相关论文: Time Series Causal Discovery via Context-Condition…

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…

The extraction of invariant causal relationships from time series data with environmental attributes is critical for robust decision-making in domains such as climate science and environmental monitoring. However, existing methods either…

Causal discovery, the task of inferring causal structure from data, has the potential to uncover mechanistic insights from biological experiments, especially those involving perturbations. However, causal discovery algorithms over larger…

Most neural models of causality assume static causal graphs, failing to capture the dynamic and sparse nature of physical interactions where causal relationships emerge and dissolve over time. We introduce the Causal Process Framework and…

Traffic forecasting is an important application of spatiotemporal series prediction. Among different methods, graph neural networks have achieved so far the most promising results, learning relations between graph nodes then becomes a…

Causal Discovery (CD) is a powerful framework for scientific inquiry. Yet, its practical adoption is hindered by a reliance on strong, often unverifiable assumptions and a lack of robust performance assessment. To address these limitations…

Accurately predicting possible behaviors of traffic participants is an essential capability for autonomous vehicles. Since autonomous vehicles need to navigate in dynamically changing environments, they are expected to make accurate…

Imitation learning enables high-fidelity, vision-based learning of policies within rich, photorealistic environments. However, such techniques often rely on traditional discrete-time neural models and face difficulties in generalizing to…

Learning the unique directed acyclic graph corresponding to an unknown causal model is a challenging task. Methods based on functional causal models can identify a unique graph, but either suffer from the curse of dimensionality or impose…

Machine learning algorithms are designed to capture complex relationships between features. In this context, the high dimensionality of data often results in poor model performance, with the risk of overfitting. Feature selection, the…

Multivariate time series (MTS) classification is foundational to pervasive computing and financial analysis, yet existing multi-scale paradigms are often constrained by suboptimal representation fidelity. We identify two critical…

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…

Causal dynamics models (CDMs) have demonstrated significant potential in addressing various challenges in reinforcement learning. To learn CDMs, recent studies have performed causal discovery to capture the causal dependencies among…

Self-supervised contrastive learning has become a key technique in deep learning, particularly in time series analysis, due to its ability to learn meaningful representations without explicit supervision. Augmentation is a critical…

Video causal reasoning aims to achieve a high-level understanding of videos from a causal perspective. However, it exhibits limitations in its scope, primarily executed in a question-answering paradigm and focusing on brief video segments…

In this article, we describe the algorithms for causal structure learning from time series data that won the Causality 4 Climate competition at the Conference on Neural Information Processing Systems 2019 (NeurIPS). We examine how our…

Detecting anomalies in tabular data is critical for many real-world applications, such as credit card fraud detection. With the rapid advancements in large language models (LLMs), state-of-the-art performance in tabular anomaly detection…

Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal…

This study investigates the application of causal discovery algorithms in equity markets, with a focus on their potential to build investment strategies. An investment strategy was developed based on the causal structures identified by…

Self-supervised learning has been actively studied in time series domain recently, especially for masked reconstruction. Most of these methods follow the "Pre-training + Fine-tuning" paradigm in which a new decoder replaces the pre-trained…