DLI: A Deep Learning-Based Granger Causality Inference

Integrating autoencoder (AE), long short-term memory (LSTM), and convolutional neural network (CNN), we propose an interpretable deep learning architecture for Granger causality inference, named deep learning-based Granger causality inference (DLI). Two contributions of the proposed DLI are to revea...

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Bibliographic Details
Main Author: Wei Peng
Format: Article
Language:English
Published: Wiley 2020-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2020/5960171
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