Causal Discovery for Non-stationary Non-linear Time Series Data Using Just-In-Time Modeling.
Daigo FujiwaraKazuki KoyamaKeisuke KiritoshiTomomi OkawachiTomonori IzumitaniShohei ShimizuPublished in: CLeaR (2023)
Keyphrases
- non stationary
- causal discovery
- change point detection
- financial time series
- adaptive algorithms
- causal models
- causal relationships
- bayesian networks
- causal structure
- autoregressive
- concept drift
- discovery process
- temporal evolution
- multiscale
- empirical mode decomposition
- stock price
- random walk
- white noise
- sensitivity analysis
- markov blanket
- data analysis
- biomedical signals