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Online Inference of Nonlinear Causal Topology from Multivariate Time Series
  • Rohan Money ,
  • Joshin P. Krishnan ,
  • Baltasar Beferull-Lozano
Rohan Money
University of agder, University of agder, University of agder, University of agder

Corresponding Author:[email protected]

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Joshin P. Krishnan
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Baltasar Beferull-Lozano
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Abstract

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
2023Published in IEEE Transactions on Signal Processing volume 71 on pages 2027-2042. 10.1109/TSP.2023.3282068