Stochastic causality
Marcell Stippinger, András Telcs (2022.01.01 - 2022.03.30)
Wigner Research Centre for Physics
Abstract: The aim of the project is to develop a framework in which causal connection between time series can be explored. The core concept of the project is the investigation of Markov properties of different conditioned time series. The core of the method is the collection of result of large amount of conditional independence tests. The results then lead to a simple conclusion via a simple decision tree.