Determining the flow direction of causal interdependence in multivariate time series.

Chunfeng Yang Régine Le Bouquin-Jeannès Gérard Faucon

Published in: EUSIPCO (2010)

Keyphrases

multivariate time series
granger causality
multivariate time series data
dimension reduction
phase space reconstruction
categorical data
temporal patterns
causal relationships
bayesian networks
autoregressive
causal models
temporal data
support vector
data streams
spatio temporal
human motion