DYNOTEARS: Structure Learning from Time-Series Data

Roxana Pamfil, Nisara Sriwattanaworachai, Shaan Desai, Philip Pilgerstorfer, Konstantinos Georgatzis, Paul Beaumont, Bryon Aragam

Abstract: We revisit the structure learning problem for dynamic Bayesian networks and propose a method that simultaneously estimates contemporaneous (intra-slice) and time-lagged (inter-slice) relationships ...