Exploratory Causal Analysis with Time Series Data (Paperback)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Synthesis Lectures on Data Mining and Knowledge Discovery
Release date:	March 2016
First published:	2016
Authors:	James M. McCracken
Dimensions:	235 x 191mm (L x W)
Format:	Paperback
Pages:	133
ISBN-13:	978-3-03-100781-1
Languages:	English
Subtitles:	English
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Computing & IT > Applications of computing > Databases > Data mining Promotions
LSN:	3-03-100781-6
Barcode:	9783031007811

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!