22–23 May 2025
HUN-REN Centre
Europe/Budapest timezone

Causality methods in time series analysis

23 May 2025, 11:30
30m
HUN-REN Centre

HUN-REN Centre

1054 Budapest Alkotmány utca 29.
Lecture Session VI

Speaker

Antal Jakovac (Wigner RCP, Department of Computational Sciences)

Description

Building models for multi-channel data can be complex, as it is often unclear which channels influence others and what the optimal time lag is. Allowing too many free parameters can be inefficient, requiring large amounts of data for reliable estimation and often leading to a less stable system compared to a model with fewer parameters. This challenge can be addressed by uncovering causal relationships. In this talk, we present a simple yet effective method for performing such an analysis.

Primary authors

Presentation materials