TCD-Arena is a new customizable testing framework that runs millions of experiments to map how 33 different assumption violations affect time series causal discovery methods and shows ensembles can boost overall robustness.
Regime identification for improving causal analysis in non-stationary timeseries.arXiv preprint arXiv:2405.02315, 2024
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CausalCompass benchmarks TSCD methods across eight misspecification scenarios and finds deep learning approaches generally outperform others, with no single method dominating all cases.
citing papers explorer
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TCD-Arena: Assessing Robustness of Time Series Causal Discovery Methods Against Assumption Violations
TCD-Arena is a new customizable testing framework that runs millions of experiments to map how 33 different assumption violations affect time series causal discovery methods and shows ensembles can boost overall robustness.
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CausalCompass: Evaluating the Robustness of Time-Series Causal Discovery in Misspecified Scenarios
CausalCompass benchmarks TSCD methods across eight misspecification scenarios and finds deep learning approaches generally outperform others, with no single method dominating all cases.