Code for paper "Ranking Causal Anomalies via Temporal and Dynamical Analysis on Vanishing Correlations. Wei Cheng, Kai Zhang, Haifeng Chen, Guofei Jiang, Zhengzhang Chen, Wei Wang. In Poceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining(SIGKDD'16), 2016"
Ref:
Ranking Causal Anomalies via Temporal and Dynamical Analysis on Vanishing Correlations. Wei Cheng, Kai Zhang, Haifeng Chen, Guofei Jiang, Zhengzhang Chen, Wei Wang. In Poceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining(SIGKDD'16), 2016.(Best Paper Runner Up Award)
The baseline methods are also included, such as LBP and gRank, mRank.
The code to calculate pair-wise correlations are included in ranking(sytheticdata).