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A Gaussian process regression approach for testing Granger causality between time series data.
Pierre-Olivier Amblard
Olivier J. J. Michel
Cédric Richard
Paul Honeine
Published in:
ICASSP (2012)
Keyphrases
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gaussian process regression
granger causality
multivariate time series
gaussian processes
gaussian process
impulse response
electricity consumption
data mining
learning experience
error correction
temporal data