Graphical Gaussian modelling of multivariate time series with latent variables

Journal of Machine Learning Research

Volumn 9, Issue , 2010, Pages 193-200

  Eichler, Michael ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

ANCESTRAL GRAPHS; ARMA MODEL; CAUSAL ORDERING; CAUSAL RELATIONSHIPS; CAUSE-EFFECT RELATIONSHIPS; DEPENDENT VARIABLES; GAUSSIAN PROCESSES; GAUSSIANS; GRANGER CAUSALITY; GRAPHICAL APPROACH; IDENTIFIABILITY; LATENT VARIABLE; MULTIVARIATE TIME SERIES; SINGLE VERTEX; STATIONARY TIME SERIES; TEMPORAL STRUCTURES; TIMES SERIES; VECTOR AUTOREGRESSIVE MODEL;

ARTIFICIAL INTELLIGENCE;

TIME SERIES ANALYSIS;

EID: 84861782721     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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