arXiv:2606. 17553v1 Announce Type: new Abstract: Geographic tipping points in ecosystems, climate subsystems, or ice sheets pose severe challenges for localized early warning.
By Zhaoyuan Yu, Zhangyong Liang
arXiv:2501. 02672v4 Announce Type: replace-cross Abstract: Granger causality (GC) is widely used to infer directed relationships in time-series data.
By S. A. Adedayo
The paper presents an ensemble Kalman–Bucy smoother (EnKBS) for continuous‑time data assimilation of nonlinear dynamical systems, reconstructing conditional distributions from ensemble moments without needing tangent‑linear or adjoint models. It demonstrates that EnKBS achieves exact smoothing mean and covariance in the infinite‑ensemble limit for linear‑Gaussian systems and incorporates regularization techniques like covariance localization and inflation for high‑dimensional problems. The method is applied to Bayesian inference of causal relationships in a dyadic trigger‑feedback model and to an iterative learning algorithm that uncovers the structure and hidden parameters of a reduced‑order model of midlatitude atmospheric circulation, all with small ensembles under partial observations.
By Zhang Jiang (University of Wisconsin-Madison), Marios Andreou (University of Wisconsin-Madison), Sebastian Reich (University of Potsdam), Nan Chen (University of Wisconsin-Madison)
arXiv:2602. 13847v5 Announce Type: replace-cross Abstract: A central challenge across science and engineering is to build data-driven reduced-order models of turbulent dynamical systems that reproduce stationary statistics, predict responses to external perturbations, and remain practical for real-world applications.
By Fabrizio Falasca, Laure Zanna
arXiv:2607. 18620v1 Announce Type: cross Abstract: This paper develops temporal-causal unity (TCU), a framework connecting a process-philosophical thesis -- time is the ordered unfolding of causal change -- to an operational model of cognitive and social dynamics.
By Jian Liu, Dong Sun
arXiv:2608. 03715v1 Announce Type: new Abstract: Mean-reverting dynamics are pervasive in finance, and the Cox--Ingersoll--Ross (CIR) process is a standard model for the time series they produce, from short rates to credit default swap (CDS) spreads.
By Andreas Sauter, Sumit Sourabh, Drona Kandhai, Erman Acar
arXiv:2506. 04281v2 Announce Type: replace Abstract: Compound flooding, driven by nonlinear interactions between multiple hydrometeorological factors, poses a significant challenge to hazard prevention.
By Xu Zheng, Chaohao Lin, Sipeng Chen, Zhuomin Chen, Jimeng Shi, Jayantha Obeysekera, Jingchao Ni, Wei Cheng, Jason Liu, Dongsheng Luo
arXiv:2508. 05659v4 Announce Type: replace Abstract: Background: Causal loop diagrams (CLDs) are widely used in health and environmental research to represent hypothesized causal structures underlying complex problems.
By Jeroen F. Uleman, Loes Crielaard, Leonie K. Elsenburg, Guido A. Veldhuis, Naja Hulvej Rod, Rick Quax, V\'itor V. Vasconcelos
The paper presents a hierarchical causal representation learning framework that models both internal climate variability and forced responses in sea surface temperature fields from a global climate model. By training on future climate change scenarios, the method accurately predicts long‑term global mean and regional temperature evolution and reproduces realistic responses to perturbations in greenhouse gas and aerosol concentrations on unseen scenarios. This demonstrates the potential of causal representation learning to improve climate model emulation.
By Shan Zhao, Ilija Trajkovic, Julia Kaltenborn, Yaniv Gurwicz, Peer Nowack, David Rolnick, Julien Boussard
The paper presents RCBNB-MB, a causal discovery algorithm that relaxes the assumption of a single, time‑consistent causal structure in time series. It identifies latent causal regimes—subsets of time points where a stable causal graph holds—and iteratively segments the series to recover both regime transitions and the corresponding causal graphs using Markov blankets. The authors provide theoretical guarantees and demonstrate through simulations and real IT monitoring data that RCBNB-MB outperforms baseline methods in detecting regime changes and their causal structures.
By Lei Zan, Charles K. Assaad, Emilie Devijver, Eric Gaussier
arXiv:2606. 10934v1 Announce Type: new Abstract: A common assumption holds that enough observational and interventional data, given to a strong enough predictor, suffices.
By Fabio Rovai
arXiv:2606. 27599v1 Announce Type: cross Abstract: While many explainable AI (XAI) methods have been proposed, most are not designed for time-series forecasting models and often rely on the implicit assumption that timestamp features are independent.
By Amadeo Tunyi