Statistical Inference of Lead-Lag Between Asynchronous Time Series from P-Values of Transfer Entropy at Various Timescales.
Christian BongiornoDamien ChalletPublished in: COMPLEX NETWORKS (1) (2022)
Keyphrases
- statistical inference
- model selection
- graphical models
- bayesian inference
- statistical learning
- information theory
- mutual information
- dynamic time warping
- statistical methods
- information theoretic
- turning points
- contingency tables
- knowledge transfer
- non stationary
- search algorithm
- machine learning
- attribute values
- semi parametric
- real world
- data sets