DYNOTEARS: Structure Learning from Time-Series Data

4 code implementations • 2 Feb 2020 • Roxana Pamfil, Nisara Sriwattanaworachai, Shaan Desai, Philip Pilgerstorfer, Paul Beaumont, Konstantinos Georgatzis, Bryon Aragam

Compared to state-of-the-art methods for learning dynamic Bayesian networks, our method is both scalable and accurate on real data.

Time Series Time Series Analysis