ChronoEpilogi: Scalable Time Series Selection with Multiple Markov Boundaries

June 2, 2026 ยท View on GitHub

Code for the ChronoEpilogi algorithm and pip installable package.

ChronoEpilogi selects Markov Boundaries of a particular forecast TS, scalably and with provable guarantees. The structure of the uncovered Markov Boundary provides interpretability and explains the MTS generation process.

Papers

Etienne Vareille, Michele Linardi, Ioannis Tsamardinos, Vassilis Christophides (2024). ChronoEpilogi: scalable time-series variable selection with multiple solutions. NeurIPS 2024.

Installation

pip install git+https://github.com/ev07/minimal_chronoepilogi.git

Documentation

Here..

License

Apache 2.0, Copyright 2026 Etienne Vareille