• Corpus ID: 18341038

Fitting Graphical Interaction Models to Multivariate Time Series

  title={Fitting Graphical Interaction Models to Multivariate Time Series},
  author={Michael Eichler},
  • M. Eichler
  • Published in UAI 13 July 2006
  • Mathematics, Computer Science
Graphical interaction models have become an important tool for analysing multivariate time series. In these models, the interrelationships among the components of a time series are described by undirected graphs in which the vertices depict the components while the edges indictate possible dependencies between the components. Current methods for the identification of the graphical structure are based on nonparametric spectral estimation, which prevents application of common model selection… 

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