Inductive Granger Causal Modeling for Multivariate Time Series.

Yunfei Chu Xiaowei Wang Jianxin Ma Kunyang Jia Jingren Zhou Hongxia Yang

Published in: CoRR (2021)

Keyphrases

multivariate time series
granger causality
multivariate time series data
temporal patterns
temporal data
machine learning
phase space reconstruction
autoregressive
categorical data
dimension reduction
spatial structure
data analysis
non stationary
maximum entropy