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Most of the metrics used for detecting a causal relationship among multiple time series ignore the effects of practical measurement impairments, such as finite sample effects, undersampling and measurement noise. It has been shown that…

Methodology · Statistics 2023-04-03 Rahul Devendra , Ribhu Chopra , Kumar Appaiah

Using observational data to learn causal relationships is essential when randomized experiments are not possible, such as in healthcare. Discovering causal relationships in time-series health data is even more challenging when relationships…

Artificial Intelligence · Computer Science 2023-05-08 Bharat Srikishan , Samantha Kleinberg

Disentangling complex causal relationships is important for accurate detection of anomalies. In multivariate time series analysis, dynamic interactions among data variables over time complicate the interpretation of causal relationships.…

Machine Learning · Computer Science 2025-10-14 Wonah Kim , Jeonghyeon Park , Dongsan Jun , Jungkyu Han , Sejin Chun

Many important phenomena in scientific fields like climate, neuroscience, and epidemiology are naturally represented as spatiotemporal gridded data with complex interactions. Inferring causal relationships from these data is a challenging…

Machine Learning · Computer Science 2025-06-17 Kun Wang , Sumanth Varambally , Duncan Watson-Parris , Yi-An Ma , Rose Yu

Causal discovery is at the core of human cognition. It enables us to reason about the environment and make counterfactual predictions about unseen scenarios that can vastly differ from our previous experiences. We consider the task of…

Machine Learning · Computer Science 2020-12-01 Yunzhu Li , Antonio Torralba , Animashree Anandkumar , Dieter Fox , Animesh Garg

As systems are getting more autonomous with the development of artificial intelligence, it is important to discover the causal knowledge from observational sensory inputs. By encoding a series of cause-effect relations between events,…

Machine Learning · Computer Science 2020-01-16 Yuhao Wang , Vlado Menkovski , Hao Wang , Xin Du , Mykola Pechenizkiy

This paper considers learning the hidden causal network of a linear networked dynamical system (NDS) from the time series data at some of its nodes -- partial observability. The dynamics of the NDS are driven by colored noise that generates…

Machine Learning · Computer Science 2024-02-13 Augusto Santos , Diogo Rente , Rui Seabra , José M. F. Moura

Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well…

Statistics Theory · Mathematics 2023-11-20 Juraj Bodik , Zbyněk Pawlas , Milan Paluš

We aim to mine temporal causal sequences that explain observed events (consequents) in time-series traces. Causal explanations of key events in a time-series has applications in design debugging, anomaly detection, planning, root-cause…

Machine Learning · Computer Science 2021-01-26 Antonio Anastasio Bruto da Costa , Pallab Dasgupta

Causal discovery methods aim to determine the causal direction between variables using observational data. Functional causal discovery methods, such as those based on the Linear Non-Gaussian Acyclic Model (LiNGAM), rely on structural and…

Methodology · Statistics 2024-09-27 Shreya Prakash , Fan Xia , Elena Erosheva

Mathematical models are fundamental building blocks in the design of dynamical control systems. As control systems are becoming increasingly complex and networked, approaches for obtaining such models based on first principles reach their…

Machine Learning · Computer Science 2022-07-19 Dominik Baumann , Friedrich Solowjow , Karl H. Johansson , Sebastian Trimpe

Discovering causal relations among observed variables in a given data set is a major objective in studies of statistics and artificial intelligence. Recently, some techniques to discover a unique causal model have been explored based on…

Machine Learning · Statistics 2014-01-23 Takanori Inazumi , Takashi Washio , Shohei Shimizu , Joe Suzuki , Akihiro Yamamoto , Yoshinobu Kawahara

Predicting causal structure from time series data is crucial for understanding complex phenomena in physiology, brain connectivity, climate dynamics, and socio-economic behaviour. Causal discovery in time series is hindered by the…

Machine Learning · Computer Science 2026-01-06 Pedro P. Sanchez , Damian Machlanski , Steven McDonagh , Sotirios A. Tsaftaris

Time-varying causal models provide a powerful framework for studying dynamic scientific systems, yet most existing approaches assume that the underlying causal network is known a priori - an assumption rarely satisfied in real-world domains…

Machine Learning · Computer Science 2026-05-28 Dmitry Zaytsev , Valentina Kuskova , Michael Coppedge

We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…

Statistical Finance · Quantitative Finance 2010-06-14 Samantha Kleinberg , Petter N. Kolm , Bud Mishra

Heterogeneous data from multiple populations, sub-groups, or sources is often represented as a ``mixture model'' with a single latent class influencing all of the observed covariates. Heterogeneity can be resolved at multiple levels by…

Machine Learning · Computer Science 2024-12-16 Bijan Mazaheri , Chandler Squires , Caroline Uhler

Time series imputation is one of the most challenge problems and has broad applications in various fields like health care and the Internet of Things. Existing methods mainly aim to model the temporally latent dependencies and the…

Machine Learning · Computer Science 2025-05-13 Ruichu Cai , Kaitao Zheng , Junxian Huang , Zijian Li , Zhengming Chen , Boyan Xu , Zhifeng Hao

Knowledge bases (KB) constructed through information extraction from text play an important role in query answering and reasoning. In this work, we study a particular reasoning task, the problem of discovering causal relationships between…

Artificial Intelligence · Computer Science 2017-11-17 Dhanya Sridhar , Jay Pujara , Lise Getoor

In the univariate case, we show that by comparing the individual complexities of univariate cause and effect, one can identify the cause and the effect, without considering their interaction at all. In our framework, complexities are…

Machine Learning · Computer Science 2020-02-25 Tomer Galanti , Ofir Nabati , Lior Wolf

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture