Supervised Estimation of Granger-Based Causality between Time Series.
Danilo BenozzoEmanuele OlivettiPaolo AvesaniPublished in: Frontiers Neuroinformatics (2017)
Keyphrases
- granger causality
- multivariate time series
- impulse response
- error correction
- quasi periodic
- causal relationships
- dynamic time warping
- supervised learning
- estimation accuracy
- electricity consumption
- non stationary
- density estimation
- autoregressive
- semi supervised
- unsupervised learning
- feature selection
- neural network
- learning algorithm
- accurate estimation
- machine learning
- causal relations
- financial time series
- parameter estimation