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Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis.

Chainarong AmornbunchornvejElena ZhelevaTanya Y. Berger-Wolf
Published in: ACM Trans. Knowl. Discov. Data (2021)
Keyphrases
  • granger causality
  • impulse response
  • error correction
  • mutual information
  • data mining
  • causal relationships
  • multivariate time series
  • functional connectivity
  • electricity consumption