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In multivariate time series analysis, understanding the underlying causal relationships among variables is often of interest for various applications. Directed acyclic graphs (DAGs) provide a powerful framework for representing causal…

Methodology · Statistics 2025-07-30 Arkaprava Roy , Anindya Roy , Subhashis Ghosal

In this study, we address causal inference when only observational data and a valid causal ordering from the causal graph are available. We introduce a set of flow models that can recover component-wise, invertible transformation of…

Machine Learning · Computer Science 2024-12-16 Minh Khoa Le , Kien Do , Truyen Tran

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

Statistics Theory · Mathematics 2008-06-19 Judith J. Lok

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

Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and…

Machine Learning · Computer Science 2022-10-27 Wenbo Gong , Joel Jennings , Cheng Zhang , Nick Pawlowski

In this study, we present a novel constraint-based algorithm for causal structure learning specifically designed for nonlinear autoregressive time series. Our algorithm significantly reduces computational complexity compared to existing…

Machine Learning · Computer Science 2025-07-11 Mohammad Fesanghary , Achintya Gopal

Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…

Machine Learning · Statistics 2024-12-17 Georg Velev , Stefan Lessmann

Discovering causal relations among observed variables in a given data set is a main topic in studies of statistics and artificial intelligence. Recently, some techniques to discover an identifiable causal structure have been explored based…

Machine Learning · Computer Science 2012-02-20 Takanori Inazumi , Takashi Washio , Shohei Shimizu , Joe Suzuki , Akihiro Yamamoto , Yoshinobu Kawahara

This paper considers how to classify the effects of interventions in causal models for outcomes and exposures observed over time. First, we demonstrate the limitations of the most common uses of potential outcomes and causal directed…

Methodology · Statistics 2026-05-29 Russell Steele , Naftali Weinberger , Tess Baker , Ian Shrier

In this paper, we analyze the applicability of the Causal Identification algorithm to causal time series graphs with latent confounders. Since these graphs extend over infinitely many time steps, deciding whether causal effects across…

Machine Learning · Computer Science 2025-04-30 Erik Jahn , Karthik Karnik , Leonard J. Schulman

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

Although the notion of diagnostic problem has been extensively investigated in the context of static systems, in most practical applications the behavior of the modeled system is significantly variable during time. The goal of the paper is…

Artificial Intelligence · Computer Science 2013-03-25 Luigi Portinale

We investigate the problem of discovering and modeling regime shifts in an ecosystem comprising multiple time series known as co-evolving time series. Regime shifts refer to the changing behaviors exhibited by series at different time…

Machine Learning · Computer Science 2022-05-16 Etienne Gael Tajeuna , Mohamed Bouguessa , Shengrui Wang

High-dimensional multivariate time series are common in many scientific and industrial applications, where the interest lies in identifying key dependence structure within the data for subsequent analysis tasks, such as forecasting. An…

Methodology · Statistics 2025-12-15 Madeline A. Shelley , Chiara Boetti , Marina I. Knight , Matthew A. Nunes

Inferring cause-effect relationships from observational data has gained significant attention in recent years, but most methods are limited to scalar random variables. In many important domains, including neuroscience, psychology, social…

Machine Learning · Statistics 2025-06-06 Konstantin Göbler , Tobias Windisch , Mathias Drton

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

Causal structure learning with data from multiple contexts carries both opportunities and challenges. Opportunities arise from considering shared and context-specific causal graphs enabling to generalize and transfer causal knowledge across…

Machine Learning · Computer Science 2024-10-29 Martin Rabel , Wiebke Günther , Jakob Runge , Andreas Gerhardus

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

Causal discovery is challenging in general dynamical systems because, without strong structural assumptions, the underlying causal graph may not be identifiable even from interventional data. However, many real-world systems exhibit…

Machine Learning · Computer Science 2026-04-07 Panayiotis Panayiotou , Özgür Şimşek

This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of…

Machine Learning · Statistics 2021-10-05 Martin Emil Jakobsen