CEDAR: Causal Edge Discovery for Autoregressive Processes
arXiv cs.LG1w4 min read
arXiv:2607.20696v1 Announce Type: new Abstract: We propose CEDAR (Causal Edge Discovery for Autoregressive Processes), a constraint-based method for lagged causal edge discovery in sparse autoregressive time series. CEDAR screens candidate cross-variable lags using AR(1)-residualized, U-centered distance correlation, then applies two targeted conditional-independence tests per significant cross-variable lag candidate and accepts at most one lag per ordered pair. A stable MCI pruning step removes indirect edges, and optional deterministic C-nodes adjust for specified trend-like nonstationarity.