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We investigate the problem of inferring the causal predictors of a response $Y$ from a set of $d$ explanatory variables $(X^1,\dots,X^d)$. Classical ordinary least squares regression includes all predictors that reduce the variance of $Y$.…

Statistics Theory · Mathematics 2018-05-29 Niklas Pfister , Peter Bühlmann , Jonas Peters

Against the backdrop of ongoing carbon peaking and carbon neutrality goals, accurate prediction of enterprise carbon emission trends constitutes an essential foundation for energy structure optimization and low-carbon transformation…

Machine Learning · Computer Science 2026-02-03 Zitao Hong , Zhen Peng , Xueping Liu

Identifying causal relationships from observational time series data is a key problem in disciplines such as climate science or neuroscience, where experiments are often not possible. Data-driven causal inference is challenging since…

Methodology · Statistics 2019-12-03 Jakob Runge , Peer Nowack , Marlene Kretschmer , Seth Flaxman , Dino Sejdinovic

Causal representation learning is the task of identifying the underlying causal variables and their relations from high-dimensional observations, such as images. Recent work has shown that one can reconstruct the causal variables from…

Machine Learning · Computer Science 2023-03-09 Phillip Lippe , Sara Magliacane , Sindy Löwe , Yuki M. Asano , Taco Cohen , Efstratios Gavves

Time-varying causal models provide a powerful framework for studying dynamic scientific systems, yet most existing approaches assume that the underlying causal network is known a priori - an assumption rarely satisfied in real-world domains…

Machine Learning · Computer Science 2026-05-28 Dmitry Zaytsev , Valentina Kuskova , Michael Coppedge

The World Wide Web thrives on intelligent services that rely on accurate time series classification, which has recently witnessed significant progress driven by advances in deep learning. However, existing studies face challenges in domain…

Machine Learning · Computer Science 2026-01-16 Zhipeng Liu , Peibo Duan , Xuan Tang , Haodong Jing , Mingyang Geng , Yongsheng Huang , Jialu Xu , Bin Zhang , Binwu Wang

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

Given an extensive, semi-infinite collection of multivariate coevolving data sequences (e.g., sensor/web activity streams) whose observations influence each other, how can we discover the time-changing cause-and-effect relationships in…

Machine Learning · Computer Science 2026-02-19 Naoki Chihara , Yasuko Matsubara , Ren Fujiwara , Yasushi Sakurai

Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and…

Machine Learning · Computer Science 2022-10-27 Wenbo Gong , Joel Jennings , Cheng Zhang , Nick Pawlowski

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

Causality inference is prone to spurious causal interactions, due to the substantial confounders in a complex system. While many existing methods based on the statistical methods or dynamical methods attempt to address misidentification…

Machine Learning · Computer Science 2024-08-13 Jinling Yan , Shao-Wu Zhang , Chihao Zhang , Weitian Huang , Jifan Shi , Luonan Chen

The imputation of missing values in time series has many applications in healthcare and finance. While autoregressive models are natural candidates for time series imputation, score-based diffusion models have recently outperformed existing…

Machine Learning · Computer Science 2021-10-28 Yusuke Tashiro , Jiaming Song , Yang Song , Stefano Ermon

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

From ancient philosophers to modern economists, biologists, and other researchers, there has been a continuous effort to unveil causal relations. The most formidable challenge lies in deducing the nature of the causal relationship: whether…

Discovering causal relationships from observational data is a fundamental yet challenging task. Invariant causal prediction (ICP, Peters et al., 2016) is a method for causal feature selection which requires data from heterogeneous settings…

Methodology · Statistics 2024-09-06 Lucas Kook , Sorawit Saengkyongam , Anton Rask Lundborg , Torsten Hothorn , Jonas Peters

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

Conventional temporal causal discovery (CD) methods suffer from high dimensionality, fail to identify lagged causal relationships, and often ignore dynamics in relations. In this study, we present a novel constraint-based CD approach for…

Machine Learning · Computer Science 2023-03-07 Muhammad Hasan Ferdous , Uzma Hasan , Md Osman Gani

Causal discovery from time series is critical for many real-world applications, such as tracing the root causes of anomalies. Existing approaches typically rely on dataset-specific optimization, making it difficult to transfer their causal…

Machine Learning · Computer Science 2026-05-27 Biao Ouyang , Tengxue Zhang , Zhihao Zhuang , Yang Shu , Chenjuan Guo , Bin Yang

We describe a novel method for modeling non-stationary multivariate time series, with time-varying conditional dependencies represented through dynamic networks. Our proposed approach combines traditional multi-scale modeling and network…

Methodology · Statistics 2017-12-25 Xinyu Kang , Apratim Ganguly , Eric D. Kolaczyk

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf