Causality, Correlation and Artificial Intelligence for Rational Decision Making 2015
DOI: 10.1142/9789814630870_0005
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Neural Networks for Modeling Granger Causality

Abstract: The multi-layer perceptron (MLP) neural networks which is formulated in the Bayesian framework and trained using the Hybrid Monte Carlo (HMC) method as well as the radial basis function (RBF) trained using k-means and pseudoinverse methods are used to build causal machines. These methods are then applied to extend Granger causality model to the non-linear domain and this is applied to model a simulated medical data in the form of chaotic time series.

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Cited by 3 publications
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