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Causal discovery, or identifying causal relationships from observational data, is a notoriously challenging task, with numerous methods proposed to tackle it. Despite this, in-the-wild evaluation of these methods is still lacking, as works…

Machine Learning · Computer Science 2025-03-25 Gideon Stein , Maha Shadaydeh , Jan Blunk , Niklas Penzel , Joachim Denzler

Discovering causal relationships from time series data is significant in fields such as finance, climate science, and neuroscience. However, contemporary techniques rely on the simplifying assumption that data originates from the same…

Machine Learning · Computer Science 2024-06-25 Sumanth Varambally , Yi-An Ma , Rose Yu

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 machine learning (Causal ML) aims to answer "what if" questions using machine learning algorithms, making it a promising tool for high-stakes decision-making. Yet, empirical evaluation practices in Causal ML remain limited. Existing…

Prior-data fitted networks (PFNs) have emerged as powerful foundation models for tabular causal inference, yet their extension to time series remains limited by the absence of synthetic data generators that provide interventional targets.…

Machine Learning · Computer Science 2026-04-09 Dennis Thumm , Ying Chen

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

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

Continuous-time dynamics models, such as neural ordinary differential equations, have enabled the modeling of underlying dynamics in time-series data and accurate forecasting. However, parameterization of dynamics using a neural network…

Machine Learning · Computer Science 2022-10-14 Fan Wu , Sanghyun Hong , Donsub Rim , Noseong Park , Kookjin Lee

Causal discovery problems use a set of observations to deduce causality between variables in the real world, typically to answer questions about biological or physical systems. These observations are often recorded at regular time…

Signal Processing · Electrical Eng. & Systems 2026-02-24 Kurt Butler , Damian Machlanski , Panagiotis Dimitrakopoulos , Sotirios A. Tsaftaris

Understanding the causal interaction of time series variables can contribute to time series data analysis for many real-world applications, such as climate forecasting and extreme weather alerts. However, causal relationships are difficult…

Machine Learning · Computer Science 2024-08-09 Dongqi Fu , Yada Zhu , Hanghang Tong , Kommy Weldemariam , Onkar Bhardwaj , Jingrui He

This study investigates the application of causal discovery algorithms in equity markets, with a focus on their potential to build investment strategies. An investment strategy was developed based on the causal structures identified by…

Computational Finance · Quantitative Finance 2024-08-30 Ruijie Tang

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

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine…

Artificial Intelligence · Computer Science 2012-05-14 Samantha Kleinberg , Bud Mishra

Research on causal effects often relies on synthetic data due to the scarcity of real-world datasets with ground-truth effects. Since current data-generating tools do not always meet all requirements for state-of-the-art research, ad-hoc…

Artificial Intelligence · Computer Science 2024-05-24 Andreas W M Sauter , Erman Acar , Aske Plaat

Discovering causal relationships in complex multivariate time series is a fundamental scientific challenge. Traditional methods often falter, either by relying on restrictive linear assumptions or on conditional independence tests that…

Machine Learning · Computer Science 2025-08-05 Gian Marco Paldino , Gianluca Bontempi

Most neural models of causality assume static causal graphs, failing to capture the dynamic and sparse nature of physical interactions where causal relationships emerge and dissolve over time. We introduce the Causal Process Framework and…

Machine Learning · Computer Science 2026-04-07 Turan Orujlu , Christian Gumbsch , Martin V. Butz , Charley M Wu

Causal inference permits us to discover covert relationships of various variables in time series. However, in most existing works, the variables mentioned above are the dimensions. The causality between dimensions could be cursory, which…

Machine Learning · Computer Science 2023-09-14 Yuanhao Liu , Dehui Du , Zihan Jiang , Anyan Huang , Yiyang Li

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…

Machine Learning · Computer Science 2025-10-15 Huiyang Yi , Yanyan He , Duxin Chen , Mingyu Kang , He Wang , Wenwu Yu

Real world systems evolve in continuous-time according to their underlying causal relationships, yet their dynamics are often unknown. Existing approaches to learning such dynamics typically either discretize time -- leading to poor…

Machine Learning · Computer Science 2025-12-17 Nicholas Tagliapietra , Katharina Ensinger , Christoph Zimmer , Osman Mian