Name
Abstract | ||
|---|---|---|
We propose a definition of causality for time series in terms of the effect of an intervention in one component of a multivariate time series on another component at some later point in time. Conditions for identifiability, comparable to the back-door and front-door criteria, are presented and can also be verified graphically. Computation of the causal effect is derived and illustrated for the linear case. |
Year | Venue | Keywords |
|---|---|---|
2007 | UAI | publication,causal reasoning,time series model,time series |
DocType | Volume | Citations |
Conference | abs/1206.5246 | 7 |
PageRank | References | Authors |
0.92 | 2 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Michael Eichler | 1 | 7 | 1.26 |
| Vanessa Didelez | 2 | 16 | 4.03 |