Nonlinear Granger Causality using Kernel Ridge Regression.
Wojciech Victor FulmykPublished in: CoRR (2023)
Keyphrases
- granger causality
- kernel ridge regression
- multivariate time series
- impulse response
- error correction
- electricity consumption
- causal relationships
- parameter selection
- gradient boosting
- kernel methods
- functional connectivity
- kernel matrices
- standard deviation
- machine learning
- temporal data
- categorical data
- data sets
- loss function
- support vector machine