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Bibliografie

Conference Paper (international conference)

Granger Causality for Ill-Posed Problems: Methods, Ideas and Application in Life Sciences

Hlaváčková-Schindler Kateřina

: Conference on Statistics and Causality

: Statistics and Causality - Conference 2014, (Vienna, AT, 23.05.2014-24.05.2014)

: GA13-13502S, GA ČR

: Granger causality, statistics, variable selection, thresholding

: http://library.utia.cas.cz/separaty/2014/AS/hlavackova-schindler-0427944.pdf

(eng): For detecting causal relationships between variables xj, j = 1, …, p the concept of the so called multivariate Granger causality has been proposed. Based on the intuition that the cause should precede its effect, in Granger causality one says that a variable xi can be potentially caused by the past versions of the involved variables xj, j = 1, …, p.

: BB

07.01.2019 - 08:39