Causal Pruning on VAR T=1000
71.5PR ScoreMutual Info.
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Mutual Info.Model=ARIMAX2026.05 | 71.5 | -3.85 | |
| Mask2CauseModel=ARIMAX2026.05 | 70.5 | -5.62 | |
| Mutual Info.Model=MLP2026.05 | 59.43 | -3.41 | |
| Mask2CauseModel=MLP2026.05 | 58.6 | -4.06 | |
| Linear GrangerModel=ARIMAX2026.05 | 10.83 | 0.3 | |
| Mutual Info.Model=N-BEATS2026.05 | 9.28 | -0.69 | |
| Linear GrangerModel=MLP2026.05 | 9 | 0.53 | |
| Mask2CauseModel=N-BEATS2026.05 | 4.7 | 1.13 | |
| Linear GrangerModel=N-BEATS2026.05 | 1.41 | 0.92 |