English
Related papers

Related papers: Investigating Causal Relationships in Stock Return…

200 papers

We propose a novel framework for studying causal inference of gene interactions using a combination of compressive sensing and Granger causality techniques. The gist of the approach is to discover sparse linear dependencies between time…

Quantitative Methods · Quantitative Biology 2015-05-28 Mo Deng , Amin Emad , Olgica Milenkovic

Causality is crucial to understanding the mechanisms behind complex systems and making decisions that lead to intended outcomes. Event sequence data is widely collected from many real-world processes, such as electronic health records, web…

Artificial Intelligence · Computer Science 2020-11-20 Zhuochen Jin , Shunan Guo , Nan Chen , Daniel Weiskopf , David Gotz , Nan Cao

Granger causal inference is a contentious but widespread method used in fields ranging from economics to neuroscience. The original definition addresses the notion of causality in time series by establishing functional dependence…

Methodology · Statistics 2023-09-19 Noah D. Gade , Jordan Rodu

It is often useful in multivariate time series analysis to determine statistical causal relations between different time series. Granger causality is a fundamental measure for this purpose. Yet the traditional pairwise approach to Granger…

Neurons and Cognition · Quantitative Biology 2007-05-23 Yonghong Chen , Steven L. Bressler , Mingzhou Ding

Causal reasoning in relational domains is fundamental to studying real-world social phenomena in which individual units can influence each other's traits and behavior. Dynamics between interconnected units can be represented as an…

Artificial Intelligence · Computer Science 2022-05-10 Ragib Ahsan , David Arbour , Elena Zheleva

We introduce a novel framework for temporal causal discovery and inference that addresses two key challenges: complex nonlinear dependencies and spurious correlations. Our approach employs a multi-layer Transformer-based time-series…

Machine Learning · Computer Science 2025-08-25 Jihua Huang , Yi Yao , Ajay Divakaran

Research in Cognitive Science suggests that humans understand and represent knowledge of the world through causal relationships. In addition to observations, they can rely on experimenting and counterfactual reasoning -- i.e. referring to…

Artificial Intelligence · Computer Science 2021-05-24 Kanvaly Fadiga , Etienne Houzé , Ada Diaconescu , Jean-Louis Dessalles

Causality in time series can be challenging to determine, especially in the presence of non-linear dependencies. Granger causality helps analyze potential relationships between variables, thereby offering a method to determine whether one…

Machine Learning · Computer Science 2025-10-13 Harsh Poonia , Felix Divo , Kristian Kersting , Devendra Singh Dhami

Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is…

Machine Learning · Computer Science 2023-08-04 Chang Gong , Di Yao , Chuzhe Zhang , Wenbin Li , Jingping Bi

Inferring causal relationships in observational time series data is an important task when interventions cannot be performed. Granger causality is a popular framework to infer potential causal mechanisms between different time series. The…

Machine Learning · Computer Science 2022-07-22 Zexuan Yin , Paolo Barucca

In modeling multivariate time series for either forecast or policy analysis, it would be beneficial to have figured out the cause-effect relations within the data. Regression analysis, however, is generally for correlation relation, and…

Machine Learning · Statistics 2021-11-23 Xingwei Hu

We propose a definition of causality for time series in terms of the effect of an intervention in one component of a multivariate time series on another component at some later point in time. Conditions for identifiability, comparable to…

Methodology · Statistics 2012-06-26 Michael Eichler , Vanessa Didelez

We aim to mine temporal causal sequences that explain observed events (consequents) in time-series traces. Causal explanations of key events in a time-series has applications in design debugging, anomaly detection, planning, root-cause…

Machine Learning · Computer Science 2021-01-26 Antonio Anastasio Bruto da Costa , Pallab Dasgupta

Estimating causal relations is vital in understanding the complex interactions in multivariate time series. Non-linear coupling of variables is one of the major challenges inaccurate estimation of cause-effect relations. In this paper, we…

Machine Learning · Computer Science 2021-10-19 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

Causal theory is now widely developed with many applications to medicine and public health. However within the discipline of reliability, although causation is a key concept in this field, there has been much less theoretical attention. In…

Artificial Intelligence · Computer Science 2020-02-17 Xuewen Yu , Jim Q. Smith , Linda Nichols

Multi-electrode neurophysiological recordings produce massive quantities of data. Multivariate time series analysis provides the basic framework for analyzing the patterns of neural interactions in these data. It has long been recognized…

Quantitative Methods · Quantitative Biology 2007-05-23 Mingzhou Ding , Yonghong Chen , Steven L. Bressler

In fact-checking applications, a common reason to reject a claim is to detect the presence of erroneous cause-effect relationships between the events at play. However, current automated fact-checking methods lack dedicated causal-based…

Computation and Language · Computer Science 2025-12-16 Youssra Rebboud , Pasquale Lisena , Raphael Troncy

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…

Artificial Intelligence · Computer Science 2023-06-02 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

Causal knowledge is vital for effective reasoning in science, as causal relations, unlike correlations, allow one to reason about the outcomes of interventions. Algorithms that can discover causal relations from observational data are based…

Machine Learning · Statistics 2019-11-12 Anish Dhir , Ciarán M. Lee