52 citations · 75 across the 2 of their papers we have counts for
2 papers
cs.LG2020★ 23 cited
LAVARNET: Neural Network Modeling of Causal Variable Relationships for Multivariate Time Series Forecasting
Christos Koutlis, Symeon Papadopoulos, Manos Schinas +1
Multivariate time series forecasting is of great importance to many scientific disciplines and industrial sectors. The evolution of a multivariate time series depends on the dynami…
stat.CO2019★ 52 cited
Evaluation of Granger causality measures for constructing networks from multivariate time series
Elsa Siggiridou, Christos Koutlis, Alkiviadis Tsimpiris +1
Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of G…