LEARNING OF MULTIVARIATE TIME SERIES GRANGER CAUSALITY BASED ON GRAPHICAL MODEL METHODS

WEI Yuesong, TIAN Zheng

Journal of System Science and Mathematical Science Chinese Series ›› 2011, Vol. 31 ›› Issue (5) : 549-557.

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Journal of System Science and Mathematical Science Chinese Series ›› 2011, Vol. 31 ›› Issue (5) : 549-557. DOI: 10.12341/jssms11607

LEARNING OF MULTIVARIATE TIME SERIES GRANGER CAUSALITY BASED ON GRAPHICAL MODEL METHODS

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