Detecting the direction of causal time series.

Jonas Peters Dominik Janzing Arthur Gretton Bernhard Schölkopf

Published in: ICML (2009)

Keyphrases

granger causality
dynamic time warping
causal models
bayesian networks
stock price
quasi periodic
causal relations
genetic algorithm
automatic detection
knowledge base
multiscale
case study
causal relationships
multivariate time series
decision trees
causal discovery
causal independence
information systems