3 papers
cs.LG2025
Emergent Granger Causality in Neural Networks: Can Prediction Alone Reveal Structure?
Malik Shahid Sultan, Hernando Ombao, Maurizio Filippone
Granger Causality (GC) offers an elegant statistical framework to study the association between multivariate time series data. Vector autoregressive models (VAR) are simple and eas…
stat.ML2024
Classification of High-dimensional Time Series in Spectral Domain using Explainable Features
Sarbojit Roy, Malik Shahid Sultan, Hernando Ombao
Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity…
stat.ML2024
Granger Causality using Neural Networks
Malik Shahid Sultan, Samuel Horvath, Hernando Ombao
Dependence between nodes in a network is an important concept that pervades many areas including finance, politics, sociology, genomics and the brain sciences. One way to character…