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020 _a9783031019098
024 7 _a10.1007/978-3-031-01909-8
_2doi
040 _aES-MaUEC
_bspa
_cES-MaUEC
_dES-MaUEC
050 4 _aQA280
_b2016 EB
100 1 _aMcCracken, James M.
_eautor
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_9687230
245 1 0 _aExploratory Causal Analysis with Time Series Data
_cby James M. McCracken
250 _a1st edition 2016
264 1 _aCham
_bSpringer International Publishing
_c2016
300 _a1 recurso en línea (XIII, 133 páginas)
336 _atexto
_btxt
_2rdacontent
337 _aelectrónico
_bc
_2rdamedia
338 _arecurso electrónico
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
490 0 _aSynthesis Lectures on Data Mining and Knowledge Discovery
_x2151-0075
505 0 _aPreface -- Acknowledgments -- Introduction -- Causality Studies -- Time Series Causality Tools -- Exploratory Causal Analysis -- Conclusions -- Bibliography -- Author's Biography.
520 _aMany 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.
988 _aSynthesis Collection of Technology_2016
776 0 8 _iPrinted edition:
_z9783031007811
776 0 8 _iPrinted edition:
_z9783031030376
856 4 0 _uhttps://go.openathens.net/redirector/universidadeuropea.es?url=https://doi.org/10.1007/978-3-031-01909-8
_zAcceso a este recurso digital (usuarios Universidad Europea de Madrid)
942 _2lcc
_cLE
998 _b03/2023
_dz
_esc
_zSI