Informatické kolokvium 26. 2. Causality in Time Series: A Short Introduction and Current Challenge
Informatické kolokvium 26. 2. 2019, 14:00 posluchárna D2
RNDr. Kateřina Schindlerová, CSc., Faculty of Computer Science, University of
Vienna
Causality in Time Series: A Short Introduction and Current Challenge
Abstrakt: We explain the concept of quantitative causality by various approaches
and focus on Granger causality. Causality among a higher number of processes by
means of graphical Granger causality will be presented and its applications
shown. Current questions and open problems will be sketched from the point of
view of heterogeneous and big data.