3 ms·
Just include time in the model and use lagged features. It’s used all the time in automated time series forecasting.
by mr_toad 7y ago
Just include time in the model and use lagged features. It’s used all the time in automated time series forecasting.
- tomrod 7y agoThis can tease out transfer entropy but still isn't identifying causal factors. A common issue you find would be confounding. Then, because you haven't identified the latent connection, you may try to increase level A to have effect on output B, and be disappointed. This is basically Judea Pearls Book of Why's main hypothesis, that E(Y|X) != E(Y|do(X)), where do(X) is when we modify X somehow.