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Here's a tool Google built called CausalImpact to go beyond correlation and get at cause and effect in time-series data. http://google-opensource.blogspot.com/
by panarky 12y ago
Here's a tool Google built called CausalImpact to go beyond correlation and get at cause and effect in time-series data.
http://google-opensource.blogspot.com/2014/09/causalimpact-new-open-source-package.html http://google-opensource.blogspot.com/2014/09/causalimpact-n...
And their related research into using Bayesian structural time-series models to infer cause and effect.
http://research.google.com/pubs/pub41854.html http://research.google.com/pubs/pub41854.html