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Online Inference of Nonlinear Causal Topology from Multivariate Time Series

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posted on 16.03.2022, 03:19 authored by Rohan MoneyRohan Money, Joshin P. Krishnan, Baltasar Beferull-Lozano
An online nonlinear topology identification algorithm termed RFNL-TIRSO is proposed in the paper. The multivariate time series data received in sequential form is processed online to estimate time-varying nonlinear dependencies

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rohantm@uia.no

Submitting Author's Institution

University of agder

Submitting Author's Country

Norway

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