With the big popularity and success of Judea Pearl's original causality book, this review covers the main topics updated in the second edition in 2009 and illustrates an easy-to-follow causal inference strategy in a forecast scenario. It further discusses some potential benefits and challenges for causal inference with time series forecasting when modeling the counterfactuals, estimating the uncertainty and incorporating prior knowledge to estimate causal effects in different forecasting scenarios.
翻译:随着Judea Pearl因果论原著的热销与成功,本文回顾了2009年第二版中更新的核心主题,并在预测场景中阐述了一种易于理解的因果推断策略。进一步探讨了时间序列预测中因果推断的潜在优势与挑战,涉及反事实建模、不确定性估计及在不同预测场景下融合先验知识以估算因果效应等议题。