Causality Distance Measures for Multivariate Time Series with Applications
In this work, we focus on the development of new distance measure algorithms, namely, the Causality Within Groups (CAWG), the Generalized Causality Within Groups (GCAWG) and the Causality Between Groups (CABG), all of which are based on the well-known Granger causality. The proposed distances togeth...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-10-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/21/2708 |