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The widespread availability of complex time series data in various domains such as environmental science, epidemiology, and economics demands robust causal discovery methods that can identify intricate contemporaneous and lagged…

Machine Learning · Computer Science 2026-05-12 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

Causal discovery from time series data encompasses many existing solutions, including those based on deep learning techniques. However, these methods typically do not endorse one of the most prevalent paradigms in deep learning: End-to-end…

Machine Learning · Computer Science 2024-02-15 Gideon Stein , Maha Shadaydeh , Joachim Denzler

Discovering causal relationships from time series data is significant in fields such as finance, climate science, and neuroscience. However, contemporary techniques rely on the simplifying assumption that data originates from the same…

Machine Learning · Computer Science 2024-06-25 Sumanth Varambally , Yi-An Ma , Rose Yu

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

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

In the field of Artificial Intelligence for Information Technology Operations, causal discovery is pivotal for operation and maintenance of graph construction, facilitating downstream industrial tasks such as root cause analysis. Temporal…

Artificial Intelligence · Computer Science 2024-05-28 Peiwen Li , Xin Wang , Zeyang Zhang , Yuan Meng , Fang Shen , Yue Li , Jialong Wang , Yang Li , Wenweu Zhu

With the increasing need of personalised decision making, such as personalised medicine and online recommendations, a growing attention has been paid to the discovery of the context and heterogeneity of causal relationships. Most existing…

Artificial Intelligence · Computer Science 2018-08-21 Saisai Ma , Jiuyong Li , Lin Liu , Thuc Duy Le

Causal discovery from time series data is a typical problem setting across the sciences. Often, multiple datasets of the same system variables are available, for instance, time series of river runoff from different catchments. The local…

Methodology · Statistics 2023-06-23 Wiebke Günther , Urmi Ninad , Jakob Runge

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 for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset. Such an approach limits the potential of multi-dataset pretraining.…

On time-series data, most causal discovery methods fit a new model whenever they encounter samples from a new underlying causal graph. However, these samples often share relevant information which is lost when following this approach.…

Machine Learning · Computer Science 2022-02-24 Sindy Löwe , David Madras , Richard Zemel , Max Welling

This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…

Machine Learning · Computer Science 2026-05-12 Weihong Li , Baohong Li , Anpeng Wu , Zhihan Li , Ming Ma , Keting Yin , Kun Kuang

The ability to understand causality from data is one of the major milestones of human-level intelligence. Causal Discovery (CD) algorithms can identify the cause-effect relationships among the variables of a system from related…

Artificial Intelligence · Computer Science 2024-03-14 Uzma Hasan , Emam Hossain , Md Osman Gani

Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…

Machine Learning · Computer Science 2025-07-15 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

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

Causal discovery (CD) from time-varying data is important in neuroscience, medicine, and machine learning. Techniques for CD encompass randomized experiments, which are generally unbiased but expensive, and algorithms such as Granger…

Machine Learning · Computer Science 2023-10-11 Xinyue Wang , Konrad Paul Kording

Time series anomaly detection (TSAD) is a critical task, but developing models that generalize to unseen data in a zero-shot manner remains a major challenge. Prevailing foundation models for TSAD predominantly rely on reconstruction-based…

Machine Learning · Computer Science 2026-05-29 Tian Lan , Hao Duong Le , Jinbo Li , Wenjun He , Meng Wang , Chenghao Liu , Chen Zhang

Discovering causal relationships in complex multivariate time series is a fundamental scientific challenge. Traditional methods often falter, either by relying on restrictive linear assumptions or on conditional independence tests that…

Machine Learning · Computer Science 2025-08-05 Gian Marco Paldino , Gianluca Bontempi

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

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
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