Time series data are a collection of chronological observations which are generated by several domains such as medical and financial fields. Over the years, different tasks such as …
CK Assaad, E Devijver, E Gaussier - Journal of Artificial Intelligence …, 2022 - jair.org
We introduce in this survey the major concepts, models, and algorithms proposed so far to infer causal relations from observational time series, a task usually referred to as causal …
Having insight into the causal associations in a complex system facilitates decision making, eg, for medical treatments, urban infrastructure improvements or financial investments. The …
C Gong, C Zhang, D Yao, J Bi, W Li, YJ Xu - ACM Computing Surveys, 2024 - dl.acm.org
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 …
A Gerhardus, J Runge - Advances in Neural Information …, 2020 - proceedings.neurips.cc
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 …
These are the notes for 36-402, Advanced Data Analysis, at Carnegie Mellon. If you are not enrolled in the class, you should know that it's the methodological capstone of the core …
It is commonplace to encounter nonstationary or heterogeneous data, of which the underlying generating process changes over time or across data sets (the data sets may …
H Li, S Yu, J Principe - Proceedings of the AAAI conference on artificial …, 2023 - ojs.aaai.org
We propose causal recurrent variational autoencoder (CR-VAE), a novel generative model that is able to learn a Granger causal graph from a multivariate time series x and …
J Peters, D Janzing… - Advances in neural …, 2013 - proceedings.neurips.cc
Causal inference uses observational data to infer the causal structure of the data generating system. We study a class of restricted Structural Equation Models for time series that we call …