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Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations,…

Machine Learning · Computer Science 2023-09-08 Junpeng Lin , Ziyue Li , Zhishuai Li , Lei Bai , Rui Zhao , Chen Zhang

Time series are series of values ordered by time. This kind of data can be found in many real world settings. Classifying time series is a difficult task and an active area of research. This paper investigates the use of transfer learning…

Machine Learning · Computer Science 2019-09-23 Marc Wenninger , Sebastian P. Bayerl , Jochen Schmidt , Korbinian Riedhammer

Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

The causal dependence in data is often characterized by Directed Acyclic Graphical (DAG) models, widely used in many areas. Causal discovery aims to recover the DAG structure using observational data. This paper focuses on causal discovery…

Machine Learning · Computer Science 2024-06-12 Boxin Zhao , Weishi Wang , Dingyuan Zhu , Ziqi Liu , Dong Wang , Zhiqiang Zhang , Jun Zhou , Mladen Kolar

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

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

Detecting anomalies and the corresponding root causes in multivariate time series plays an important role in monitoring the behaviors of various real-world systems, e.g., IT system operations or manufacturing industry. Previous anomaly…

Machine Learning · Computer Science 2022-09-30 Wenzhuo Yang , Kun Zhang , Steven C. H. Hoi

Time-series causal discovery (TSCD) is a fundamental problem of machine learning. However, existing synthetic datasets cannot properly evaluate or predict the algorithms' performance on real data. This study introduces the CausalTime…

Machine Learning · Computer Science 2023-10-04 Yuxiao Cheng , Ziqian Wang , Tingxiong Xiao , Qin Zhong , Jinli Suo , Kunlun He

The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimating Granger causality is essential in order to account for…

Methodology · Statistics 2020-11-04 Angeliki Papana , Elsa Siggiridou , Dimitris Kugiumtzis

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Information Theory · Computer Science 2017-02-09 Jonathan Mei , José M. F. Moura

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

Spatial-temporal graph modeling is an important task to analyze the spatial relations and temporal trends of components in a system. Existing approaches mostly capture the spatial dependency on a fixed graph structure, assuming that the…

Machine Learning · Computer Science 2019-06-04 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Chengqi Zhang

Understanding which parts of a dynamical system cause each other is extremely relevant in fundamental and applied sciences. However, inferring causal links from observational data, namely without direct manipulations of the system, is still…

Data Analysis, Statistics and Probability · Physics 2025-06-27 Matteo Allione , Vittorio Del Tatto , Alessandro Laio

Recently proposed Capsule Network is a brain inspired architecture that brings a new paradigm to deep learning by modelling input domain variations through vector based representations. Despite being a seminal contribution, CapsNet does not…

Computer Vision and Pattern Recognition · Computer Science 2018-10-17 Sameera Ramasinghe , C. D. Athuralya , Salman Khan

This research identifies a gap in weakly-labelled multivariate time-series classification (TSC), where state-of-the-art TSC models do not per-form well. Weakly labelled time-series are time-series containing noise and significant…

Machine Learning · Computer Science 2021-09-20 Surayez Rahman , Chang Wei Tan

Causal inference approaches in systems genetics exploit quantitative trait loci (QTL) genotypes to infer causal relationships among phenotypes. The genetic architecture of each phenotype may be complex, and poorly estimated genetic…

Applications · Statistics 2010-10-08 Elias Chaibub Neto , Mark P. Keller , Alan D. Attie , Brian S. Yandell

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

Graphs are commonly used to represent objects, such as images and text, for pattern classification. In a dynamic world, an object may continuously evolve over time, and so does the graph extracted from the underlying object. These changes…

Data Structures and Algorithms · Computer Science 2017-06-14 Haishuai Wang

Traffic forecasting is an important application of spatiotemporal series prediction. Among different methods, graph neural networks have achieved so far the most promising results, learning relations between graph nodes then becomes a…

Machine Learning · Computer Science 2024-09-05 Ting Gao , Rodrigo Kappes Marques , Lei Yu