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Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

Machine Learning · Computer Science 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

Systematic generalization aims to evaluate reasoning about novel combinations from known components, an intrinsic property of human cognition. In this work, we study systematic generalization of NNs in forecasting future time series of…

Machine Learning · Computer Science 2021-03-09 Hritik Bansal , Gantavya Bhatt , Pankaj Malhotra , Prathosh A. P

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

We propose a nonparametric and time-varying directed information graph (TV-DIG) framework to estimate the evolving causal structure in time series networks, thereby addressing the limitations of traditional econometric models in capturing…

Econometrics · Economics 2023-12-29 Jalal Etesami , Ali Habibnia , Negar Kiyavash

Understanding teleconnections of large-scale modes of climate variability is relevant for seasonal predictability and support a dynamical understanding of climatic changes. While numerical model experiments are the most common approach for…

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Discovering temporal lagged and inter-dependencies in multivariate time series data is an important task. However, in many real-world applications, such as commercial cloud management, manufacturing predictive maintenance, and portfolios…

Machine Learning · Computer Science 2018-12-12 Xuan-Hong Dang , Syed Yousaf Shah , Petros Zerfos

Although most transformer-based time series forecasting models primarily depend on endogenous inputs, recent state-of-the-art approaches have significantly improved performance by incorporating external information through exogenous inputs.…

Machine Learning · Computer Science 2025-07-09 Mustafa Kamal , Niyaz Bin Hashem , Robin Krambroeckers , Nabeel Mohammed , Shafin Rahman

Learning directed acyclic graphs (DAGs) to identify causal relations underlying observational data is crucial but also poses significant challenges. Recently, topology-based methods have emerged as a two-step approach to discovering DAGs by…

Machine Learning · Computer Science 2023-08-17 Anpeng Wu , Haoxuan Li , Kun Kuang , Keli Zhang , Fei Wu

Directed Acyclic Graphical (DAG) models efficiently formulate causal relationships in complex systems. Traditional DAGs assume nodes to be scalar variables, characterizing complex systems under a facile and oversimplified form. This paper…

Methodology · Statistics 2024-04-23 Tian Lan , Ziyue Li , Junpeng Lin , Zhishuai Li , Lei Bai , Man Li , Fugee Tsung , Rui Zhao , Chen Zhang

Multivariate time series forecasting has long received significant attention in real-world applications, such as energy consumption and traffic prediction. While recent methods demonstrate good forecasting abilities, they have three…

Machine Learning · Computer Science 2022-11-24 Ming Jin , Yu Zheng , Yuan-Fang Li , Siheng Chen , Bin Yang , Shirui Pan

Estimating the structure of directed acyclic graphs (DAGs) from observational data remains a significant challenge in machine learning. Most research in this area concentrates on learning a single DAG for the entire population. This paper…

Machine Learning · Statistics 2024-02-21 Ryan Thompson , Edwin V. Bonilla , Robert Kohn

Directed acyclic graphs (DAGs) serve as crucial data representations in domains such as hardware synthesis and compiler/program optimization for computing systems. DAG generative models facilitate the creation of synthetic DAGs, which can…

Machine Learning · Computer Science 2025-03-04 Mufei Li , Viraj Shitole , Eli Chien , Changhai Man , Zhaodong Wang , Srinivas Sridharan , Ying Zhang , Tushar Krishna , Pan Li

The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…

Machine Learning · Computer Science 2024-04-09 Hengyu Ye , Jiadong Chen , Shijin Gong , Fuxin Jiang , Tieying Zhang , Jianjun Chen , Xiaofeng Gao

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…

Machine Learning · Computer Science 2026-02-16 Xingyu Zhang , Hanyun Du , Zeen Song , Siyu Zhao , Changwen Zheng , Wenwen Qiang

Directed acyclic graph (DAG) has been widely employed to represent directional relationships among a set of collected nodes. Yet, the available data in one single study is often limited for accurate DAG reconstruction, whereas heterogeneous…

Machine Learning · Statistics 2023-10-17 Mingyang Ren , Xin He , Junhui Wang

Accurate forecasting of the grid carbon intensity factor (CIF) is critical for enabling demand-side management and reducing emissions in modern electricity systems. Leveraging multiple interrelated time series, CIF prediction is typically…

Machine Learning · Computer Science 2026-01-13 Bowen Zhang , Hongda Tian , Adam Berry , A. Craig Roussac

We establish a new framework for statistical estimation of directed acyclic graphs (DAGs) when data are generated from a linear, possibly non-Gaussian structural equation model. Our framework consists of two parts: (1) inferring the…

Machine Learning · Statistics 2013-11-15 Po-Ling Loh , Peter Bühlmann

Air pollution and carbon emissions caused by modern transportation are closely related to global climate change. With the help of next-generation information technology such as Internet of Things (IoT) and Artificial Intelligence (AI),…

Machine Learning · Computer Science 2022-10-03 Wei Zhao , Shiqi Zhang , Bing Zhou , Bei Wang