time-series

Nov 25 2023

Why should there be no simultaneity rule for causal models?

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Dominos in motion (Wikipedia)Preamble The definition of weighted directed graphs (wDAGs) provides a great opportunity to express causal relationships among given variates. Usually this is expressed as SCMs, Structural Causal Model or in more generally causal model. A given causal model can be...

causality dags time-series scm graph theory causal inference

Jun 22 2021

Full cross-validation and generating learning curves for time-series models

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Kindly reposted to KDnuggets by Gregory Piatetsky-ShapiroPreambleTime-series analysis is needed almost in any quantitative field and real-life systems that collects data over time, i.e., temporal datasets. Building predictive models on temporal datasets for future evolution of systems in...

machine learning deep learning learning-curve statistical learning learning theory cross-validation time-series statistics temporal