Spurious
Artificial Intelligence
Linear Regression in Time Series: Sources of Spurious Regression
1. Introduction
It’s pretty clear that the majority of our work shall be automated by AI in the longer term. This shall be possible because many researchers and professionals are working hard to make their...
Artificial Intelligence
Forecasting with Granger Causality: Checking for Time Series Spurious Correlations EXPERIMENT SETUP GRANGER FORECASTING SUMMARY
Hacking Granger Causality Test with ML ApproachesQuite the opposite, the forecasts of Y2 are significative different with and without the addition of Y1’s features. That signifies that Y1 has a positive impact in predicting...
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