Identifying Unique Causal Network from Nonstationary Time Series.

Mingyu Kang Duxin Chen Ning Meng Gang Yan Wenwu Yu

Published in: CoRR (2022)

Keyphrases

non stationary
autoregressive
causal interactions
random fields
stock price
neural network
financial time series
dynamic programming
empirical mode decomposition
peer to peer
parameter estimation
dynamic time warping
blind source separation
adaptive algorithms