Causal Pruning on VAR T=500
72.2PR ScoreMask2Cause
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Mask2CauseModel=ARIMAX2026.05 | 72.2 | -5.11 | |
| Mutual Info.Model=ARIMAX2026.05 | 65.2 | -2.88 | |
| Mask2CauseModel=MLP2026.05 | 60.01 | -4.41 | |
| Mutual Info.Model=MLP2026.05 | 54.19 | -1.74 | |
| Linear GrangerModel=ARIMAX2026.05 | 24.6 | 0.45 | |
| Linear GrangerModel=MLP2026.05 | 20.45 | 0.85 | |
| Mutual Info.Model=N-BEATS2026.05 | 8.47 | 5.68 | |
| Mask2CauseModel=N-BEATS2026.05 | 4.8 | 10.72 | |
| Linear GrangerModel=N-BEATS2026.05 | 3.19 | 3.34 |