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Author:

Ji, Hong (Ji, Hong.) | Chen, Badong (Chen, Badong.) | Yuan, Zejian (Yuan, Zejian.) | Zheng, Nanning (Zheng, Nanning.) | Keil, Andreas (Keil, Andreas.) | Principe, Jose C. (Principe, Jose C..)

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CPCI-S EI Scopus

Abstract:

Identifying causal relations among simultaneously acquired signals is an important challenging task in time series analysis. The original definition of Granger causality was based on linear models, its application to nonlinear systems may not be appropriate. We consider an extension of Granger causality to nonlinear bivariate time series with the universal approximation capacity in reproducing kernel Hilbert space (RKHS) while preserving the conceptual simplicity of the linear model. In particular, we propose a computationally simple online measure by means of quantized kernel least mean square (QKLMS) to capture instantaneous causal relationships.

Keyword:

Granger causality kernel methods nonlinear time series quantized kernel least mean square(QKLMS)

Author Community:

  • [ 1 ] [Ji, Hong; Chen, Badong; Yuan, Zejian; Zheng, Nanning] Xi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, 28 Xianning West Rd, Xian 710049, Shaanxi, Peoples R China
  • [ 2 ] [Keil, Andreas; Principe, Jose C.] Univ Florida, Ctr Study Emot & Attent, Gainesville, FL 32611 USA

Reprint Author's Address:

  • Xi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, 28 Xianning West Rd, Xian 710049, Shaanxi, Peoples R China.

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Source :

NEURAL INFORMATION PROCESSING (ICONIP 2014), PT II

ISSN: 0302-9743

Year: 2014

Volume: 8835

Page: 68-75

Language: English

0 . 4 0 2

JCR@2005

JCR Journal Grade:2

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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