Online Inference of Nonlinear Causal Topology from Multivariate Time Series

Money, Rohan; Krishnan, Joshin P.; Beferull-Lozano, Baltasar

doi:10.36227/techrxiv.19210092.v2

tnnls_causal_new (6).pdf (2.69 MB)

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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 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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Keywords

nonlinear topology inference online learning regret analysis random Fourier features

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CC BY 4.0

Online Inference of Nonlinear Causal Topology from Multivariate Time Series

History

Email Address of Submitting Author

Submitting Author's Institution

Submitting Author's Country

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Keywords

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