Page 111 - 《软件学报》2021年第10期
P. 111
王双成 等:基于贝叶斯网络的时间序列因果关系学习 3083
进一步的工作是提高因果关系和元因果关系的学习效率与可靠性,在因果关系结构数据集中考虑混合因
果关系变量,为因果关系变量引入时滞因素,并将因果关系用于低频宏观经济指标时间序列的定性与定量因果
分析,以及将元因果关系用于高频金融指标时间序列的因果关系演化分析和未来发展趋势判断等.
References:
[1] Ferreira C. Debt and economic growth in the European Union: A panel Granger causality approach. Int’l Advances in Economic
Research, 2016,22(2):131149.
[2] Fredrik A, Katarzyna B, Sonja O. Lending for growth? A Granger causality analysis of China’s finance-growth nexus. Empirical
Economics, 2016,51(3):897920.
[3] Chang TY, Deale D, Gupta R, et al. The causal relationship between coal consumption and economic growth in the BRICS
countries: Evidence from Panel-Granger causality tests. Energy Sources, Part B: Economics, Planning, and Policy, 2017,12(2):
138146.
[4] Kristofer M, Ghazi S, Pär S. A new ridge regression causality test in the presence of multicollinearity. Communications in Statistics:
Theory and Methods, 2014,43(2):235248.
[5] David C, David SL, Zhuan P, et al. Inference on causal effects in a generalized regression kink design. Econometrica, 2015,83(6):
24532483.
[6] Ryutah K, Yuya S. On using linear quantile regressions for causal inference. Econometric Theory, 2017,33(3):664690.
[7] Luo W, Zhu YY, Ghosh D. On estimating regression-based causal effects using sufficient dimension reduction. Biometrika, 2017,
104(1):5165.
[8] Rubin D. Bayesian inference for causal effects: The role of randomization. Annals of Statistics, 1978,6(1):3458.
[9] Pearl J. Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference. San Mateo: Morgan Kaufmann Publishers,
1988. 383408.
[10] Heckman JJ. The scientific model of causality. Sociological Methodology, 2005,35(1):197.
[11] John A, Rafael L. Counterfactuals and causal inference: Methods and principles for social research by Stephen L. Morgan &
Christopher winship. Structural Equation Modeling, 2011,18(1):152159.
[12] Kullback C, Weiss S. Representation of expert knowledge for consultation: The CASNET and EXPERT projects. Artificial
Intelligence in Medicine, 1982,1(4):2155.
[13] Cheng J, Greiner R, Kelly J. Learning Bayesian networks from data: An efficient approach based on information-theory. Artificial
Intelligence, 2002,137(1-2):4390.
[14] Liu XQ, Liu XS. Swamping and masking in Markov boundary discovery. Machine Learning, 2016,104(1):2554.
[15] Parviainen P, Kaski S. Learning structures of Bayesian networks for variable groups. Int’l Journal of Approximate Reasoning, 2017,
88(5):110127.
[16] Xiao C, Jin Y, Liu J, et al. Optimal expert knowledge elicitation for Bayesian network structure identification. IEEE Trans. on
Automation Science & Engineering, 2018,PP(99):115.
[17] Heckerman D, Geiger D, Chickering DM. Learning Bayesian networks: The combination of knowledge and statistical data.
Machine Learning, 1997,20(3):197243.
[18] Suzuki J. A theoretical analysis of the BDEU scores in Bayesian network structure learning. Behaviormetrika, 2016,1(1):120.
[19] Gheisari S, Meybodi MR, Dehghan M, et al. Bayesian network structure training based on a game of learning automata. Int’l
Journal of Machine Learning and Cybernetics, 2017,8(4):10931105.
[20] Liu X, Liu X. Structure learning of Bayesian networks by continuous particle swarm optimization algorithms. Journal of Statistical
Computation & Simulation, 2018,88(9):129.
[21] Friedman N, Murphy KP, Russell S. Learning the structure of dynamic probabilistic networks. In: Proc. of the 14th Int’l Conf. on
Uncertainty in Artificial Intelligence. Madison, 1998. 139147.
[22] Wang SC, Leng CP, Li XL. Learning Bayesian network structure from small data set. Acta Automatica Sinica, 2009,35(8):
10631070 (in Chinese with English abstract).