ATEMPO: Amortized Transfer Entropy Model Per-lag Over-Time

arXiv:2610.36536v1 Announce Type: new Abstract: When one time series informs another, the delay at which that information arrives determines if models can utilize this relationship effectively. A source may be strongly predictive at one delay but uninformative at neighboring lags. Therefore, fixed input windows may obscure this structure by bundling informative and irrelevant history together. Transfer entropy (TE) can recover these delays by measuring how much a source's past tells us about a target beyond the target's own history. However, existing TE estimators require separate fits across source and conditioning depths, with further estimation on local windows to track delays over time. We introduce ATEMPO, a diffusion-based transfer entropy estimator amortized over lags and time.