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This paper concerns sequential computation of risk measures for financial data and asks how, given a risk measurement procedure, we can tell whether the answers it produces are `correct'. We draw the distinction between `external' and…

Risk Management · Quantitative Finance 2015-11-20 Mark H. A. Davis

Temporal alignment is an inherent task in most applications dealing with videos: action recognition, motion transfer, virtual trainers, rehabilitation, etc. In this paper we dive into the understanding of this task from a geometric point of…

Differential Geometry · Mathematics 2023-03-28 Alice Barbara Tumpach , Peter Kán

The human action classification task is a widely researched topic and is still an open problem. Many state-of-the-arts approaches involve the usage of bag-of-video-words with spatio-temporal local features to construct characterizations for…

Computer Vision and Pattern Recognition · Computer Science 2016-10-18 Aznul Qalid Md Sabri , Jacques Boonaert , Erma Rahayu Mohd Faizal Abdullah , Ali Mohammed Mansoor

The abundance of fine-grained spatio-temporal data, such as traffic sensor networks, offers vast opportunities for scientific discovery. However, inferring causal relationships from such observational data remains challenging, particularly…

Machine Learning · Statistics 2025-12-01 Xintong Li , Haoran Zhang , Xiao Zhou

Credible causal effect estimation requires treated subjects and controls to be otherwise similar. In observational settings, such as analysis of electronic health records, this is not guaranteed. Investigators must balance background…

Methodology · Statistics 2024-07-11 Lauren D. Liao , Samuel D. Pimentel

Causal discovery from time series is critical for many real-world applications, such as tracing the root causes of anomalies. Existing approaches typically rely on dataset-specific optimization, making it difficult to transfer their causal…

Machine Learning · Computer Science 2026-05-27 Biao Ouyang , Tengxue Zhang , Zhihao Zhuang , Yang Shu , Chenjuan Guo , Bin Yang

Understanding causality is challenging and often complicated by changing causal relationships over time and across environments. Climate patterns, for example, shift over time with recurring seasonal trends, while also depending on…

Machine Learning · Computer Science 2025-01-20 Sarah Mameche , Lénaïg Cornanguer , Urmi Ninad , Jilles Vreeken

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Background: Although cardio-respiratory (CR) system is generally controlled by the autonomic nervous system, interactions between the cortex and these primary functions are receiving an increasing interest in neurosciences. New method: In…

Neurons and Cognition · Quantitative Biology 2018-10-15 Fanny Grosselin , Xavier Navarro-Sune , Mathieu Raux , Thomas Similowski , Mario Chavez

Using observational data to learn causal relationships is essential when randomized experiments are not possible, such as in healthcare. Discovering causal relationships in time-series health data is even more challenging when relationships…

Artificial Intelligence · Computer Science 2023-05-08 Bharat Srikishan , Samantha Kleinberg

Classical machine learning techniques often struggle with overfitting and unreliable predictions when exposed to novel conditions. Introducing causality into the modelling process offers a promising way to mitigate these challenges by…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 David Zapata Gonzalez , Marcel Meyer , Oliver Mueller

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

Understanding temporal dynamics in medical imaging is crucial for applications such as disease progression modeling, treatment planning and anatomical development tracking. However, most deep learning methods either consider only single…

Computer Vision and Pattern Recognition · Computer Science 2025-09-01 Nico Albert Disch , Yannick Kirchhoff , Robin Peretzke , Maximilian Rokuss , Saikat Roy , Constantin Ulrich , David Zimmerer , Klaus Maier-Hein

We explore the applicability of the causal analysis based on temporally shifted (lagged) Pearson correlation applied to diverse time series of different natures in context of the problem of financial market prediction. Theoretical…

Statistical Finance · Quantitative Finance 2022-04-28 Anton Kolonin , Ali Raheman , Mukul Vishwas , Ikram Ansari , Juan Pinzon , Alice Ho

Evaluating models fit to data with internal spatial structure requires specific cross-validation (CV) approaches, because randomly selecting assessment data may produce assessment sets that are not truly independent of data used to train…

Computation · Statistics 2023-03-14 Michael J Mahoney , Lucas K Johnson , Julia Silge , Hannah Frick , Max Kuhn , Colin M Beier

The present study explores the intricacies of causal relationship extraction, a vital component in the pursuit of causality knowledge. Causality is frequently intertwined with temporal elements, as the progression from cause to effect is…

Computation and Language · Computer Science 2023-04-24 Xiaosong Yuan , Ke Chen , Wanli Zuo , Yijia Zhang

Pulmonary embolism (PE) and deep vein thrombosis (DVT) are gathered in venous thromboembolism (VTE) and represent the third cause of cardiovascular diseases. Recent studies suggest that meteorological parameters as atmospheric pressure,…

Applications · Statistics 2020-08-12 Antonio Bernini , Lorella Bonaccorsi , Pietro Fanti , Francesco Ranaldi , Ugo Santosuosso

Regression discontinuity (RD) is a widely used quasi-experimental design for causal inference. In the standard RD, the assignment to treatment is determined by a continuous pretreatment variable (i.e., running variable) falling above or…

Methodology · Statistics 2020-06-23 Fan Li , Andrea Mercatanti , Taneli Makinen , Andrea Silvestrini

Time series classification (TSC) of biological signals has progressed from handcrafted, modality-specific approaches to deep architectures capable of representing the diverse waveform structures of underlying physiological processes (i.e.,…

In recent years, medical information technology has made it possible for electronic health record (EHR) to store fairly complete clinical data. This has brought health care into the era of "big data". However, medical data are often sparse…

Machine Learning · Computer Science 2023-06-06 Weizhi Nie , Yuhe Yu , Chen Zhang , Dan Song , Lina Zhao , Yunpeng Bai