A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series (Q2137578)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series |
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A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series (English)
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16 May 2022
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multivariate time series
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nonlinear system
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Granger causality analysis
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Hilbert-Schmidt independence criterion
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