Detecting Nonlinear Causality in Multivariate Time Series with Sparse Additive Models.
Yingxiang YangAdams Wei YuZhaoran WangTuo ZhaoPublished in: CoRR (2018)
Keyphrases
- pattern recognition
- multivariate time series
- additive models
- granger causality
- linear classifiers
- multivariate time series data
- high dimensional
- temporal data
- categorical data
- linear models
- dimension reduction
- autoregressive
- human motion
- temporal patterns
- reproducing kernel hilbert space
- linear svm
- model selection
- cluster analysis
- loss function
- support vector machine