Image de couverture de livre

Using Time Structure to Estimate Causal Effects

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Hochsprung, Tom, Runge, Jakob, Gerhardus, Andreas
Format:	Preprint
Publié:	2025
Sujets:	Methodology Machine Learning 62M10 G.3
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Identifying Direct Causal Effects in Latent Factor Models by Accounting for Unidentified Parents
par: Hochsprung, Tom, et autres
Publié: (2026)

Granger Causality in Extremes
par: Bodik, Juraj, et autres
Publié: (2024)

Mixture of segmentation for heterogeneous functional data
par: Brault, Vincent, et autres
Publié: (2023)

DeepCausalMMM: A Deep Learning Framework for Marketing Mix Modeling with Causal Structure Learning
par: Tirumala, Aditya Puttaparthi
Publié: (2025)

Measuring General Associations in Time Series: An Adaptation and Empirical Evaluation of the CODEC Coefficient in Determining Autoregressive Dynamics
par: Montaño, Juan Pablo, et autres
Publié: (2025)

Statistical Multicriteria Benchmarking via the GSD-Front
par: Jansen, Christoph, et autres
Publié: (2024)

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting
par: Nason, Guy P, et autres
Publié: (2024)

Random Survival Forest for Censored Functional Data
par: Romano, Elvira, et autres
Publié: (2024)

Bias-Corrected Adaptive Conformal Inference for Multi-Horizon Time Series Forecasting
par: Lade, Ankit, et autres
Publié: (2026)

Localized Sparse Principal Component Analysis of Multivariate Time Series in Frequency Domain
par: Namdari, Jamshid, et autres
Publié: (2024)

Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series
par: Heinrichs, Florian
Publié: (2025)

Causal tail coefficient for compound extremes in multivariate time series
par: Yin, Cathy, et autres
Publié: (2025)

Sequential Outlier Detection in Non-Stationary Time Series
par: Heinrichs, Florian, et autres
Publié: (2025)

Prediction intervals for quantile autoregression
par: Novo, Silvia, et autres
Publié: (2025)

Estimation of the Risk Measure under a Nuisance Autoregression
par: Jurečková, Jana, et autres
Publié: (2026)

Recursive random binning to detect and display pairwise dependence
par: Salahub, Chris, et autres
Publié: (2023)

Change point analysis with irregular signals
par: Kley, Tobias, et autres
Publié: (2024)

A model-free test of the time-reversibility of climate change processes
par: Goto, Yuichi, et autres
Publié: (2024)

Residual spectrum: Brain functional connectivity detection beyond coherence
par: Goto, Yuichi, et autres
Publié: (2023)

A Note on Local Linear Regression for Time Series in Banach Spaces
par: Heinrichs, Florian
Publié: (2025)

Club Exco: clustering brain extreme communities from multi-channel EEG data
par: Guerrero, Matheus B., et autres
Publié: (2022)

Enriched Functional Tree-Based Classifiers: A Novel Approach Leveraging Derivatives and Geometric Features
par: Maturo, Fabrizio, et autres
Publié: (2024)

Asymptotically Optimal Knockoff Statistics via the Masked Likelihood Ratio
par: Spector, Asher, et autres
Publié: (2022)

Uncertainty of Network Topology with Applications to Out-of-Distribution Detection
par: Yeh, Sing-Yuan, et autres
Publié: (2025)

When Your Model Stops Working: Anytime-Valid Calibration Monitoring
par: Farran, Tristan
Publié: (2026)

GT-PCA: Effective and Interpretable Dimensionality Reduction with General Transform-Invariant Principal Component Analysis
par: Heinrichs, Florian
Publié: (2024)

Learning General Causal Structures with Hidden Dynamic Process for Climate Analysis
par: Fu, Minghao, et autres
Publié: (2025)

Statistical Inference for Local Granger Causality
par: Liu, Yan, et autres
Publié: (2021)

Counterfactual Forecasting for Panel Data
par: Deb, Navonil, et autres
Publié: (2025)

Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
par: Pumi, Guilherme, et autres
Publié: (2023)

Inference for non-stationary time series quantile regression with inequality constraints
par: Sun, Yuan, et autres
Publié: (2024)

Nonparametric Test for Volatility in Clustered Multiple Time Series
par: Barrios, Erniel B., et autres
Publié: (2021)

Rolling-Origin Conformal Prediction under Local Stationarity and Weak Dependence
par: Halkiewicz, Stanisław M. S.
Publié: (2026)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
par: Hill, Jonathan B., et autres
Publié: (2022)

Nonparametric Estimation of Isotropic Covariance Function
par: Wang, Yiming, et autres
Publié: (2026)

On relative universality, regression operator, and conditional independence
par: Li, Bing, et autres
Publié: (2025)

A new and flexible class of sharp asymptotic time-uniform confidence sequences
par: Gnettner, Felix, et autres
Publié: (2025)

The Causal-Noncausal Tail Processes
par: Gouriéroux, Christian, et autres
Publié: (2025)

Estimating probabilities of multivariate failure sets based on pairwise tail dependence coefficients
par: Kiriliouk, Anna, et autres
Publié: (2022)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
par: Pumi, Guilherme, et autres
Publié: (2026)