REIGN: Regime-Enhanced Intelligent Granger Network for Nonstationary Causal Discovery
The Regime-Enhanced Intelligent Granger Network is proposed, a novel causal discovery framework specifically engineered for nonstationary time series and achieves an Optimal F1 score of 0.529, substantially outperforming PCMCI+ and PC in structural edge recovery.
Quang-Vinh Dang, M. Dinh, Dat Le et al.
· Journal of Data Science and... · 0 citations