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Volumn , Issue , 2009, Pages 801-808

Detecting the direction of causal time series

Author keywords

[No Author keywords available]

Indexed keywords

AUTO-REGRESSIVE MOVING AVERAGE MODEL; CAUSAL REASONING; DATA SETS; DIRECTION OF TIME; REAL WORLD DATA; SIMULATED DATASETS;

EID: 71149117601     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (21)

References (23)
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    • (1991) Journal of Time Series Analysis , vol.13 , Issue.5 , pp. 379-390
    • Breidt, F.J.1    Davis, R.A.2
  • 4
    • 0001890056 scopus 로고
    • Analyse géneralé des liaisons stochastiques.
    • Darmois, G. (1953). Analyse géneralé des liaisons stochastiques. Rev. Inst. Internationale Statist., 21, 2-8.
    • (1953) Rev. Inst. Internationale Statist , vol.21 , pp. 2-8
    • Darmois, G.1
  • 5
    • 33645086202 scopus 로고
    • Reversibility as a criterion for discriminating time series
    • Diks, C., van Houwelingen, J., Takens, F., & DeGoede, J. (1995). Reversibility as a criterion for discriminating time series. Physics Letters A, 15, 221-228.
    • (1995) Physics Letters A , vol.15 , pp. 221-228
    • Diks, C.1    van Houwelingen, J.2    Takens, F.3    DeGoede, J.4
  • 6
    • 70049111228 scopus 로고    scopus 로고
    • downloaded after registration. Website, 3.6.2008, 3:51pm
    • EEGdata (2008). This data set (experiment 4a, subject 3) can be downloaded after registration. Website, 3.6.2008, 3:51pm. http://ida.first. fraunhofer.de/projects/bci/competition-iii/#datasets.
    • (2008) This data set (experiment 4a, subject 3) can be
    • EEGdata1
  • 7
    • 33646528415 scopus 로고    scopus 로고
    • Gretton, A., Bousquet, O., Smola, A., & Schölkopf, B. (2005). Measuring statistical dependence with Hilbert-Schmidt norms. In ALT, 63-78. Springer-Verlag.
    • Gretton, A., Bousquet, O., Smola, A., & Schölkopf, B. (2005). Measuring statistical dependence with Hilbert-Schmidt norms. In ALT, 63-78. Springer-Verlag.
  • 12
    • 0002437730 scopus 로고
    • A test for normality of observations and regression residuals
    • Jarque, C. M., & Bera, A. K. (1987). A test for normality of observations and regression residuals. International Statistical Review, 55(2), 163-172.
    • (1987) International Statistical Review , vol.55 , Issue.2 , pp. 163-172
    • Jarque, C.M.1    Bera, A.K.2
  • 14
    • 71149090104 scopus 로고
    • On the theory of characteristic functions
    • Mamai, L. V. (1963). On the theory of characteristic functions. Select. Transi. Math. Stat. Probab., 4, 153-170.
    • (1963) Select. Transi. Math. Stat. Probab , vol.4 , pp. 153-170
    • Mamai, L.V.1
  • 15
    • 0000642461 scopus 로고
    • On the distribution of stock price differences
    • Mandelbrot, B. (1967). On the distribution of stock price differences. Operations Research, 15(6), 1057-1062.
    • (1967) Operations Research , vol.15 , Issue.6 , pp. 1057-1062
    • Mandelbrot, B.1
  • 16
    • 84898936603 scopus 로고    scopus 로고
    • Maximum likelihood blind source separation: A context-sensitive generalization of ica
    • MIT Press
    • Pearlmutter, B. A., & Parra, L. C. (1997). Maximum likelihood blind source separation: A context-sensitive generalization of ica. In Advances in Neural Information Processing Systems 9, 613-619. MIT Press.
    • (1997) Advances in Neural Information Processing Systems 9 , pp. 613-619
    • Pearlmutter, B.A.1    Parra, L.C.2
  • 19
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    • The r project for statistical computing
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    • 0010808573 scopus 로고
    • Linear combinations of independent random variables and the normal distribution law
    • Skitovic, V. P. (1962). Linear combinations of independent random variables and the normal distribution law. Select. Transi. Math. Stat. Probab., 2, 211-228.
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    • Weiss, G. (1975). Time-reversibility of linear stochastic processes. J. Appl. Prob., 12, 831-836.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.