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Quantifying Causal Coupling Strength: A Lag-specific Measure For Multivariate Time Series Related To Transfer Entropy
Jakob Runge
Jobst Heitzig
Norbert Marwan
Jürgen Kurths
Published in:
CoRR (2012)
Keyphrases
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multivariate time series
granger causality
temporal data
machine learning
similarity measure
bayesian networks
data sets
clustering algorithm
dimension reduction
autoregressive
categorical data
causal relationships
multivariate time series data