Survey on causality analysis of multivariate time series

DOI10.16383/J.AAS.C180189MaRDI QIDQ4998049zbMATH OpenWikidataFDO

Authors Weijie Ren, Min Han

Publication date 1 July 2021

Full work available at URL https://doi.org/10.16383/J.AAS.C180189

zbMATH Keywords

multivariate time seriestransfer entropystate spaceGranger causality analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Causal inference from observational studies (62D20)

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Cited in

(6)

• Detecting causal relations in time series with the new cross Markov matrix technique
• scientific article; zbMATH DE number 6431341 (Why is no real title available?)
• Detecting direct causality in multivariate time series: a comparative study
• Survey and Evaluation of Causal Discovery Methods for Time Series
• Graphs for Dependence and Causality in Multivariate Time Series
• Causal inference with multiple time series: principles and problems

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