Uncertainty in Artificial Intelligence
First Name   Last Name   Password   Forgot Password   Log in!
    Proceedings   Proceeding details   Article details         Authors         Search    
Causal Reasoning in Graphical Time Series Models
Michael Eichler, Vanessa Didelez
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.
Keywords:
Pages: 109-116
PS Link:
PDF Link: /papers/07/p109-eichler.pdf
BibTex:
@INPROCEEDINGS{Eichler07,
AUTHOR = "Michael Eichler and Vanessa Didelez",
TITLE = "Causal Reasoning in Graphical Time Series Models",
BOOKTITLE = "Proceedings of the Twenty-Third Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-07)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "2007",
PAGES = "109--116"
}


hosted by DSL   •   site info   •   help