| 2309.08800v1 | We introduce a computationally scalable framework for lead-lag detection in high-dimensional time series based on DTW, with clustering used as a denoising step. | supported | has evidence row | full-text | The remainder of the data pre-processing is the same as above. 6.3 Benchmark In order to evaluate our proposed methodology, we also introduce a benchmark to detect lead-lag relationships without the use of clustering. | 16 | in-scope: LLM extractor confirmed direction match | needs work; full-text verified; report=audit_report.md |
| 2206.10173v1 | Deriving an asymptotic statistical test to compare the amount of transfer entropy from one time series to another. | supported | has evidence row | full-text | Note that both the asymptotic analytical and the bootstraps results agree. 4.2 Comparing TEs Benchmarking the true null hypothesis, in this case, is much harder. | 1 | in-scope: LLM extractor confirmed direction match | needs work; full-text verified; report=audit_report.md |
| 2601.01871v1 | The proposed method delivers superior numerical performance compared to existing methods. | supported | has evidence row | full-text | Remark 3.3(Relation to mode estimation).Our formulation of the lead-lag parameter estimation problem is naturally connected to mode estimation for a probability density function, once the CPCF is replaced by the density. | Section 4 | out-of-scope: LLM extractor flagged paper as not addressing direction | needs work; full-text verified; report=audit_report.md |
| 2002.00208v3 | We prove that our definitions and the proposed inference methods can address the arbitrary-time-lag influence between cause and effect. | supported | has evidence row | full-text | Lastly, the transfer entropy methods with bootstrapping almost failed to detect anything. /T_his is due to the weak signal of causal relations in real-world datasets. 9.4 Variable lags vs. fixed lag 9.4.1 VL-Granger causality. | 1 | out-of-scope: LLM extractor flagged paper as not addressing direction | needs work; full-text verified; report=audit_report.md |
| 2305.06704v3 | We introduce a computationally scalable pipeline for the robust detection of lead-lag relationships in high-dimensional time series. | supported | has evidence row | full-text | The remainder of the data pre-processing is the same as above. 6.3 Benchmark In order to evaluate our proposed methodology, we also introduce a benchmark to detect lead-lag relationships without the use of clustering. | 4 | in-scope: LLM extractor confirmed direction match | needs work; full-text verified; report=audit_report.md |