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Variable-Lag Granger Causality for Time Series Analysis

Chainarong Amornbunchornvej, Elena Zheleva, Tanya Y. Berger-Wolf. Variable-Lag Granger Causality for Time Series Analysis. In Lisa Singh, Richard D. De Veaux, George Karypis, Francesco Bonchi, Jennifer Hill, editors, 2019 IEEE International Conference on Data Science and Advanced Analytics, DSAA 2019, Washington, DC, USA, October 5-8, 2019. pages 21-30, IEEE, 2019. [doi]

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Chainarong Amornbunchornvej

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Elena Zheleva

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Tanya Y. Berger-Wolf

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