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We explore the applicability of the causal analysis based on temporally shifted (lagged) Pearson correlation applied to diverse time series of different natures in context of the problem of financial market prediction. Theoretical…

Statistical Finance · Quantitative Finance 2022-04-28 Anton Kolonin , Ali Raheman , Mukul Vishwas , Ikram Ansari , Juan Pinzon , Alice Ho

Developing predictive models that perform reliably across diverse patient populations and heterogeneous environments is a core aim of medical research. However, generalization is only possible if the learned model is robust to statistical…

Machine learning classifiers in dynamic environments face concept drift -- changes in the data-generating process that degrade performance. Conventional evaluation via static test sets or noise perturbations fails to preserve causal…

Machine Learning · Computer Science 2026-05-12 Julien Lafrance , Richard Khoury , Véronique Tremblay

Causal structure learning from observational data remains a non-trivial task due to various factors such as finite sampling, unobserved confounding factors, and measurement errors. Constraint-based and score-based methods tend to suffer…

Machine Learning · Computer Science 2022-11-09 Rezaur Rashid , Jawad Chowdhury , Gabriel Terejanu

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

Causal discovery (CD) from time-varying data is important in neuroscience, medicine, and machine learning. Techniques for CD encompass randomized experiments, which are generally unbiased but expensive, and algorithms such as Granger…

Machine Learning · Computer Science 2023-10-11 Xinyue Wang , Konrad Paul Kording

Digital twins are virtual systems designed to predict how a real-world process will evolve in response to interventions. This modelling paradigm holds substantial promise in many applications, but rigorous procedures for assessing their…

Methodology · Statistics 2023-11-03 Rob Cornish , Muhammad Faaiz Taufiq , Arnaud Doucet , Chris Holmes

Foundation models for tabular data, such as the Tabular Prior-data Fitted Network (TabPFN), are pre-trained on a massive number of synthetic datasets generated by structural causal models (SCM). They leverage in-context learning to offer…

Machine Learning · Computer Science 2026-01-28 Qinyi Liu , Mohammad Khalil , Naman Goel

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

A trained neural network can be interpreted as a structural causal model (SCM) that provides the effect of changing input variables on the model's output. However, if training data contains both causal and correlational relationships, a…

Machine Learning · Computer Science 2022-06-30 Sai Srinivas Kancheti , Abbavaram Gowtham Reddy , Vineeth N Balasubramanian , Amit Sharma

Time series foundation models are pre-trained on large datasets and are able to achieve state-of-the-art performance in diverse tasks. However, to date, there has been limited work demonstrating how well these models perform in medical…

Machine Learning · Computer Science 2024-11-21 Mingzhu Liu , Angela H. Chen , George H. Chen

Against the backdrop of ongoing carbon peaking and carbon neutrality goals, accurate prediction of enterprise carbon emission trends constitutes an essential foundation for energy structure optimization and low-carbon transformation…

Machine Learning · Computer Science 2026-02-03 Zitao Hong , Zhen Peng , Xueping Liu

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

Methodology · Statistics 2024-06-21 Graham Tierney , Christoph Hellmayr , Greg Barkimer , Kevin Li , Mike West

Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…

Machine Learning · Computer Science 2024-03-11 Zhipeng Ma , Marco Kemmerling , Daniel Buschmann , Chrismarie Enslin , Daniel Lütticke , Robert H. Schmitt

In this foundational expository article on the application of Causality Analysis in IoT, we establish the basic theory and algorithms for estimating Structural and Granger causality factors from measured multichannel sensor data (vector…

Signal Processing · Electrical Eng. & Systems 2022-03-10 PG Madhavan

Predictive models can fail to generalize from training to deployment environments because of dataset shift, posing a threat to model reliability and the safety of downstream decisions made in practice. Instead of using samples from the…

Machine Learning · Statistics 2018-08-10 Adarsh Subbaswamy , Suchi Saria

Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while…

Machine Learning · Computer Science 2024-11-07 Jialin Chen , Jan Eric Lenssen , Aosong Feng , Weihua Hu , Matthias Fey , Leandros Tassiulas , Jure Leskovec , Rex Ying

Many dimension reduction techniques have been developed for independent data, and most have also been extended to time series. However, these methods often fail to account for the dynamic dependencies both within and across series. In this…

Methodology · Statistics 2025-09-25 Daniel Peña , Victor J. Yohai

Clinical time-series learning is routinely constrained by small, heterogeneous cohorts and protocol drift, while its downstream use spans both classification (e.g., pathology diagnosis) and regression (e.g., temporal forecasting). These…

Machine Learning · Computer Science 2026-05-29 Sharmita Dey , Diego Paez-Granados

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