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Communication Dans Un Congrès Année : 2014

Towards a new viewpoint on causality for time series

Résumé

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.
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Dates et versions

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

Identifiants

  • HAL Id : hal-00991942 , version 1

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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⟩
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