Apply ENCO on multivariate timeseries dataset #6
Description
Dear @phlippe ,
Thank you for sharing the code. I am having difficulty applying the ENCO model on multivariate timeseries data, such as "netsim". for example a multivariate timeseries of dimension [135,116], where 135 is the timestep, and 116 are nodes/variables. Could you please provide guidelines how can i prepare my data to be able run the ENCO for causal discovery. Also, I don't have ground truth adjacency matrix.
Warmest Regards,