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Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

Methodology · Statistics 2010-08-13 Stefan Haufe , Guido Nolte , Klaus-Robert Mueller , Nicole Kraemer

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Statistical Finance · Quantitative Finance 2024-06-10 Agathe Sadeghi , Achintya Gopal , Mohammad Fesanghary

Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…

Machine Learning · Computer Science 2024-03-11 Zhipeng Ma , Marco Kemmerling , Daniel Buschmann , Chrismarie Enslin , Daniel Lütticke , Robert H. Schmitt

Identifying the causal structure of systems with multiple dynamic elements is critical to several scientific disciplines. The conventional approach is to conduct statistical tests of causality, for example with Granger Causality, between…

Machine Learning · Statistics 2022-03-22 Jacek P. Dmochowski

Causal discovery from data affected by latent confounders is an important and difficult challenge. Causal functional model-based approaches have not been used to present variables whose relationships are affected by latent confounders,…

Machine Learning · Computer Science 2020-11-05 Takashi Nicholas Maeda , Shohei Shimizu

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

Learning causal relationships from time series data is an important but challenging problem. Existing synthetic datasets often contain hidden artifacts that can be exploited by causal discovery methods, reducing their usefulness for…

Machine Learning · Computer Science 2026-03-23 Xiaoyu He , Petr Ryšavý , Jakub Mareček

Causal discovery algorithms based on probabilistic graphical models have emerged in geoscience applications for the identification and visualization of dynamical processes. The key idea is to learn the structure of a graphical model from…

Machine Learning · Computer Science 2015-12-29 Imme Ebert-Uphoff , Yi Deng

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

We address the problem of causal discovery from data, making use of the recently proposed causal modeling framework of modular structural causal models (mSCM) to handle cycles, latent confounders and non-linearities. We introduce…

Machine Learning · Statistics 2022-08-31 Patrick Forré , Joris M. Mooij

Information technology (IT) systems are vital for modern businesses, handling data storage, communication, and process automation. Monitoring these systems is crucial for their proper functioning and efficiency, as it allows collecting…

Time series data from real-world systems often display non-stationary behavior, indicating varying statistical characteristics over time. This inherent variability poses significant challenges in deciphering the underlying structural…

Applications · Statistics 2024-05-07 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

Many natural phenomena are intrinsically causal. The discovery of the cause-effect relationships implicit in these processes can help us to understand and describe them more effectively, which boils down to causal discovery about the data…

Quantitative Methods · Quantitative Biology 2024-01-09 Jean Pierre Gomez

Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…

Machine Learning · Computer Science 2026-04-21 Pooyan Khosravinia , João Gama , Bruno Veloso

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…

Machine Learning · Computer Science 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

Time-series causal discovery (TSCD) is a fundamental problem of machine learning. However, existing synthetic datasets cannot properly evaluate or predict the algorithms' performance on real data. This study introduces the CausalTime…

Machine Learning · Computer Science 2023-10-04 Yuxiao Cheng , Ziqian Wang , Tingxiong Xiao , Qin Zhong , Jinli Suo , Kunlun He

Time series data are found in many areas of healthcare such as medical time series, electronic health records (EHR), measurements of vitals, and wearable devices. Causal discovery, which involves estimating causal relationships from…

Machine Learning · Computer Science 2023-10-18 Muhammad Hasan Ferdous , Uzma Hasan , Md Osman Gani

Causal discovery studies the problem of mining causal relationships between variables from data, which is of primary interest in science. During the past decades, significant amount of progresses have been made toward this fundamental data…

Artificial Intelligence · Computer Science 2016-11-28 Kui Yu , Jiuyong Li , Lin Liu

The widespread availability of complex time series data in various domains such as environmental science, epidemiology, and economics demands robust causal discovery methods that can identify intricate contemporaneous and lagged…

Machine Learning · Computer Science 2026-05-12 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

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