Parallel Session [T8-08A]

[T8-08A-07] Detecting relationships in multivariate time series using reduced auto-regressive modeling

*Toshihiro Tanizawa¹, Tomomichi Nakamura² (1. InfoTech, Connected Advanced Development Division, Toyota Motor Corporation, 2. Graduate School of Information Science, University of Hyogo)

キーワード：multivariate time series, statistical modeling, Granger causality, network representation