A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the histor...
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...
— A novel black-box model for time series of prices analysis is proposed. It is constructed using the technique of “shaping filter”. The model identification is then propos...
Correlated equilibria are a generalization of Nash equilibria that permit agents to act in a correlated manner and can therefore, model learning in games. In this paper we define...
Event detection is a critical task in sensor networks, especially for environmental monitoring applications. Traditional solutions to event detection are based on analyzing one-sh...