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In multivariate time series analysis, understanding the underlying causal relationships among variables is often of interest for various applications. Directed acyclic graphs (DAGs) provide a powerful framework for representing causal…

Methodology · Statistics 2025-07-30 Arkaprava Roy , Anindya Roy , Subhashis Ghosal

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Recent explainable artificial intelligence (XAI) methods for time series primarily estimate point-wise attribution magnitudes, while overlooking the directional impact on predictions, leading to suboptimal identification of significant…

Machine Learning · Computer Science 2025-06-06 Hyeongwon Jang , Changhun Kim , Eunho Yang

While Transformers have revolutionized machine learning on various data, existing Transformers for temporal graphs face limitations in (1) restricted receptive fields, (2) overhead of subgraph extraction, and (3) suboptimal generalization…

Machine Learning · Computer Science 2024-12-03 Kay Liu , Jiahao Ding , MohamadAli Torkamani , Philip S. Yu

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

The brain must extract behaviorally relevant latent variables from the signals streamed by the sensory organs. Such latent variables are often encoded in the dynamics that generated the signal rather than in the specific realization of the…

Neurons and Cognition · Quantitative Biology 2021-10-07 Tiberiu Tesileanu , Siavash Golkar , Samaneh Nasiri , Anirvan M. Sengupta , Dmitri B. Chklovskii

Causal discovery from time-series data aims to capture both intra-slice (contemporaneous) and inter-slice (time-lagged) causality between variables within the temporal chain, which is crucial for various scientific disciplines. Compared to…

Machine Learning · Computer Science 2026-01-26 Rujia Shen , Boran Wang , Chao Zhao , Yi Guan , Jingchi Jiang

Analyzing sequential data is crucial in many domains, particularly due to the abundance of data collected from the Internet of Things paradigm. Time series classification, the task of categorizing sequential data, has gained prominence,…

Machine Learning · Computer Science 2024-06-21 Venkata Ragavendra Vavilthota , Ranjith Ramanathan , Sathyanarayanan N. Aakur

Time series domain adaptation aims to transfer the complex temporal dependence from the labeled source domain to the unlabeled target domain. Recent advances leverage the stable causal mechanism over observed variables to model the…

Machine Learning · Computer Science 2025-02-25 Ruichu Cai , Junxian Huang , Zhenhui Yang , Zijian Li , Emadeldeen Eldele , Min Wu , Fuchun Sun

Clinical time series are often irregularly sampled, with varying sensor frequencies, missing observations, and misaligned timestamps. Prior approaches typically address these irregularities by interpolating data into regular sequences,…

Machine Learning · Computer Science 2025-12-18 Arash Hajisafi , Maria Despoina Siampou , Bita Azarijoo , Zhen Xiong , Cyrus Shahabi

Dynamic graph neural networks (DyGNNs) have demonstrated powerful predictive abilities by exploiting graph structural and temporal dynamics. However, the existing DyGNNs fail to handle distribution shifts, which naturally exist in dynamic…

Machine Learning · Computer Science 2024-03-11 Zeyang Zhang , Xin Wang , Ziwei Zhang , Haoyang Li , Wenwu Zhu

Many real world network problems often concern multivariate nodal attributes such as image, textual, and multi-view feature vectors on nodes, rather than simple univariate nodal attributes. The existing graph estimation methods built on…

Machine Learning · Statistics 2013-04-23 Mladen Kolar , Han Liu , Eric P. Xing

Monitoring complex systems results in massive multivariate time series data, and anomaly detection of these data is very important to maintain the normal operation of the systems. Despite the recent emergence of a large number of anomaly…

Machine Learning · Computer Science 2021-06-14 Liwei Deng , Xuanhao Chen , Yan Zhao , Kai Zheng

The conditional autoregressive model is a routinely used statistical model for areal data that arise from, for instances, epidemiological, socio-economic or ecological studies. Various multivariate conditional autoregressive models have…

Methodology · Statistics 2019-07-23 Ye Liang

This work presents a framework for studying temporal networks using zigzag persistence, a tool from the field of Topological Data Analysis (TDA). The resulting approach is general and applicable to a wide variety of time-varying graphs. For…

Computational Geometry · Computer Science 2023-08-15 Audun Myers , David Muñoz , Firas Khasawneh , Elizabeth Munch

We develop and evaluate a structure learning algorithm for clinical time series. Clinical time series are multivariate time series observed in multiple patients and irregularly sampled, challenging existing structure learning algorithms. We…

Machine Learning · Computer Science 2025-02-18 Ivan Lerner , Anita Burgun , Francis Bach

We suggest a novel method of clustering and exploratory analysis of temporal event sequences data (also known as categorical time series) based on three-dimensional data grid models. A data set of temporal event sequences can be represented…

Databases · Computer Science 2015-05-07 Dominique Gay , Romain Guigourès , Marc Boullé , Fabrice Clérot

Recently, time series classification has attracted the attention of a large number of researchers, and hundreds of methods have been proposed. However, these methods often ignore the spatial correlations among dimensions and the local…

Machine Learning · Computer Science 2024-11-28 Mingsen Du , Yanxuan Wei , Xiangwei Zheng , Cun Ji

Understanding associations between paired high-dimensional longitudinal datasets is a fundamental yet challenging problem that arises across scientific domains, including longitudinal multi-omic studies. The difficulty stems from the…

Methodology · Statistics 2026-01-21 Jianbin Tan , Pixu Shi

We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a finite-length observation. The observed process…

Machine Learning · Statistics 2016-09-14 Nguyen Tran Quang , Alexander Jung