Mining Latent Sources of Causal Time Series Using Nonlinear State Space Modeling.
Wei-Shing ChenFong-Jung YuPublished in: ACIIDS (1) (2011)
Keyphrases
- state space
- granger causality
- data mining tasks
- reinforcement learning
- search space
- source separation
- markov decision processes
- bayesian networks
- knowledge discovery
- multivariate time series
- state variables
- reinforcement learning algorithms
- frequent patterns
- heuristic search
- multiple sources
- impulse response
- association rule mining
- databases
- optimal policy
- information sources
- data sources
- data mining
- neural network