Detecting direct causality in multivariate time series: A comparative study.
Angeliki PapanaElsa SiggiridouDimitris KugiumtzisPublished in: Commun. Nonlinear Sci. Numer. Simul. (2021)
Keyphrases
- multivariate time series
- granger causality
- multivariate time series data
- dimension reduction
- temporal patterns
- phase space reconstruction
- temporal data
- spatial structure
- categorical data
- autoregressive
- causal models
- temporal information
- probability distribution
- feature extraction
- data sets
- predicting future
- three dimensional
- image processing