Causal structure learning from time series: Large regression coefficients may predict causal links better in practice than small p-values

1 code implementation • 21 Feb 2020 • Sebastian Weichwald, Martin E Jakobsen, Phillip B Mogensen, Lasse Petersen, Nikolaj Thams, Gherardo Varando

In this article, we describe the algorithms for causal structure learning from time series data that won the Causality 4 Climate competition at the Conference on Neural Information Processing Systems 2019 (NeurIPS).

Time Series Time Series Analysis