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Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…

Machine Learning · Computer Science 2019-07-02 Rohit Bhattacharya , Daniel Malinsky , Ilya Shpitser

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

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

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

The paper reviews methods that seek to draw causal inference from observational data and demonstrates how they can be applied to empirical problems in engineering research. It presents a framework for causal identification based on the…

Applications · Statistics 2022-11-28 Daniel J Graham

Temporal causal discovery is a crucial task aimed at uncovering the causal relations within time series data. The latest temporal causal discovery methods usually train deep learning models on prediction tasks to uncover the causality…

Machine Learning · Computer Science 2024-06-25 Lingbai Kong , Wengen Li , Hanchen Yang , Yichao Zhang , Jihong Guan , Shuigeng Zhou

Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying…

Machine Learning · Computer Science 2022-12-13 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Fei Wu

Causality is receiving increasing attention by the artificial intelligence and machine learning communities. This paper gives an example of modelling a recommender system problem using causal graphs. Specifically, we approached the causal…

Information Retrieval · Computer Science 2024-09-17 Emanuele Cavenaghi , Fabio Stella , Markus Zanker

Causal reasoning is the main learning and explanation tool used by humans. AI systems should possess causal reasoning capabilities to be deployed in the real world with trust and reliability. Introducing the ideas of causality to machine…

Machine Learning · Computer Science 2021-06-11 Abbavaram Gowtham Reddy

We introduce a novel framework for temporal causal discovery and inference that addresses two key challenges: complex nonlinear dependencies and spurious correlations. Our approach employs a multi-layer Transformer-based time-series…

Machine Learning · Computer Science 2025-08-25 Jihua Huang , Yi Yao , Ajay Divakaran

Discovering causal models from observational and interventional data is an important first step preceding what-if analysis or counterfactual reasoning. As has been shown before, the direction of pairwise causal relations can, under certain…

Machine Learning · Computer Science 2017-01-04 Karamjit Singh , Garima Gupta , Lovekesh Vig , Gautam Shroff , Puneet Agarwal

We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

Methodology · Statistics 2023-07-07 Francesco Cordoni , Alessio Sancetta

We derive a set of causal deep neural networks whose architectures are a consequence of tensor (multilinear) factor analysis, a framework that facilitates causal inference. Forward causal questions are addressed with a neural network…

Machine Learning · Computer Science 2025-06-17 M. Alex O. Vasilescu

Deep learning time-series models are often used to make forecasts that inform downstream decisions. Since these decisions can differ from those in the training set, there is an implicit requirement that time-series models will generalize…

Machine Learning · Computer Science 2024-11-04 Thomas Crasson , Yacine Nabet , Mathias Lécuyer

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

Data Analysis, Statistics and Probability · Physics 2025-08-05 Álvaro Martínez-Sánchez , Adrián Lozano-Durán

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

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

In this paper, we present the Difference- Based Causality Learner (DBCL), an algorithm for learning a class of discrete-time dynamic models that represents all causation across time by means of difference equations driving change in a…

Artificial Intelligence · Computer Science 2012-03-19 Mark Voortman , Denver Dash , Marek J. Druzdzel

We are not only observers but also actors of reality. Our capability to intervene and alter the course of some events in the space and time surrounding us is an essential component of how we build our model of the world. In this doctoral…

Artificial Intelligence · Computer Science 2023-09-19 Gilles Blondel