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相关论文: CDANs: Temporal Causal Discovery from Autocorrelat…

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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…

机器学习 · 计算机科学 2023-03-07 Muhammad Hasan Ferdous , Uzma Hasan , Md Osman Gani

It is commonplace to encounter heterogeneous or nonstationary data, of which the underlying generating process changes across domains or over time. Such a distribution shift feature presents both challenges and opportunities for causal…

The growing availability and importance of time series data across various domains, including environmental science, epidemiology, and economics, has led to an increasing need for time-series causal discovery methods that can identify the…

机器学习 · 计算机科学 2024-04-03 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

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.…

机器学习 · 计算机科学 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

统计方法学 · 统计学 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli

We present a new method for linear and nonlinear, lagged and contemporaneous constraint-based causal discovery from observational time series in the presence of latent confounders. We show that existing causal discovery methods such as FCI…

统计方法学 · 统计学 2021-02-03 Andreas Gerhardus , Jakob Runge

It is commonplace to encounter nonstationary data, of which the underlying generating process may change over time or across domains. The nonstationarity presents both challenges and opportunities for causal discovery. In this paper we…

人工智能 · 计算机科学 2016-06-21 Kun Zhang , Biwei Huang , Jiji Zhang , Bernhard Schölkopf , Clark Glymour

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…

统计方法学 · 统计学 2026-03-27 Alex Chen , Qing Zhou

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…

统计金融 · 定量金融 2024-06-10 Agathe Sadeghi , Achintya Gopal , Mohammad Fesanghary

Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is…

机器学习 · 计算机科学 2023-08-04 Chang Gong , Di Yao , Chuzhe Zhang , Wenbin Li , Jingping Bi

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…

人工智能 · 计算机科学 2016-07-14 Antti Hyttinen , Sergey Plis , Matti Järvisalo , Frederick Eberhardt , David Danks

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…

机器学习 · 计算机科学 2024-06-25 Sumanth Varambally , Yi-An Ma , Rose Yu

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.…

机器学习 · 计算机科学 2022-02-24 Sindy Löwe , David Madras , Richard Zemel , Max Welling

Causal models seek to unravel the cause-effect relationships among variables from observed data, as opposed to mere mappings among them, as traditional regression models do. This paper introduces a novel causal discovery algorithm designed…

机器学习 · 计算机科学 2024-10-03 Saeed Mohseni-Sehdeh , Walid Saad

Causal discovery, i.e., inferring underlying causal relationships from observational data, is highly challenging for AI systems. In a time series modeling context, traditional causal discovery methods mainly consider constrained scenarios…

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…

统计方法学 · 统计学 2019-12-03 Jakob Runge , Peer Nowack , Marlene Kretschmer , Seth Flaxman , Dino Sejdinovic

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…

机器学习 · 计算机科学 2026-01-26 Rujia Shen , Boran Wang , Chao Zhao , Yi Guan , Jingchi Jiang

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…

人工智能 · 计算机科学 2023-06-02 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

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…

机器学习 · 统计学 2021-04-19 Andrew R. Lawrence , Marcus Kaiser , Rui Sampaio , Maksim Sipos

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…

人工智能 · 计算机科学 2024-03-14 Uzma Hasan , Emam Hossain , Md Osman Gani
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