Granger Causality for Time-Series Anomaly Detection

Huida Qiu, Yan Liu, Niranjan A. Subrahmanya, Weichang Li. Granger Causality for Time-Series Anomaly Detection. In Mohammed Javeed Zaki, Arno Siebes, Jeffrey Xu Yu, Bart Goethals, Geoffrey I. Webb, Xindong Wu, editors, 12th IEEE International Conference on Data Mining, ICDM 2012, Brussels, Belgium, December 10-13, 2012. pages 1074-1079, IEEE Computer Society, 2012. [doi]

Abstract

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