Detecting Causality in Multivariate Time Series via Non-Uniform Embedding.
Ziyu JiaYoufang LinZehui JiaoYan MaJing WangPublished in: Entropy (2019)
Keyphrases
- multivariate time series
- granger causality
- multivariate time series data
- temporal data
- categorical data
- temporal patterns
- dimension reduction
- phase space reconstruction
- autoregressive
- spatial structure
- website
- markov random field
- feature selection
- causal models
- causal relationships
- probabilistic model
- predicting future
- data structure