Temporal causal modeling attempts to discover key causal relationships in time
series data. In temporal causal modeling, you specify a set of target series and a set of candidate
inputs to those targets. The procedure then builds an autoregressive time series model for each
target and includes only those inputs that have the most significant causal relationship with the
target.
Table 1. tcmnode properties
tcmnode Properties
Values
Property description
custom_fields
Boolean
dimensionlist
[dimension1 ... dimensionN]
data_struct
Multiple Single
metric_fields
fields
both_target_and_input
[f1 ... fN]
targets
[f1 ... fN]
candidate_inputs
[f1 ... fN]
forced_inputs
[f1 ... fN]
use_timestamp
Timestamp Period
input_interval
None Unknown Year Quarter Month Week Day Hour Hour_nonperiod Minute Minute_nonperiod Second Second_nonperiod
This setting specifies the number of lag terms for each input in the model for each
target.
numoflags
Integer
By default, the number of lag terms is automatically determined from the time interval that
is used for the analysis.
re_estimate
Boolean
If you already generated a temporal causal model, select this option to reuse the criteria
settings that are specified for that model, rather than building a new model.
display_targets
"FIXEDNUMBER"
"PERCENTAGE"
By default, output is displayed for the targets that are associated with the 10 best-fitting
models, as determined by the R square value. You can specify a different fixed number of
best-fitting models or you can specify a percentage of best-fitting models.
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