Causal Patterns: Extraction of multiple causal relationships by Mixture of Probabilistic Partial Canonical Correlation Analysis

1 code implementation • 12 Dec 2017 • Hiroki Mori, Keisuke Kawano, Hiroki Yokoyama

In this paper, we propose a mixture of probabilistic partial canonical correlation analysis (MPPCCA) that extracts the Causal Patterns from two multivariate time series.

Time Series Time Series Analysis