Forecasting and Granger Modelling with Non-linear Dynamical Dependencies

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Authors: Magda Gregorová, Alexandros Kalousis, Stéphane Marchand-Maillet

Journal title: Machine Learning and Knowledge Discovery in Databases

Journal number: 10535

Journal publisher: Springer International Publishing

Published year: 2017

Published pages: 544-558

DOI identifier: 10.1007/978-3-319-71246-8_33

ISBN: 978-3-319-71245-1