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Exploratory Causal Analysis with Time Series Data (Synthesis Lectures on Data Mining and Knowledge Discovery)

James M. McCracken




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 | #4631541 in Books |  2016-03-31 | Original language:English |  9.25 x.32 x7.52l,.59 | File type: PDF | 148 pages

||About the Author|James M. McCracken, George Mason University, USA.

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 pract...

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