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Related papers: Causality between time series

200 papers

Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world…

Machine Learning · Computer Science 2024-01-17 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

Many legal cases require decisions about causality, responsibility or blame, and these may be based on statistical data. However, causal inferences from such data are beset by subtle conceptual and practical difficulties, and in general it…

Statistics Theory · Mathematics 2020-04-28 Philip Dawid , Monica Musio , Rossella Murtas

We propose a method that infers whether linear relations between two high-dimensional variables X and Y are due to a causal influence from X to Y or from Y to X. The earlier proposed so-called Trace Method is extended to the regime where…

Machine Learning · Computer Science 2012-02-20 Jakob Zscheischler , Dominik Janzing , Kun Zhang

Understanding the relation of events plays an important role in different domains, such as identifying the reasons for users' certain actions from application logs as well as explaining sports players' behaviors according to historical…

Human-Computer Interaction · Computer Science 2020-08-28 Xiao Xie , Moqi He , Yingcai Wu

We address causal reasoning in multivariate time series data generated by stochastic processes. Existing approaches are largely restricted to static settings, ignoring the continuity and emission of variations across time. In contrast, we…

Machine Learning · Computer Science 2024-02-29 Mehdi Fatemi , Sindhu Gowda

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal…

Methodology · Statistics 2026-03-26 Rebecca F. Supple , Hannah Worthington , Ben Swallow

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental…

Methodology · Statistics 2021-08-25 Tom Edinburgh , Stephen J. Eglen , Ari Ercole

We address the problem of inferring the causal direction between two variables by comparing the least-squares errors of the predictions in both possible directions. Under the assumption of an independence between the function relating cause…

Artificial Intelligence · Computer Science 2019-01-25 Patrick Blöbaum , Dominik Janzing , Takashi Washio , Shohei Shimizu , Bernhard Schölkopf

Causality testing, the act of determining cause and effect from measurements, is widely used in physics, climatology, neuroscience, econometrics and other disciplines. As a result, a large number of causality testing methods based on…

Data Analysis, Statistics and Probability · Physics 2018-02-20 Aditi Kathpalia , Nithin Nagaraj

In this review paper, we consider the fundamental nature of time and causality, most particularly, in the context of the theories of special and general relativity. We also discuss the issue of closed timelike curves in the context of…

General Relativity and Quantum Cosmology · Physics 2009-04-15 Orfeu Bertolami , Francisco S. N. Lobo

Interactions between internet users are mediated by their devices and the common support infrastructure in data centres. Keeping track of causality amongst actions that take place in this distributed system is key to provide a seamless…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-12 Seyed Hossein Haeri , Peter Van Roy , Carlos Baquero , Christopher Meiklejohn

This survey paper covers the breadth and depth of time-series and spatiotemporal causality methods, and their applications in Earth Science. More specifically, the paper presents an overview of causal discovery and causal inference,…

Data Analysis, Statistics and Probability · Physics 2024-09-04 Sahara Ali , Uzma Hasan , Xingyan Li , Omar Faruque , Akila Sampath , Yiyi Huang , Md Osman Gani , Jianwu Wang

Temporal causality defines what property causes some observed temporal behavior (the effect) in a given computation, based on a counterfactual analysis of similar computations. In this paper, we study its closure properties and the…

Logic in Computer Science · Computer Science 2025-05-16 Mishel Carelli , Bernd Finkbeiner , Julian Siber

The potential system is a nonparametric time series model for assessing the causal impact of moving an assignment at time $t$ on an outcome at future time $t+h$, accounting for the presence of features. The potential system provides…

Econometrics · Economics 2026-03-24 Jacob Carlson , Neil Shephard

This paper considers how to classify the effects of interventions in causal models for outcomes and exposures observed over time. First, we demonstrate the limitations of the most common uses of potential outcomes and causal directed…

Methodology · Statistics 2026-05-29 Russell Steele , Naftali Weinberger , Tess Baker , Ian Shrier

Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

Whether a variable is the cause of another, or simply associated with it, is often an important scientific question. Causal Inference is the name associated with the body of techniques for addressing that question in a statistical setting.…

Applications · Statistics 2025-06-25 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

In general relativity, the causal structure between events is dynamical, but it is definite and observer-independent; events are point-like and the membership of an event A in the future or past light-cone of an event B is an…

Quantum Physics · Physics 2020-07-13 Philippe Allard Guérin , Časlav Brukner

Physicists are starting to work in areas where noisy signal analysis is required. In these fields, such as Economics, Neuroscience, and Physics, the notion of causality should be interpreted as a statistical measure. We introduce to the lay…