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Causal-TS

productactiveprovisionalcausal-ts-237a0a68·1 events·first seen 2d ago

Aliases: Causal-TS

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More like this (12)

CausalSmith CausalMix causal transformer causal discovery CausalForge Structural Causal Model causal generative modeling Causalean Causal Semantic Guidance Causal Analogical Researcher Chain-of-Causation Causal Discovery on Irregular Time Series

Recent events (1)

5arXiv · cs.LG·2d ago·source ↗

Bloomberg releases Causal-TS: open-source Python library for causal discovery in time series

Bloomberg has open-sourced Causal-TS, a Python library for causal discovery in high-dimensional and nonstationary multivariate time series. The library implements four specialized algorithms (CDNOTS, CDNOTS+, CEDAR, GRACE) plus wrappers for established methods, with a unified conditional independence test layer GPU-accelerated via PyTorch. It includes a regime discovery pipeline for structural breaks, synthetic data generators, CLI tooling, and optional DoWhy integration for end-to-end causal effect estimation.

Agent and Tool Ecosystem Causal-TS Bloomberg PyTorch +1 more