Designing Bivariate Auto-Regressive Timeseries with Controlled Granger Causality.

Shohei Hidaka Takuma Torii

Published in: Entropy (2021)

Keyphrases

multivariate time series
autoregressive
granger causality
moving average
non stationary
impulse response
temporal data
random fields
temporal patterns
dimension reduction
feature selection
sar images
human motion
causal relationships
spatial structure
latent variables
higher order
multiscale