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    ICML
    2009
    IEEE
    136views Machine Learning» more  ICML 2009»
    Detecting the direction of causal time series
    15 years 20 days ago
    Detecting the direction of causal time series
    Download  www.kyb.tuebingen.mpg.de
    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...
    Arthur Gretton, Bernhard Schölkopf, Dominik J...
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