Causality quantification and its applications: Structuring and modeling of multivariate time series

Proceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining

Volumn , Issue , 2009, Pages 787-795

  Shibuya, Takashi ^a   Harada, Tatsuya ^a   Kuniyoshi, Yasuo ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

Autoregressive model; Entropy; Information theory; Markov chain; Time series prediction

Indexed keywords

AUTOREGRESSIVE MODEL; CAUSAL RELATIONSHIPS; DATA SETS; MARKOV CHAIN; MODELING METHOD; MULTIVARIATE TIME SERIES; NUMBER OF SAMPLES; NUMERICAL DATA; REAL-WORLD PROCESS; SYMBOLIC DATA; TIME SERIES PREDICTION;

INFORMATION THEORY; MARKOV PROCESSES;

TIME SERIES;

EID: 70350635915     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1557019.1557106     Document Type: Conference Paper

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