156 citations · 201 across the 12 of their papers we have counts for
3 papers · 1 filter
Unsupervised Model Selection for Time-series Anomaly Detection
Mononito Goswami, Cristian Challu, Laurent Callot +2
Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey conclude…
Testing Granger Non-Causality in Panels with Cross-Sectional Dependencies
Lenon Minorics, Caner Turkmen, David Kernert +3
This paper proposes a new approach for testing Granger non-causality on panel data. Instead of aggregating panel member statistics, we aggregate their corresponding p-values and sh…
Correcting Confounding via Random Selection of Background Variables
You-Lin Chen, Lenon Minorics, Dominik Janzing
We propose a method to distinguish causal influence from hidden confounding in the following scenario: given a target variable Y, potential causal drivers X, and a large number of…