Last updated: Jan 17, 2024
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.
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 |
|
period_field
|
string | |
period_start_value
|
integer | |
num_days_per_week
|
integer | |
start_day_of_week
|
Sunday
Monday
Tuesday Wednesday Thursday Friday Saturday |
|
num_hours_per_day
|
integer | |
start_hour_of_day
|
integer | |
timestamp_increments
|
integer | |
cyclic_increments
|
integer | |
cyclic_periods
|
list | |
output_interval
|
None Year Quarter Month Week Day Hour Minute Second |
|
is_same_interval
|
Same Notsame |
|
cross_hour
|
Boolean | |
aggregate_and_distribute
|
list | |
aggregate_default
|
Mean Sum Mode Min Max |
|
distribute_default
|
Mean Sum |
|
group_default
|
Mean Sum Mode Min Max |
|
missing_imput
|
Linear_interp Series_mean K_mean K_meridian Linear_trend None |
|
k_mean_param
|
integer | |
k_median_param
|
integer | |
missing_value_threshold
|
integer | |
conf_level
|
integer | |
max_num_predictor
|
integer | |
max_lag
|
integer | |
epsilon
|
number | |
threshold
|
integer | |
is_re_est
|
Boolean | |
num_targets
|
integer | |
percent_targets
|
integer | |
fields_display
|
list | |
series_dispaly
|
list | |
network_graph_for_target
|
Boolean | |
sign_level_for_target
|
number | |
fit_and_outlier_for_target
|
Boolean | |
sum_and_para_for_target
|
Boolean | |
impact_diag_for_target
|
Boolean | |
impact_diag_type_for_target
|
Effect Cause Both |
|
impact_diag_level_for_target
|
integer | |
series_plot_for_target
|
Boolean | |
res_plot_for_target
|
Boolean | |
top_input_for_target
|
Boolean | |
forecast_table_for_target
|
Boolean | |
same_as_for_target
|
Boolean | |
network_graph_for_series
|
Boolean | |
sign_level_for_series
|
number | |
fit_and_outlier_for_series
|
Boolean | |
sum_and_para_for_series
|
Boolean | |
impact_diagram_for_series
|
Boolean | |
impact_diagram_type_for_series
|
Effect Cause Both |
|
impact_diagram_level_for_series
|
integer | |
series_plot_for_series
|
Boolean | |
residual_plot_for_series
|
Boolean | |
forecast_table_for_series
|
Boolean | |
outlier_root_cause_analysis
|
Boolean | |
causal_levels
|
integer | |
outlier_table
|
Interactive Pivot Both |
|
rmsp_error
|
Boolean | |
bic
|
Boolean | |
r_square
|
Boolean | |
outliers_over_time
|
Boolean | |
series_transormation
|
Boolean | |
use_estimation_period
|
Boolean | |
estimation_period
|
Times Observation |
|
observations
|
list | |
observations_type
|
Latest Earliest |
|
observations_num
|
integer | |
observations_exclude
|
integer | |
extend_records_into_future
|
Boolean | |
forecastperiods
|
integer | |
max_num_distinct_values
|
integer | |
display_targets
|
FIXEDNUMBER PERCENTAGE |
|
goodness_fit_measure
|
ROOTMEAN BIC RSQUARE |
|
top_input_for_series
|
Boolean | |
aic
|
Boolean | |
rmse
|
Boolean | |
date_time_field |
field | Time/Date field |
auto_detect_lag |
Boolean | 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. |