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Neural networks with non-uniform embedding and explicit validation phase to assess Granger causality.
Alessandro Montalto
Sebastiano Stramaglia
Luca Faes
Giovanni Tessitore
Roberto Prevete
Daniele Marinazzo
Published in:
Neural Networks (2015)
Keyphrases
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granger causality
pattern recognition
impulse response
multivariate time series
electricity consumption
causal relationships
temporal information