Causal Reasoning in Graphical Time Series Models
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چکیده
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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تاریخ انتشار 2007