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On the performance of temporal Granger causality measurements on time series: a comparative study.
Chahira Mahjoub
Jean-Jacques Bellanger
Abdennaceur Kachouri
Régine Le Bouquin-Jeannès
Published in:
Signal Image Video Process. (2020)
Keyphrases
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granger causality
multivariate time series
temporal patterns
temporal data
impulse response
error correction
electricity consumption
temporal constraints
categorical data
causal relationships
temporal information
spatio temporal
dimension reduction
autoregressive
functional connectivity
temporal reasoning