相关论文: Inferring directed spectral information flow betwe…

It is a challenging research endeavor to infer causal relationships in multivariate observational time-series. Such data may be represented by graphs, where nodes represent time-series, and edges directed causal influence scores between…

Canonical correlation analysis (CCA) has been one of the most popular methods for frequency recognition in steady-state visual evoked potential (SSVEP)-based brain-computer interfaces (BCIs). Despite its efficiency, a potential problem is…

While Classifier-Free Guidance (CFG) has become standard for improving sample fidelity in conditional diffusion models, it can harm diversity and induce memorization by applying constant guidance regardless of whether a particular sample…

A brain-computer interface (BCI) facilitates direct communication between the brain and external equipment through EEG, which is preferred for its superior temporal resolution. Among EEG techniques, the steady-state visual evoked potential…

Identifying network Granger causality in large vector autoregressive (VAR) models enhances explanatory power by capturing complex dependencies among variables. This study proposes a methodology that explores latent community structures to…

Graph topology inference of network processes with co-evolving and interacting time-series is crucial for network studies. Vector autoregressive models (VAR) are popular approaches for topology inference of directed graphs; however, in…

Fourier analysis has been an instrumental tool in the development of signal processing. This leads us to wonder whether this framework could similarly benefit generative modelling. In this paper, we explore this question through the scope…

Financial spillovers in interconnected systems, such as global banking networks, require tools that capture temporal and frequency dynamics, while incorporating the underlying network topology. While current network time series models are…

Granger causal inference is a contentious but widespread method used in fields ranging from economics to neuroscience. The original definition addresses the notion of causality in time series by establishing functional dependence…

We investigate the stochastic behavior of the single-trajectory spectral density $S(\omega,\mathcal{T})$ of several Gaussian stochastic processes, i.e., Brownian motion, the Ornstein-Uhlenbeck process, the Brownian gyrator model and…

The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimating Granger causality is essential in order to account for…

Multivariate time series data typically comprises two distinct modalities: variable semantics and sampled numerical observations. Traditional time series models treat variables as anonymous statistical signals, overlooking the rich semantic…

Differential Granger causality, that is understanding how Granger causal relations differ between two related time series, is of interest in many scientific applications. Modeling each time series by a vector autoregressive (VAR) model, we…

In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random…

Granger causal modeling is an emerging topic that can uncover Granger causal relationship behind multivariate time series data. In many real-world systems, it is common to encounter a large amount of multivariate time series data collected…

Canonical correlation analysis (CCA) is a widely used technique for estimating associations between two sets of multi-dimensional variables. Recent advancements in CCA methods have expanded their application to decipher the interactions of…

We develop a new VAR model for structural analysis with mixed-frequency data. The MIDAS-SVAR model allows to identify structural dynamic links exploiting the information contained in variables sampled at different frequencies. It also…

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

Pre-training on time series poses a unique challenge due to the potential mismatch between pre-training and target domains, such as shifts in temporal dynamics, fast-evolving trends, and long-range and short-cyclic effects, which can lead…

Temporal causal analysis means understanding the underlying causes behind observed variables over time. Deep learning based methods such as transformers are increasingly used to capture temporal dynamics and causal relationships beyond mere…