Learning of multivariate time series Granger causality based on graphical model methods

MaRDI QIDQ2885651zbMATH OpenFDO

Authors Yuesong Wei, Zheng Tian

Publication date 1 June 2012

Published in Journal of Systems Science and Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

structural identificationbootstrap methodsGranger causality graphs

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Nonparametric statistical resampling methods (62G09)

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Cited in

(18)

• Causality analysis of futures sugar prices in Zhengzhou based on graphical models for multivariate time series
• Granger causality and path diagrams for multivariate time series
• Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information
• Using causal discovery for feature selection in multivariate numerical time series
• Graphical Lasso Granger method with 2-levels-thresholding for recovering causality networks
• Graphical modeling of dynamic relationships in multivariate time series
• Learning dynamic causal relationships among sugar prices
• Causal inference from time series: what can be learned from Granger causality
• Graphical modelling of multivariate time series
• Granger causality analysis of human cell-cycle gene expression profiles
• The estimation of parameters for a complex time series Granger causal model
• Learning local directed acyclic graphs based on multivariate time series data
• Granger causality detecting based on graphical modelling
• Network Granger causality with inherent grouping structure
• Survey on causality analysis of multivariate time series
• Directed information graphs for the Granger causality of multivariate time series
• The Convex Mixture Distribution: Granger Causality for Categorical Time Series
• Graphs for Dependence and Causality in Multivariate Time Series

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