Deconfounded Time Series Forecasting: A Causal Inference Approach

ArXi:2410.21328v2 Announce Type: replace-cross Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes, typically overlooking the influence of latent confounders, unobserved variables that simultaneously affect both the predictors and the target outcomes. This oversight can