Inferring Granger Causality from Irregularly Sampled Time Series.

Song Wei Yao Xie Christopher S. Josef Rishikesan Kamaleswaran

Published in: CoRR (2021)

Keyphrases

granger causality
multivariate time series
impulse response
error correction
electricity consumption
functional connectivity
causal relationships
temporal patterns
temporal data
principal component analysis
frequency domain
autoregressive
categorical data