| Presentation | 2015-06-23 Lasso Granger Causality Estimation Considering Smoothness of Causality from Time Series Data Hitoshi Abe, Jun Sakuma, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | causality estimation / data analysis / Granger causality / smoothing |
| Paper # | IBISML2015-9 |
| Date of Issue | 2015-06-16 (IBISML) |
| Conference Information | |
| Committee | NC / IPSJ-BIO / IBISML / IPSJ-MPS |
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| Conference Date | 2015/6/23(3days) |
| 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 |
| Chair | Toshimichi Saito(Hosei Univ.) / Masakazu Sekijima(東工大) / Takashi Washio(Osaka Univ.) / Hayaru Shouno(電通大) |
| Vice Chair | Shigeo Sato(Tohoku Univ.) / / Kenji Fukumizu(ISM) / Masashi Sugiyama(Tokyo Inst. of Tech.) |
| Secretary | Shigeo Sato(Kyushu Inst. of Tech.) / (Kyoto Sangyo Univ.) / Kenji Fukumizu(京大) / Masashi Sugiyama(お茶の水女子大) / (OIST) |
| Assistant | Hiroyuki Kanbara(Tokyo Inst. of Tech.) / Hisanao Akima(Tohoku Univ.) / / Koji Tsuda(Univ. of Tokyo) / Hisashi Kashima(Kyoto Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Neurocomputing / Special Interest Group on Bioinformatics and Genomics / Technical Committee on Infomation-Based Induction Sciences and Machine Learning / Special Interest Group on Mathematical Modeling and Problem Solving |
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| Language | JPN |
| 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) | |
| Keyword(1) | causality estimation |
| Keyword(2) | data analysis |
| Keyword(3) | Granger causality |
| Keyword(4) | smoothing |
| 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.) |
| Date | 2015-06-23 |
| Paper # | IBISML2015-9 |
| Volume (vol) | vol.115 |
| Number (no) | IBISML-112 |
| Page | pp.pp.55-62(IBISML), |
| #Pages | 8 |
| Date of Issue | 2015-06-16 (IBISML) |