Poisson Graphical Granger Causality by Minimum Message Length.
Katerina Hlavácková-SchindlerClaudia PlantPublished in: ECML/PKDD (1) (2020)
Keyphrases
- minimum message length
- granger causality
- finite mixtures
- unsupervised learning
- multivariate time series
- impulse response
- electricity consumption
- error correction
- closed form
- causal relationships
- functional connectivity
- expectation maximization
- em algorithm
- standard deviation
- image processing
- dimension reduction
- supervised learning
- feature vectors