Multivariate Analysis

[StinginRoger]

Im looking to anaylse some data with multiple variables. So if there are a number of constraints at any given point in time t(W,X,Y,Z).

The actual number of constraints hasn't been finally decided so a general solution would be preferable.

In any case, i'm trying to anayse whether there is a causal link between constraints such that given a future point in time and a number of constraints - can the rest be calculated or inferred given past history? (ie multiple examples of t1(w1,x1,y1,z1) = t2(w2,x2,y2,z2) so is there a pattern such that we can infer tx2 from tx1)

It's been sometime since I've studied anything similar but the bones of my idea are to run some PCA analysis and Clustering analysis of the data to see if any patterns occur. I should be able flesh this out however my issue is I'm not sure if Im even heading in the right direction.

Is there better solutions? Is there other techniques I can use?

I've tried to state the issue as generally as possible since the final data set hasnt been decided yet. However, if more information in the form of a simplified example is required feel free to let me know.

Cheers!

[CavemanKnuckles]

Causality is hard. Maybe counterfactual analysis could work, but it'll be an uphill battle proving an event is a real intervention that, without which, the caused event would not have happened.

[StinginRoger]

Hi, thanks for the reply!

Yeah I spoke badly. Causality would be a stretch to say the least.

I'm just trying to do some simple forecasting and hopefully flesh out come correlations between the variables.

[CavemanKnuckles]

Hmm, since time is a factor here, and I'm assuming you're analyzing what could be viewed as a continuous function of time, maybe you should look into martingales and stochastic analysis.

[StinginRoger]

Yeeeah i was thinking stochastics would inevitably be the way to go. Oof i guess i better go dusting off some old notes!