Aheli

[ENH] Add `CausalFeatureEngineer` for causally informed time series features utilizing `pgmpy`

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#### Reference Issues/PRs None. This is a new contribution. I'm introducing causal feature engineering capabilities to `sktime` ! #### What does this implement/fix? Explain your changes. I've created `CausalFeatureEngineer`, that...

Receiving the following error after installation and setup! Manifest version 2 is deprecated, and support will be removed in 2024. See https://developer.chrome.com/docs/extensions/develop/migrate/mv2-deprecation-timeline for details. `1 2 3 4 5 6...

[ENH] `sklearn` compatible `DynamicDML Regressor`

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The implementation follows [Double/Debiased Machine Learning for Dynamic Treatment Effects via g-Estimation](https://proceedings.neurips.cc/paper_files/paper/2021/file/bf65417dcecc7f2b0006e1f5793b7143-Paper.pdf) by Lewis & Syrgkanis (2021, NeurIPS) #### Background The estimator solves recursive moment conditions for each period $t...

Add `sklearn` compatible `DynamicDML Regressor`

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### Your checklist for this pull request Please review the [guidelines for contributing](CONTRIBUTING.md) to this repository. - [ ] Make sure you are requesting to **pull a topic/feature/bugfix branch** (right...