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Title: Multivariate Deep Causal Network for Time Series Forecasting in Interdependent Networks
A novel multivariate deep causal network model (MDCN) is proposed in this paper, which combines the theory of conditional variance and deep neural networks to identify the cause-effect relationship between different interdependent time-series. The MCDN validation is conducted by a double step approach. The self validation is performed by information theory - based metrics, and the cross validation is achieved by a foresting application that combines the actual interdependent electricity, transportation, and weather datasets in the City of Tallahassee, Florida, USA.  more » « less
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Author(s) / Creator(s):
; ; ; ;
Date Published:
Journal Name:
2018 IEEE Conference on Decision and Control (CDC)
Page Range / eLocation ID:
6476 to 6481
Medium: X
Sponsoring Org:
National Science Foundation
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