Granger Causality in Multi-variate Time Series using a Time Ordered Restricted Vector Autoregressive Model

11 November 2015

Papers citing "Granger Causality in Multi-variate Time Series using a Time Ordered Restricted Vector Autoregressive Model"

13 / 13 papers shown

Title
Transformers with Sparse Attention for Granger Causality Riya Mahesh Rahul Vashisht Chandrashekar Lakshminarayanan CML 62 1 0 20 Nov 2024
ICST-DNET: An Interpretable Causal Spatio-Temporal Diffusion Network for Traffic Speed Prediction Yi Rong Yingchi Mao Yinqiu Liu Ling Chen Xiaoming He Dusit Niyato DiffM 16 1 0 22 Apr 2024
Information Flow Rate for Cross-Correlated Stochastic Processes D. Hristopulos 11 1 0 10 Jan 2024
Neural Structure Learning with Stochastic Differential Equations Benjie Wang Joel Jennings Wenbo Gong CML AI4TS 13 3 0 06 Nov 2023
Causal Discovery from Temporal Data: An Overview and New Perspectives Chang Gong Di Yao Chuzhe Zhang Wenbin Li Jingping Bi AI4TS CML 16 17 0 17 Mar 2023
Rhino: Deep Causal Temporal Relationship Learning With History-dependent Noise Wenbo Gong Joel Jennings Chen Zhang Nick Pawlowski AI4TS CML 11 25 0 26 Oct 2022
Testing for Causal Influence using a Partial Coherence Statistic L. Scharf Yuan Wang 11 0 0 07 Dec 2021
Causal Inference for Time series Analysis: Problems, Methods and Evaluation Raha Moraffah Paras Sheth Mansooreh Karami Anchit Bhattacharya Qianru Wang Anique Tahir A. Raglin Huan Liu CML AI4TS 77 103 0 11 Feb 2021
Detecting direct causality in multivariate time series: A comparative study A. Papana Elsa Siggiridou D. Kugiumtzis CML AI4TS 13 12 0 02 Nov 2020
Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis Chainarong Amornbunchornvej Elena Zheleva T. Berger-Wolf CML 11 45 0 01 Feb 2020
Variable-lag Granger Causality for Time Series Analysis Chainarong Amornbunchornvej Elena Zheleva T. Berger-Wolf CML AI4TS 20 21 0 18 Dec 2019
Multi-variable LSTM neural network for autoregressive exogenous model Tian Guo Tao R. Lin BDL AI4TS 24 19 0 17 Jun 2018
Discovering Graphical Granger Causality Using the Truncating Lasso Penalty Ali Shojaie George Michailidis CML 68 214 0 03 Jul 2010