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相关论文: Nonlinear Causality in Time Series Networks: With …

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While most classical approaches to Granger causality detection assume linear dynamics, many interactions in real-world applications, like neuroscience and genomics, are inherently nonlinear. In these cases, using linear models may lead to…

机器学习 · 统计学 2021-03-16 Alex Tank , Ian Covert , Nicholas Foti , Ali Shojaie , Emily Fox

Several methods exist to infer causal networks from massive volumes of observational data. However, almost all existing methods require a considerable length of time series data to capture cause and effect relationships. In contrast,…

机器学习 · 统计学 2016-12-22 Abbas Shojaee , Isuru Ranasinghe , Alireza Ani

Can the direction of time and the causal structure of space-time be inferred from operational principles? Causal models and tensor networks offer complementary perspectives: the former encodes cause-effect relations via directed graphs,…

量子物理 · 物理学 2026-03-16 Carla Ferradini , Giulia Mazzola , V. Vilasini

This paper presents a method to identify causal interactions between two time series. The largest eigenvalue follows a Tracy-Widom distribution, derived from a Coulomb gas model. This defines causal interactions as the pushing and pulling…

投资组合管理 · 定量金融 2025-11-19 Alejandro Rodriguez Dominguez , Om Hari Yadav

To represent the causal relationships between variables, a directed acyclic graph (DAG) is widely utilized in many areas, such as social sciences, epidemics, and genetics. Many causal structure learning approaches are developed to learn the…

机器学习 · 统计学 2025-01-14 Jianian Wang , Rui Song

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…

机器学习 · 计算机科学 2025-05-02 Xinlong Zhao , Liying Zhang , Tianbo Zou , Yan Zhang

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

Granger causality, commonly used for inferring causal structures from time series data, has been adopted in widespread applications across various fields due to its intuitive explainability and high compatibility with emerging deep neural…

机器学习 · 计算机科学 2024-06-18 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

In this paper, we analyze the applicability of the Causal Identification algorithm to causal time series graphs with latent confounders. Since these graphs extend over infinitely many time steps, deciding whether causal effects across…

机器学习 · 计算机科学 2025-04-30 Erik Jahn , Karthik Karnik , Leonard J. Schulman

A structural vector autoregressive (SVAR) process is a linear causal model for variables that evolve over a discrete set of time points and between which there may be lagged and instantaneous effects. The qualitative causal structure of an…

统计理论 · 数学 2024-08-19 Nicolas-Domenic Reiter , Jonas Wahl , Andreas Gerhardus , Jakob Runge

Understanding the causal interaction of time series variables can contribute to time series data analysis for many real-world applications, such as climate forecasting and extreme weather alerts. However, causal relationships are difficult…

机器学习 · 计算机科学 2024-08-09 Dongqi Fu , Yada Zhu , Hanghang Tong , Kommy Weldemariam , Onkar Bhardwaj , Jingrui He

Trajectory prediction models in autonomous driving are vulnerable to perturbations from non-causal agents whose actions should not affect the ego-agent's behavior. Such perturbations can lead to incorrect predictions of other agents'…

机器人学 · 计算机科学 2026-05-19 Ehsan Ahmadi , Ray Mercurius , Soheil Alizadeh , Kasra Rezaee , Amir Rasouli

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…

Time series data are found in many areas of healthcare such as medical time series, electronic health records (EHR), measurements of vitals, and wearable devices. Causal discovery, which involves estimating causal relationships from…

机器学习 · 计算机科学 2023-10-18 Muhammad Hasan Ferdous , Uzma Hasan , Md Osman Gani

Our goal is to recover time-delayed latent causal variables and identify their relations from measured temporal data. Estimating causally-related latent variables from observations is particularly challenging as the latent variables are not…

机器学习 · 统计学 2022-02-10 Weiran Yao , Yuewen Sun , Alex Ho , Changyin Sun , Kun Zhang

Temporal link prediction (TLP) models are commonly evaluated based on predictive accuracy, yet such evaluations do not assess whether these models capture the causal mechanisms that govern temporal interactions. In this work, we propose a…

机器学习 · 计算机科学 2026-02-03 Aniq Ur Rahman , Justin P. Coon

Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

机器学习 · 统计学 2016-08-18 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

Recent research has highlighted limitations of studying complex systems with time-varying topologies from the perspective of static, time-aggregated networks. Non-Markovian characteristics resulting from the ordering of interactions in…

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…

机器学习 · 计算机科学 2026-05-01 Huiyang Yi , Xiaojian Shen , Yonggang Wu , Duxin Chen , He Wang , Wenwu Yu

Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may overlook the simultaneous and reciprocal nature of causal interactions observed in real world…

数据分析、统计与概率 · 物理学 2018-10-24 Albert C. Yang , Norden E. Huang , Chung-Kang Peng