Causal forecasting: generalization bounds for autoregressive models

Leena Chennuru Vankadara, Philipp Michael Faller, Michaela Hardt, Lenon Minorics, Debarghya Ghoshdastidar, Dominik Janzing

Abstract: Despite the increasing relevance of forecasting methods, causal implications of these algorithms remain largely unexplored. This is concerning considering that, even under simplifying assumptions s...