A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series
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Publication:2137578
DOI10.1016/j.physa.2019.123245OpenAlexW2980578704WikidataQ130541842 ScholiaQ130541842MaRDI QIDQ2137578
Weijie Ren, Baisong Li, Min Han
Publication date: 16 May 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.123245
nonlinear systemmultivariate time seriesHilbert-Schmidt independence criterionGranger causality analysis
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