Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...
We develop and evaluate an approach to causal modeling based on time series data, collectively referred to as“grouped graphical Granger modeling methods.” Graphical Granger mo...
Aurelie C. Lozano, Naoki Abe, Yan Liu, Saharon Ros...
The need for mining causality, beyond mere statistical correlations, for real world problems has been recognized widely. Many of these applications naturally involve temporal data...
This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared fe...
The analysis of gene expression time series obtained from microarray experiments can be effectively exploited to understand a wide range of biological phenomena from the homeostat...