Paper Abstract and Keywords |
Presentation |
2015-06-23 13:50
Lasso Granger Causality Estimation Considering Smoothness of Causality from Time Series Data Hitoshi Abe, Jun Sakuma (Tsukuba Univ.) IBISML2015-9 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Recently, various services for real world problems continually produce huge amount of time series data. Determination of causality is one of the important problems in time series data analysis.In general, an effect occurs after the cause. We asuume that causality between variables do not change drastically over time.We introduce a regularization term based on causal similarity into the Lasso Granger method, which is known as a causality estimation method by means of Lasso. Our proposed regularization term allows the estimated causalities to be smoothed changed over time. We show by experimentation the impact of causal smoothing. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
causality estimation / data analysis / Granger causality / smoothing / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 115, no. 112, IBISML2015-9, pp. 55-62, June 2015. |
Paper # |
IBISML2015-9 |
Date of Issue |
2015-06-16 (IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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IBISML2015-9 |
Conference Information |
Committee |
NC IPSJ-BIO IBISML IPSJ-MPS |
Conference Date |
2015-06-23 - 2015-06-25 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Okinawa Institute of Science and Technology |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Machine Learning Approach to Biodata Mining, and General |
Paper Information |
Registration To |
IBISML |
Conference Code |
2015-06-NC-BIO-IBISML-MPS |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Lasso Granger Causality Estimation Considering Smoothness of Causality from Time Series Data |
Sub Title (in English) |
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causality estimation |
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data analysis |
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Granger causality |
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smoothing |
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1st Author's Name |
Hitoshi Abe |
1st Author's Affiliation |
Tsukuba University (Tsukuba Univ.) |
2nd Author's Name |
Jun Sakuma |
2nd Author's Affiliation |
Tsukuba University (Tsukuba Univ.) |
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Speaker |
Author-1 |
Date Time |
2015-06-23 13:50:00 |
Presentation Time |
25 minutes |
Registration for |
IBISML |
Paper # |
IBISML2015-9 |
Volume (vol) |
vol.115 |
Number (no) |
no.112 |
Page |
pp.55-62 |
#Pages |
8 |
Date of Issue |
2015-06-16 (IBISML) |
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