Causal-TS: A Python Library for Causal Discovery in High-Dimensional and Nonstationary Time Series
By Mohammad Fesanghary · Paper · cs.LG
We describe Causal-TS, an open-source Python library for causal discovery in high-dimensional and nonstationary multivariate time series. Causal-TS provides four specialized algorithms-CDNOTS, CDNOTS+, CEDAR, and GRACE-along with wrappers for GES, Granger, LASSO-VAR, and LGES, al