Exploratory causal analysis with time series data
Auteur :
McCracken, James M.
Éditeur :
Springer International Publishing AG
ISBN :
9783031007811
Date de publication :
31 mars 2016
Dimensions :
23,5 x 19,1 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.