Login / Signup

A Gaussian process regression approach for testing Granger causality between time series data.

Pierre-Olivier AmblardOlivier J. J. MichelCédric RichardPaul Honeine
Published in: ICASSP (2012)
Keyphrases
  • gaussian process regression
  • granger causality
  • multivariate time series
  • gaussian processes
  • gaussian process
  • impulse response
  • electricity consumption
  • data mining
  • learning experience
  • error correction
  • temporal data