11
Jul
arXiv:2407.07291v1 Announce Type: new Abstract: Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical science. Here, we consider this problem for a class of non-stationary time series. The structural causal model (SCM) of this type of time series, called the semi-stationary time series, exhibits that a finite number of different causal mechanisms occur sequentially and periodically across time. This model holds considerable practical utility because it can represent periodicity, including common occurrences such as seasonality and…