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Causal reasoning in graphical time series Models

Published: 19 July 2007 Publication History

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.

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  • (2024)Identifiability of total effects from abstractions of time series causal graphsProceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence10.5555/3702676.3702683(173-185)Online publication date: 15-Jul-2024
  1. Causal reasoning in graphical time series Models

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    Published In

    UAI'07: Proceedings of the Twenty-Third Conference on Uncertainty in Artificial Intelligence
    July 2007
    483 pages
    ISBN:0974903930
    • Editors:
    • Ron Parr,
    • Linda van der Gaag

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    AUAI Press

    Arlington, Virginia, United States

    Publication History

    Published: 19 July 2007

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    • (2024)Identifiability of total effects from abstractions of time series causal graphsProceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence10.5555/3702676.3702683(173-185)Online publication date: 15-Jul-2024

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