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A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…

Methodology · Statistics 2020-01-20 Jonas Peters , Stefan Bauer , Niklas Pfister

Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical…

Machine Learning · Computer Science 2024-07-11 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

In modeling multivariate time series for either forecast or policy analysis, it would be beneficial to have figured out the cause-effect relations within the data. Regression analysis, however, is generally for correlation relation, and…

Machine Learning · Statistics 2021-11-23 Xingwei Hu

Scenario-based testing of automated driving functions has become a promising method to reduce time and cost compared to real-world testing. In scenario-based testing automated functions are evaluated in a set of pre-defined scenarios. These…

Computer Vision and Pattern Recognition · Computer Science 2024-04-03 Christoph Glasmacher , Michael Schuldes , Sleiman El Masri , Lutz Eckstein

We study the identification of direct and indirect causes on time series and provide conditions in the presence of latent variables, which we prove to be necessary and sufficient under some graph constraints. Our theoretical results and…

Methodology · Statistics 2020-10-23 Atalanti A. Mastakouri , Bernhard Schölkopf , Dominik Janzing

The abundance of process operating data in modern industries, along with the rapid advancement of learning techniques, has led to a paradigm shift towards data-centric analysis and control. However, integrating machine learning with control…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Yitao Yan , Yu Tong , Jie Bao , Wei Wang

Granger causality is widely used for causal structure discovery in complex systems from multivariate time series data. Traditional Granger causality tests based on linear models often fail to detect even mild non-linear causal…

Machine Learning · Computer Science 2025-10-23 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental…

Methodology · Statistics 2021-08-25 Tom Edinburgh , Stephen J. Eglen , Ari Ercole

Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…

Machine Learning · Statistics 2023-07-19 Chih-Yuan Chiu , Kshitij Kulkarni , Shankar Sastry

Exploratory analysis of time series data can yield a better understanding of complex dynamical systems. Granger causality is a practical framework for analysing interactions in sequential data, applied in a wide range of domains. In this…

Machine Learning · Computer Science 2021-01-20 Ričards Marcinkevičs , Julia E. Vogt

Understanding directed temporal interactions in multivariate time series is essential for interpreting complex dynamical systems and the predictive models trained on them. We present Causal-INSIGHT, a model-agnostic, post-hoc interpretation…

Machine Learning · Computer Science 2026-03-27 Benjamin Redden , Hui Wang , Shuyan Li

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

Causal discovery from time-series data has been a central task in machine learning. Recently, Granger causality inference is gaining momentum due to its good explainability and high compatibility with emerging deep neural networks. However,…

Machine Learning · Computer Science 2023-02-16 Yuxiao Cheng , Runzhao Yang , Tingxiong Xiao , Zongren Li , Jinli Suo , Kunlun He , Qionghai Dai

Much of our experiments are designed to uncover the cause(s) and effect(s) behind a data generating mechanism (i.e., phenomenon) we happen to be interested in. Uncovering such relationships allows us to identify the true working of a…

Machine Learning · Computer Science 2023-07-11 M. Z. Naser

A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used…

Data Analysis, Statistics and Probability · Physics 2015-09-09 Alessandro Montalto , Sebastiano Stramaglia , Luca Faes , Giovanni Tessitore , Roberto Prevete , Daniele Marinazzo

Discovering causal relations among observed variables in a given data set is a major objective in studies of statistics and artificial intelligence. Recently, some techniques to discover a unique causal model have been explored based on…

Machine Learning · Statistics 2014-01-23 Takanori Inazumi , Takashi Washio , Shohei Shimizu , Joe Suzuki , Akihiro Yamamoto , Yoshinobu Kawahara

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

Causal discovery in time-series is a fundamental problem in the machine learning community, enabling causal reasoning and decision-making in complex scenarios. Recently, researchers successfully discover causality by combining neural…

Machine Learning · Computer Science 2023-08-17 Yuxiao Cheng , Lianglong Li , Tingxiong Xiao , Zongren Li , Qin Zhong , Jinli Suo , Kunlun He

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 is a data-driven paradigm for analyzing complex systems, while physics-based models, such as ordinary differential equations (ODEs), provide mechanistic structure for real-world dynamical processes. Integrating these…

Machine Learning · Computer Science 2026-05-21 Jianhong Chen , Naichen Shi , Xubo Yue