
- signal processing