Inductive Granger Causal Modeling for Multivariate Time Series.

Yunfei Chu Xiaowei Wang Jianxin Ma Kunyang Jia Jingren Zhou Hongxia Yang

Published in: ICDM (2020)

Keyphrases

multivariate time series
granger causality
multivariate time series data
dimension reduction
temporal patterns
temporal data
categorical data
machine learning
phase space reconstruction
autoregressive
website
feature extraction