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Automatic Modeling of Dominance Effects Using Granger Causality.

Kyriaki KalimeriBruno LepriTaemie KimFabio PianesiAlex Pentland
Published in: HBU (2011)
Keyphrases
  • granger causality
  • multivariate time series
  • spatial information
  • error correction
  • impulse response
  • electricity consumption