Conference Papers Year : 2014

Towards a new viewpoint on causality for time series

Abstract

Causation between time series is a most important topic in econometrics, financial engineering, biological and psychological sciences, and many other fields. A new setting is introduced for examining this rather abstract concept. The corresponding calculations, which are much easier than those required by the celebrated Granger-causality, do not necessitate any deterministic or probabilistic modeling. Some convincing computer simulations are presented.
Fichier principal
Vignette du fichier
CausalityAEJ.pdf (1.97 Mo) Télécharger le fichier
Origin Files produced by the author(s)

Dates and versions

hal-00991942 , version 1 (16-05-2014)
hal-00991942 , version 2 (15-09-2014)
hal-00991942 , version 3 (16-03-2015)

Identifiers

  • HAL Id : hal-00991942 , version 1

Cite

Michel Fliess, Cédric Join. Towards a new viewpoint on causality for time series. Colloque Modélisation, Contrôle et Analyse des Systèmes en l'honneur du Professeur Abdelhaq EL JAI, May 2014, Ifrane, Morocco. ⟨hal-00991942v1⟩
1207 View
985 Download

Share

More