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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

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

Constraint-based methods and noise-based methods are two distinct families of methods proposed for uncovering causal graphs from observational data. However, both operate under strong assumptions that may be challenging to validate or could…

Artificial Intelligence · Computer Science 2024-05-01 Daria Bystrova , Charles K. Assaad , Julyan Arbel , Emilie Devijver , Eric Gaussier , Wilfried Thuiller

This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…

Machine Learning · Computer Science 2026-05-12 Weihong Li , Baohong Li , Anpeng Wu , Zhihan Li , Ming Ma , Keting Yin , Kun Kuang

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

In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…

Machine Learning · Computer Science 2019-08-01 Biwei Huang , Kun Zhang , Mingming Gong , Clark Glymour

Causal discovery outputs a causal structure, represented by a graph, from observed data. For time series data, there is a variety of methods, however, it is difficult to evaluate these on real data as realistic use cases very rarely come…

Machine Learning · Statistics 2023-10-31 Søren Wengel Mogensen , Karin Rathsman , Per Nilsson

Latent world models allow agents to reason about complex environments with high-dimensional observations. However, adapting to new environments and effectively leveraging previous knowledge remain significant challenges. We present…

Machine Learning · Computer Science 2022-06-23 Anson Lei , Bernhard Schölkopf , Ingmar Posner

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

Causal discovery from time series is a fundamental task in machine learning. However, its widespread adoption is hindered by a reliance on untestable causal assumptions and by the lack of robustness-oriented evaluation in existing…

Machine Learning · Computer Science 2026-05-01 Huiyang Yi , Xiaojian Shen , Yonggang Wu , Duxin Chen , He Wang , Wenwu Yu

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

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

Causal discovery in the presence of unobserved common causes from observational data only is a crucial but challenging problem. We categorize all possible causal relationships between two random variables into the following four categories…

Machine Learning · Statistics 2024-03-12 Masatoshi Kobayashi , Kohei Miyagichi , Shin Matsushima

Early and accurate detection of anomalies in time series data is critical, given the significant risks associated with false or missed detections. While MLP-based mixer models have shown promise in time series analysis, they lack a…

Machine Learning · Computer Science 2025-06-03 Md Mahmuddun Nabi Murad , Yasin Yilmaz

This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…

Artificial Intelligence · Computer Science 2016-07-14 Antti Hyttinen , Sergey Plis , Matti Järvisalo , Frederick Eberhardt , David Danks

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

Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical…

Machine Learning · Computer Science 2024-07-11 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

Machine Learning · Computer Science 2024-05-30 Kang Du , Yu Xiang

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

Bivariate causal direction identification is a fundamental and vital problem in the causal inference field. Among binary causal methods, most methods based on additive noise only use one single causal mechanism to construct a causal model.…

Artificial Intelligence · Computer Science 2025-07-30 Saixiong Liu , Yuhua Qian , Jue Li , Honghong Cheng , Feijiang Li