Registered
METHOD AND SYSTEM FOR EXTRACTING MEDIATOR VARIABLE AND MEDIATION INFLUENCE FROM MULTIVARIATE SET
- Inventors
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Yumin Hwang, Kim Nack Woo, Lee Hyun Yong, Ko Seok Kap, Lee Byung-Tak, Son Seung Chul
- Application No.
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17489265 (2021.09.29)
- Publication No.
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20220261401 (2022.08.18)
- Registration No.
- 11789956 (2023.10.17)
- Country
- UNITED STATES
- Project Code
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20ZK1100, Honam region regional industry-based ICT convergence technology advancement support project,
Lee Gil Haeng
- Abstract
- 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 Keywords
- Causal influence, Continuous-Time, Dependent variable, Discrete time series, Independent variables, Time series, Time series data, Transfer entropy, discrete-time
- Family
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