Exploratory Causal Analysis with Time Series Data (Synthesis Lectures on Data Mining and Knowledge Discovery)
Language: English
Published by Morgan & Claypool Publishers, 2016
- Softcover
- Used
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- Title
- Exploratory Causal Analysis with Time Series Data (Synthesis Lectures on Data Mining and Knowledge Discovery)
- Author
- James M. McCracken (author)
- Publisher
- Morgan & Claypool Publishers
- Publication year
- 2016
- Condition
- As New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 1627059784
- ISBN 13
- 9781627059787
- Seller catalogs
- Information Technology
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.
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Our Kind Of Books
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