Data Generating Process to Evaluate Causal Discovery Techniques for Time Series Data

1 code implementation • 16 Apr 2021 • Andrew R. Lawrence, Marcus Kaiser, Rui Sampaio, Maksim Sipos

We propose a flexible and simple to use framework for generating time series data, which is aimed at developing, evaluating, and benchmarking time series causal discovery methods.

Benchmarking Causal Discovery +2