A Tabu-based algorithm learns time-ordered causal graphs from time series by optimizing per-edge lags with a decomposable BIC score and explicit lag penalty.
Machine learning20(3), 197–243 (1995)
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Time series causal discovery with variable lags
A Tabu-based algorithm learns time-ordered causal graphs from time series by optimizing per-edge lags with a decomposable BIC score and explicit lag penalty.