Assessing Granger Causality on Irregular Missing and Extreme Data

The Granger test is one of the best known techniques to detect causality relationships among time series, and has been used uncountable times in science and engineering. The quality of its results strongly depends on the quality of the underlying data, and different approaches have been proposed to...

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Bibliographic Details
Main Author: Massimiliano Zanin
Format: Article
Language:English
Published: IEEE 2021-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9435375/