Related papers: A Causal Approach to Detecting Multivariate Time-s…
Discovering causal structures with latent variables from observational data is a fundamental challenge in causal discovery. Existing methods often rely on constraint-based, iterative discrete searches, limiting their scalability to large…
Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…
Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…
Organizations leverage anomaly and changepoint detection algorithms to detect changes in user behavior or service availability and performance. Many off-the-shelf detection algorithms, though effective, cannot readily be used in large…
Anomaly detection in time series is a complex task that has been widely studied. In recent years, the ability of unsupervised anomaly detection algorithms has received much attention. This trend has led researchers to compare only…
One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users…
Identifying causal relationships from observational time series data is a key problem in disciplines such as climate science or neuroscience, where experiments are often not possible. Data-driven causal inference is challenging since…
Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential…
Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…
Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…
Identifying the underlying reason for a failing dynamic process or otherwise anomalous observation is a fundamental challenge, yet has numerous industrial applications. Identifying the failure-causing sub-system using causal inference, one…
Identifying ``true causality'' is a fundamental challenge in complex systems research. Widely adopted methods, like the Granger causality test, capture statistical dependencies between variables rather than genuine driver-response…
Many social and economic systems can be represented as attributed networks encoding the relations between entities who are themselves described by different node attributes. Finding anomalies in these systems is crucial for detecting abuses…
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…
Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…
Understanding the laws that govern a phenomenon is the core of scientific progress. This is especially true when the goal is to model the interplay between different aspects in a causal fashion. Indeed, causal inference itself is…
Inferring causal directions on discrete and categorical data is an important yet challenging problem. Even though the additive noise models (ANMs) approach can be adapted to the discrete data, the functional structure assumptions make it…
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,…
The notion of causality is used in many situations dealing with uncertainty. We consider the problem whether causality can be identified given data set generated by discrete random variables rather than continuous ones. In particular, for…
An advanced conceptual validation framework for multimodal multivariate time series defines a multi-level contextual anomaly detection ranging from an univariate context definition, to a multimodal abstract context representation learnt by…