Calculating and Validating Granger Causality
Granger causality is a statistical concept of causality where if a time series variable \(X\) Granger causes a time series variable \(Y\), then past values of \(X\) should contain information...
Autoregressive Model and Moving Average in Time Series Analysis
Time series analysis is the analysis of time series data, which is ordered by time and is collected in a fixed time intervals. The goal of time series analysis is...
Autoencoder Neural Network Architecture
An autoencoder is a neural network that’s composed of two main components, the encoder and the decoder layers. Autoencoders works by compressing the original data into a lower-dimensional vector representation...
Matrix Operations and Neural Networks
A video by Luis Serrano provides an introduction to recurrent neural networks, including the mathematical representations of neural networks using linear algebra. This article also provides some example of using...
Restricted Boltzmann Machine
Boltzmann machine is a type of neural network which is inspired by the work of Ludwig Boltzmann in the field of statistical mechanics. We’re specifically looking at a version of...