Multivariate Time Series Forecasting Based on Causal Inference with Transfer Entropy and Graph Neural Network.
Haoyan XuYida HuangZiheng DuanJie FengPengyu SongPublished in: CoRR (2020)
Keyphrases
- multivariate time series
- causal inference
- neural network
- additive noise
- abductive reasoning
- causal models
- temporal data
- dimension reduction
- discrete data
- temporal patterns
- graph structure
- weighted graph
- autoregressive
- chaotic time series
- directed acyclic graph
- categorical data
- directed graph
- shortest path
- maximum likelihood
- spatial structure
- markov random field
- nearest neighbor
- knn
- probabilistic model
- feature selection