Exploratory Causal Analysis with Time Series Data
Language: English
Published by Springer International Publishing Mrz 2016, 2016
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 41.36
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Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -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. 148 pp. Englisch.…
Seller Inventory # 9783031007811
- Title
- Exploratory Causal Analysis with Time Series Data
- Author
- James M. McCracken
- Publisher
- Springer International Publishing Mrz 2016
- Publication year
- 2016
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3031007816
- ISBN 13
- 9783031007811
- Item weight
- 291 grams
- Dimensions
- 235x191x9 mm
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About the Author
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
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