Beyond Coefficients: Forecast-Necessity Testing for Interpretable Causal Discovery in Nonlinear Time-Series Models
arXiv:2604.18751v1 Announce Type: new Abstract: Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural autoregressive models are often treated…
