Discovering contemporaneous and lagged causal relations in autocorrelated nonlinear time series datasets

7 Mar 2020Jakob Runge

We consider causal discovery from time series using conditional independence (CI) based network learning algorithms such as the PC algorithm. The PC algorithm is divided into a skeleton phase where adjacencies are determined based on efficiently selected CI tests and subsequent phases where links are oriented utilizing the Markov and Faithfulness assumptions... (read more)

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