Causal inference for time series analysis: problems, methods and evaluation
نویسندگان
چکیده
Time series data are a collection of chronological observations which generated by several domains such as medical and financial fields. Over the years, different tasks classification, forecasting clustering have been proposed to analyze this type data. also used study effect interventions overtime. Moreover, in many fields science, learning causal structure dynamic systems time is considered an interesting task plays important role scientific discoveries. Estimating intervention identifying relations from can be performed via inference. Existing surveys on discuss traditional classification or explain details approaches solve specific task. In paper, we focus two inference tasks, i.e., treatment estimation discovery for provide comprehensive review each Furthermore, curate list commonly evaluation metrics datasets in-depth insight. These serve benchmark research field.
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ژورنال
عنوان ژورنال: Knowledge and Information Systems
سال: 2021
ISSN: ['0219-3116', '0219-1377']
DOI: https://doi.org/10.1007/s10115-021-01621-0