Entropy-Based Discovery of Summary Causal Graphs in Time Series
This study addresses the problem of learning a summary causal graph on time series with potentially different sampling rates. To do so, we first propose a new causal temporal mutual information measure for time series. We then show how this measure relates to an entropy reduction principle that can...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-08-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/8/1156 |