4 search results - page 1 / 1 » Multivariate out-of-sample tests for Granger causality |
CSDA
2007
13 years 11 months ago
2007
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...
JMLR
2011
13 years 6 months ago
2011
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...
ICSE
2010
IEEE-ACM
14 years 3 months ago
2010
IEEE-ACM
Change impact analysis aims at identifying software artifacts being affected by a change. In the past, this problem has been addressed by approaches relying on static, dynamic, a...
CVPR
2010
IEEE
14 years 7 months ago
2010
IEEE
We present a novel approach to the causal temporal analysis of event data from video content. Our key observation is that the sequence of visual words produced by a space-time dic...