Search Results

Exploratory Causal Analysis with Time Series Data

Download or Read eBook Exploratory Causal Analysis with Time Series Data PDF written by James M. McCracken and published by Springer Nature. This book was released on 2022-06-01 with total page 133 pages. Available in PDF, EPUB and Kindle.
Exploratory Causal Analysis with Time Series Data
Author :
Publisher : Springer Nature
Total Pages : 133
Release :
ISBN-10 : 9783031019098
ISBN-13 : 3031019091
Rating : 4/5 (98 Downloads)

Book Synopsis Exploratory Causal Analysis with Time Series Data by : James M. McCracken

Book excerpt: Many scientific disciplines rely on observational data of systems for which it is difficult (or impossible) to implement controlled experiments. Data analysis techniques are required for identifying causal information and relationships directly from such observational data. This need has led to the development of many different time series causality approaches and tools including transfer entropy, convergent cross-mapping (CCM), and Granger causality statistics. A practicing analyst can explore the literature to find many proposals for identifying drivers and causal connections in time series data sets. Exploratory causal analysis (ECA) provides a framework for exploring potential causal structures in time series data sets and is characterized by a myopic goal to determine which data series from a given set of series might be seen as the primary driver. In this work, ECA is used on several synthetic and empirical data sets, and it is found that all of the tested time series causality tools agree with each other (and intuitive notions of causality) for many simple systems but can provide conflicting causal inferences for more complicated systems. It is proposed that such disagreements between different time series causality tools during ECA might provide deeper insight into the data than could be found otherwise.


Exploratory Causal Analysis with Time Series Data Related Books

Exploratory Causal Analysis with Time Series Data
Language: en
Pages: 133
Authors: James M. McCracken
Categories: Computers
Type: BOOK - Published: 2022-06-01 - Publisher: Springer Nature

DOWNLOAD EBOOK

Many scientific disciplines rely on observational data of systems for which it is difficult (or impossible) to implement controlled experiments. Data analysis t
Data Analysis for Business, Economics, and Policy
Language: en
Pages: 741
Authors: Gábor Békés
Categories: Business & Economics
Type: BOOK - Published: 2021-05-06 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A comprehensive textbook on data analysis for business, applied economics and public policy that uses case studies with real-world data.
Causality in Time Series: Challenges in Machine Learning
Language: en
Pages: 152
Authors: Florin Popescu
Categories: Computers
Type: BOOK - Published: 2013-06 - Publisher:

DOWNLOAD EBOOK

This volume in the Challenges in Machine Learning series gathers papers from the Mini Symposium on Causality in Time Series, which was part of the Neural Inform
Design and Analysis of Time Series Experiments
Language: en
Pages: 393
Authors: Richard McCleary
Categories: Business & Economics
Type: BOOK - Published: 2017 - Publisher: Oxford University Press

DOWNLOAD EBOOK

Design and Analysis of Time Series Experiments develops methods and models for analysis and interpretation of time series experiments while also addressing rece
Forecasting: principles and practice
Language: en
Pages: 380
Authors: Rob J Hyndman
Categories: Business & Economics
Type: BOOK - Published: 2018-05-08 - Publisher: OTexts

DOWNLOAD EBOOK

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic
Scroll to top