| Name : R-VLTimeCausality
| |
| Version : 0.1.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.2.1
| Date : 2024-06-08 21:09:04
|
| Group : Development/Libraries/Other
| Source RPM : R-VLTimeCausality-0.1.5-lp154.2.1.src.rpm
|
| Size : 0.21 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Variable-Lag Time Series Causality Inference Framework
|
Description :
A framework to infer causality on a pair of time series of real numbers
based on variable-lag Granger causality and transfer entropy.
Typically, Granger causality and transfer entropy have an assumption of
a fixed and constant time delay between the cause and effect. However,
for a non-stationary time series, this assumption is not true. For
example, considering two time series of velocity of person A and person
B where B follows A. At some time, B stops tying his shoes, then
running to catch up A. The fixed-lag assumption is not true in this
case. We propose a framework that allows variable-lags between cause
and effect in Granger causality and transfer entropy to allow them to
deal with variable-lag non-stationary time series. Please see
Chainarong Amornbunchornvej, Elena Zheleva, and Tanya Berger-Wolf
(2021) < doi:10.1145/3441452> when referring to this package in
publications.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
