Assessing Granger Causality on Irregular Missing and Extreme Data
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DOI: 10.1109/access.2021.3082014
Abstract: The Granger test is one of the best known techniques to detect causality relationships among time series, and has been used uncountable times in science and engineering. The quality of its results strongly depends on… read more here.
Keywords: assessing granger; time series; causality irregular; granger causality ... See more keywords