I apply the GMTS approach to graphical modelling of time series to data sets from economics, ecology and environmental science. This approach improves on traditional approaches to modelling insofar as it selects the most parsimonius model. I improve on this approach by removing some redundancies in the GMTS approach. However, a bias in terms of which links are selected means that it is unlikely that this model will select the best causal model
In time series analysis, inference about cause-effect relationships is commonly based on the concept...
abstract. The development of macro-econometrics has been per-sistently fraught with a tension betwee...
A widely agreed upon definition of time series causality inference, established in the sem-inal 1969...
We introduce graphical time series models for the analysis of dynamic relationships among variables ...
Graphical models in statistics and econometrics provide capability to describe causal relations usin...
A graphical model is a graph that represents a set of conditional independence relations among the v...
The importance of graphism for temporal data modelling, which is often used in ecopathology, is illu...
This paper talks about Granger Causality Test and Temporal Causal Modeling(TCM) in IBM SPSS Modeler....
People using economic time series would like them to be available as soon as possible after the end ...
We describe a unification of old and recent ideas for formulating graphical models to explain time s...
Granger causality (GC) is a method for determining whether and how two time series exert causal infl...
We describe an approach to learning causal models that leverages temporal information. We posit the ...
Many macroeconomic time series exhibit non-stationary behaviour. When modelling such series an impor...
Time series data are popular in environmental epidemiology as they make use of the natural experimen...
Introduction causality for time series graphical representations for time series representation of s...
In time series analysis, inference about cause-effect relationships is commonly based on the concept...
abstract. The development of macro-econometrics has been per-sistently fraught with a tension betwee...
A widely agreed upon definition of time series causality inference, established in the sem-inal 1969...
We introduce graphical time series models for the analysis of dynamic relationships among variables ...
Graphical models in statistics and econometrics provide capability to describe causal relations usin...
A graphical model is a graph that represents a set of conditional independence relations among the v...
The importance of graphism for temporal data modelling, which is often used in ecopathology, is illu...
This paper talks about Granger Causality Test and Temporal Causal Modeling(TCM) in IBM SPSS Modeler....
People using economic time series would like them to be available as soon as possible after the end ...
We describe a unification of old and recent ideas for formulating graphical models to explain time s...
Granger causality (GC) is a method for determining whether and how two time series exert causal infl...
We describe an approach to learning causal models that leverages temporal information. We posit the ...
Many macroeconomic time series exhibit non-stationary behaviour. When modelling such series an impor...
Time series data are popular in environmental epidemiology as they make use of the natural experimen...
Introduction causality for time series graphical representations for time series representation of s...
In time series analysis, inference about cause-effect relationships is commonly based on the concept...
abstract. The development of macro-econometrics has been per-sistently fraught with a tension betwee...
A widely agreed upon definition of time series causality inference, established in the sem-inal 1969...