We propose a method that detects the true direction of time series, by fitting an autoregressive moving average model to the data. Whenever the noise is independent of the previou...
Time series prediction is an important issue in a wide range of areas. There are various real world processes whose states vary continuously, and those processes may have influenc...
As a causality criterion we propose the conditional relative entropy. The relationship with information theoretic functionals mutual information and entropy is established. The con...
Gert Van Dijck, Jo Van Vaerenbergh, Marc M. Van Hu...
Change-point detection is the problem of discovering time points at which properties of time-series data change. This covers a broad range of real-world problems and has been acti...
Abstract. Understanding the regulatory mechanisms that are responsible for an organism's response to environmental changes is an important question in molecular biology. A fir...
Oliver Stegle, Katherine J. Denby, David L. Wild, ...