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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

This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…

Artificial Intelligence · Computer Science 2016-07-14 Antti Hyttinen , Sergey Plis , Matti Järvisalo , Frederick Eberhardt , David Danks

Learning the dynamic causal structure of time series is a challenging problem. Most existing approaches rely on distributional or structural invariance to uncover underlying causal dynamics, assuming stationary or partially stationary…

Machine Learning · Computer Science 2026-02-27 Dezhi Yang , Qiaoyu Tan , Carlotta Domeniconi , Jun Wang , Lizhen Cui , Guoxian Yu

A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for…

Causal discovery between collections of time-series data can help diagnose causes of symptoms and hopefully prevent faults before they occur. However, reliable causal discovery can be very challenging, especially when the data acquisition…

Machine Learning · Computer Science 2023-01-12 Haonan Chen , Bo Yuan Chang , Mohamed A. Naiel , Georges Younes , Steven Wardell , Stan Kleinikkink , John S. Zelek

Recovering a unique causal graph from observational data is an ill-posed problem because multiple generating mechanisms can lead to the same observational distribution. This problem becomes solvable only by exploiting specific structural or…

Machine Learning · Computer Science 2026-02-09 Ameya Rathod , Sujay Belsare , Salvik Krishna Nautiyal , Dhruv Laad , Ponnurangam Kumaraguru

Causal discovery from time series is a fundamental task in machine learning. However, its widespread adoption is hindered by a reliance on untestable causal assumptions and by the lack of robustness-oriented evaluation in existing…

Machine Learning · Computer Science 2026-05-01 Huiyang Yi , Xiaojian Shen , Yonggang Wu , Duxin Chen , He Wang , Wenwu Yu

Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…

Machine Learning · Computer Science 2025-10-15 Huiyang Yi , Yanyan He , Duxin Chen , Mingyu Kang , He Wang , Wenwu Yu

Going beyond correlations, the understanding and identification of causal relationships in observational time series, an important subfield of Causal Discovery, poses a major challenge. The lack of access to a well-defined ground truth for…

Machine Learning · Statistics 2021-04-19 Andrew R. Lawrence , Marcus Kaiser , Rui Sampaio , Maksim Sipos

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal…

Methodology · Statistics 2026-03-26 Rebecca F. Supple , Hannah Worthington , Ben Swallow

In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…

Machine Learning · Computer Science 2019-08-01 Biwei Huang , Kun Zhang , Mingming Gong , Clark Glymour

Real-world problems, for example in climate applications, often require causal reasoning on spatially gridded time series data or data with comparable structure. While the underlying system is often believed to behave similarly at different…

Machine Learning · Computer Science 2026-02-16 Martin Rabel , Jakob Runge

Inferring causal structures from time series data is the central interest of many scientific inquiries. A major barrier to such inference is the problem of subsampling, i.e., the frequency of measurement is much lower than that of causal…

Machine Learning · Computer Science 2023-12-27 Mingzhou Liu , Xinwei Sun , Lingjing Hu , Yizhou Wang

We consider the problem of causal discovery (structure learning) from heterogeneous observational data. Most existing methods assume a homogeneous sampling scheme, which leads to misleading conclusions when violated in many applications. To…

Methodology · Statistics 2022-02-01 Fangting Zhou , Kejun He , Yang Ni

Causal discovery, the task of inferring causal structure from data, has the potential to uncover mechanistic insights from biological experiments, especially those involving perturbations. However, causal discovery algorithms over larger…

Machine Learning · Computer Science 2025-04-01 Menghua Wu , Yujia Bao , Regina Barzilay , Tommi Jaakkola

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Statistical Finance · Quantitative Finance 2024-06-10 Agathe Sadeghi , Achintya Gopal , Mohammad Fesanghary

Causal discovery from observational data is an important tool in many branches of science. Under certain assumptions it allows scientists to explain phenomena, predict, and make decisions. In the large sample limit, sound and complete…

Machine Learning · Statistics 2021-07-13 Shami Nisimov , Yaniv Gurwicz , Raanan Y. Rohekar , Gal Novik

Causal discovery aims to infer causal relationships among variables from observational data, typically represented by a directed acyclic graph (DAG). Most existing methods assume independent and identically distributed observations, an…

Methodology · Statistics 2026-03-27 Alex Chen , Qing Zhou

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…

Machine Learning · Computer Science 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

The goal of Causal Discovery is to find automated search methods for learning causal structures from observational data. In some cases all variables of the interested causal mechanism are measured, and the task is to predict the effects one…

Machine Learning · Statistics 2024-01-11 Shuyan Wang
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