Discussing the article: "Time series clustering in causal inference" - page 2

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sportoman #:

What's the test for? It's the GAP that counts.

These are the words of the author of the article in the quote.

 
sportoman #:

What's the test for? It's the GAP that counts.

I was looking at the validation sample, as I recall. There may be variations on the test sample, as usual.
 
The approach has evolved a bit, it's better to see examples from recent articles already. This article is interesting as an intermediate one.
Improvement of efficiency on some stationary data would be more noticeable, of course, but I do it on non-stationary quotes, on the topic of this resource.
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