tnnls_causal_new (6).pdf (2.69 MB)
Download fileOnline Inference of Nonlinear Causal Topology from Multivariate Time Series
preprint
posted on 2022-03-16, 03:19 authored by Rohan MoneyRohan Money, Joshin P. Krishnan, Baltasar Beferull-LozanoAn 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