Several spatio-temporal data collected in many applications, such as fMRI data in medical applications, can be represented as a Multivariate Time Series (MTS) matrix with m rows (...
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
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...
Abstract. Many examples exist of multivariate time series where dependencies between variables change over time. If these changing dependencies are not taken into account, any mode...
Abstract. E cient data mining algorithms are crucial fore ective knowledge discovery. We present the Multi-Stream Dependency Detection (msdd) data mining algorithm that performs a ...