Open AccessA Causality Based Feature Selection Approach for Multivariate Time Series Forecasting
Author(s) -
Youssef Hmamouche,
Alain Casali,
Lotfi Lakhal
Publication year - 2017
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - feature selection , time series , series (stratigraphy) , computer science , cluster analysis , multivariate statistics , selection (genetic algorithm) , granger causality , data mining , field (mathematics) , causality (physics) , dimensionality reduction , dimension (graph theory) , feature (linguistics) , artificial intelligence , machine learning , mathematics , linguistics , philosophy , physics , quantum mechanics , paleontology , pure mathematics , biology