MIDS: Mixed Dynamic Systems
A Mixed Dynamic System is one that consists of multiple dynamic processes operating at widely different time-scales. This data represents a 9 variable (labeled X1...X9) mixed dynamic system that was synthetically generated from a system of difference equations. The goal is to learn a causal model of the system with the training data, and then correctly predict the effects of various manipulations on the system (using the testing data for a quantitative measure of performance). This dataset was meant to be both simple and extremely challenging. All relations are linear with independent Gaussian error terms. There are no hidden confounders. However, we believe the inter-related dynamic processes will make prediction of manipulations challenging.