등록
다변량에서 매개 변량 및 매개 효과 추출 방법
- 발명자
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황유민, 김낙우, 이현용, 손승철, 이병탁, 고석갑
- 출원번호
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17489265 (2021.09.29)
- 공개번호
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20220261401 (2022.08.18)
- 등록번호
- 11789956 (2023.10.17)
- 출원국
- 미국
- 협약과제
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20ZK1100, 호남권 지역산업 기반 ICT 융합기술 고도화 지원사업,
이길행
- 초록
- Provided is a method of extracting a mediator variable and a mediation influence from a multivariate set. The method includes: receiving a database in which a set of N multiple variables (N is a natural number) including at least one of discrete time series data or continuous time series data is stored; selecting a test variable set including an independent variable, a dependent variable, and a mediator variable from the database in which the multivariate set is stored; determining the mediator variable using transfer entropy and conditional transfer entropy for the selected test variable set; and calculating a mediation influence of the determined mediator variable, wherein the mediation influence is separately calculated as an individual causal influence of the mediator variable and a group causal influence of mediator variables.
- KSP 제안 키워드
- Causal influence, Continuous-Time, Dependent variable, Discrete time series, Independent variables, Time series, Time series data, Transfer entropy, discrete-time
- 패밀리
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