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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

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…

Artificial Intelligence · Computer Science 2023-06-02 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

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

Time series data in real-world scenarios contain a substantial amount of nonlinear information, which significantly interferes with the training process of models, leading to decreased prediction performance. Therefore, during the time…

Machine Learning · Computer Science 2024-06-05 Dandan Zhang , Zhiqiang Zhang , Nanguang Chen , Yun Wang

Causal structure learning (CSL) refers to the task of learning causal relationships from data. Advances in CSL now allow learning of causal graphs in diverse application domains, which has the potential to facilitate data-driven causal…

Machine Learning · Statistics 2024-07-09 Luka Kovačević , Izzy Newsham , Sach Mukherjee , John Whittaker

Time series shapelets are discriminative subsequences and their similarity to a time series can be used for time series classification. Since the discovery of time series shapelets is costly in terms of time, the applicability on long or…

Machine Learning · Computer Science 2015-03-18 Martin Wistuba , Josif Grabocka , Lars Schmidt-Thieme

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

Multivariate time series classification is a high value and well-known problem in machine learning community. Feature extraction is a main step in classification tasks. Traditional approaches employ hand-crafted features for classification…

Machine Learning · Computer Science 2019-05-07 Omolbanin Yazdanbakhsh , Scott Dick

Time series prediction is an important problem in machine learning. Previous methods for time series prediction did not involve additional information. With a lot of dynamic knowledge graphs available, we can use this additional information…

Machine Learning · Computer Science 2020-07-14 Sankalp Garg , Navodita Sharma , Woojeong Jin , Xiang Ren

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

A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across…

Machine Learning · Computer Science 2017-11-10 Ben D. Fulcher , Nick S. Jones

Causal machine learning (ML) recovers graphical structures that inform us about potential cause-and-effect relationships. Most progress has focused on cross-sectional data with no explicit time order, whereas recovering causal structures…

Machine Learning · Computer Science 2026-05-11 Bruno Petrungaro , Anthony C. Constantinou

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, beyond the inference of a network as a collection of connected dots, offers a crucial functionality in scientific discovery using artificial intelligence. The questions that arise in multiple domains, such as physics,…

Machine Learning · Computer Science 2021-06-03 M. Ali Vosoughi , Axel Wismuller

Time series data are often obtained only within a limited time range due to interruptions during observation process. To classify such partial time series, we need to account for 1) the variable-length data drawn from 2) different…

Machine Learning · Computer Science 2022-07-14 Azusa Sawada , Taiki Miyagawa , Akinori F. Ebihara , Shoji Yachida , Toshinori Hosoi

In this work, we formalize the problem of causal inference over graph-based relational time-series data where each node in the graph has one or more time-series associated to it. We propose causal inference models for this problem that…

Machine Learning · Computer Science 2020-01-27 Ryan Rossi , Somdeb Sarkhel , Nesreen Ahmed

Graph or network representations are an important foundation for data mining and machine learning tasks in relational data. Many tools of network analysis, like centrality measures, information ranking, or cluster detection rest on the…

Social and Information Networks · Computer Science 2022-02-10 Luka V. Petrovic , Ingo Scholtes

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

Can the direction of time and the causal structure of space-time be inferred from operational principles? Causal models and tensor networks offer complementary perspectives: the former encodes cause-effect relations via directed graphs,…

Quantum Physics · Physics 2026-03-16 Carla Ferradini , Giulia Mazzola , V. Vilasini

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang