Detecting relationships in multivariate time series using reduced auto-regressive modeling

Toshihiro Tanizawa

Presentation information

Parallel Session

Topic 8: Interdisciplinary and complex systems

Parallel Session [T8-08A]

Tue. Aug 8, 2023 3:00 PM - 5:00 PM Classroom 213 (#213 in Building 2 of the School of Engineering, 1F)

chair:Toshihiro Tanizawa, Hawoong Jeong

4:45 PM - 5:00 PM

[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)

Keywords:multivariate time series, statistical modeling, Granger causality, network representation

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