1 code implementation • 5 Apr 2024 • Wenxuan Zuo, Zifan Zhu, Yuxuan Du, Yi-Chun Yeh, Jed A. Fuhrman, Jinchi Lv, Yingying Fan, Fengzhu Sun
DeepLINK-T combines deep learning with knockoff inference to control FDR in feature selection for time series models, accommodating a wide variety of feature distributions.