Feature Selection

[firmai]

Congragulations on the package, it could be interesting to write a feature selection model ontop of the discovery to remove slow moving indicators.

[sshimizu2006]

Thanks. I thought your suggestion is to aim to manage non-stationarity of time series. Am I correct?

[firmai]

Yes that is correct

[firmai]

Out of interest, do you know the state of ParaLiNGAM, I was thinking it might not be too hard to implement a parallel version with significant speedups on CPU with thread execution.