Comparison of Lasso Granger and PCMCI for Causal Feature Selection in Multivariate Time Series

S Peterson - 2022 - search.proquest.com
Causal feature selection and reconstructing interaction networks in observational
multivariate time series is currently a very active area of research in many fields of science …

Exploring Causality in Feature Selection for Multivariate Time Series Forecasting

P Oliveira Lucas, F Gadelha Guimarães… - Available at SSRN … - papers.ssrn.com
Time series forecasting plays a crucial role in various sectors, providing valuable insights for
planning and decision-making across multiple application areas. Feature selection in time …