Using causal discovery for feature selection in multivariate numerical time series

DOI10.1007/s10994-014-5460-1zbMath1343.68206OpenAlexW2090182720WikidataQ57972973 ScholiaQ57972973MaRDI QIDQ890305

Jixue Liu, Bingyu Sun, Youqiang Sun, Jiuyong Li, Rujing Wang, Christopher Chow

Publication date: 10 November 2015

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-014-5460-1

zbMATH Keywords

Granger causalitymultivariate time seriesfeature selectioncausal discoveryprediction and regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• UCI-ml
• LIBSVM

Cites Work

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