Articles liés à Exploratory Causal Analysis with Time Series Data
Synopsis
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.
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À propos de l?auteur
James McCracken received his B.S. in Physics and B.S. in Astrophysics from the Florida Institute of Technology in 2004, his M.S. from the University of Central Florida in 2006, and his Ph.D. in Physics from George Mason University in 2015. He currently lives and works in the Washington, D.C., metro area.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2016
- ISBN 10 3031007816
- ISBN 13 9783031007811
- ReliureBroché
- Langueanglais
- Nombre de pages148
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Exploratory Causal Analysis with Time Series Data
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ISBN 10 : 3031007816
ISBN 13 : 9783031007811
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. James McCracken received his B.S. in Physics and B.S. in Astrophysics from the Florida Institute of Technology in 2004, his M.S. from the University of Central Florida in 2006, and his Ph.D. in Physics from George Mason University in 2015. He currently live. N° de réf. du vendeur 608129167
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Exploratory Causal Analysis with Time Series Data
Edité par
Springer International Publishing, 2016
ISBN 10 : 3031007816
ISBN 13 : 9783031007811
Neuf
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N° de réf. du vendeur 9783031007811
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Exploratory Causal Analysis with Time Series Data
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Springer International Publishing Mrz 2016, 2016
ISBN 10 : 3031007816
ISBN 13 : 9783031007811
Neuf
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. 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. N° de réf. du vendeur 9783031007811
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Exploratory Causal Analysis with Time Series Data (Synthesis Lectures on Data Mining and Knowledge Discovery)
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Exploratory Causal Analysis With Time Series Data
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ISBN 13 : 9783031007811
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Exploratory Causal Analysis with Time Series Data (Synthesis Lectures on Data Mining and Knowledge Discovery)
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Exploratory Causal Analysis With Time Series Data
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Springer, 2016
ISBN 10 : 3031007816
ISBN 13 : 9783031007811
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Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Exploratory Causal Analysis with Time Series Data (Synthesis Lectures on Data Mining and Knowledge Discovery)
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