arXiv:2607. 28212v1 Announce Type: cross Abstract: Causal discovery in multivariate time series data is challenging due to complex interactions, high dimensionality, and nonlinear dependencies among variables.
arXiv:2605. 26759v2 Announce Type: replace Abstract: Causal discovery from time series is critical for many real-world applications, such as tracing the root causes of anomalies.
arXiv:2606. 13024v1 Announce Type: cross Abstract: Granger Causal Discovery (GCD) is fundamental for analyzing temporal dependencies in complex systems.
arXiv:2606. 17516v1 Announce Type: cross Abstract: Causal discovery from observational data remains challenging due to the need to recover directed structure and latent confounding without interventions.
arXiv:2602. 18662v2 Announce Type: replace Abstract: Causal discovery for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset.
arXiv:2507. 12257v4 Announce Type: replace Abstract: Exploring causal relationships in stochastic time series is a challenging yet crucial task with a vast range of applications, including finance, economics, neuroscience, and climate science.
arXiv:2607. 18226v1 Announce Type: new Abstract: Causal discovery methods have shown strong performance in temporal systems, but they typically rely on regular and discrete lag structures, limiting their applicability to regularly sampled data.
arXiv:2607. 19866v1 Announce Type: new Abstract: Discovering the direct causes and effects of a target variable from observational data is a fundamental problem in causal discovery, with broad applications in domains such as gene regulatory analysis and biomedical research.
Causal discovery methods have shown strong performance in temporal systems, but they typically rely on regular and discrete lag structures, limiting their applicability to regularly sampled data. However, many real-world tasks require dealing with irregularly sampled streams of events, such as sensor streams, healthcare data, and financial transactions.
arXiv:2607. 04133v1 Announce Type: new Abstract: Causal discovery with nonlinear mechanisms and latent confounders remains challenging.
arXiv:2603. 20980v3 Announce Type: replace Abstract: 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 where causal structure is uncertain, evolving, or only indirectly observable.
arXiv:2601. 09776v2 Announce Type: replace Abstract: As black box models and pretrained models gain traction in time series applications, understanding and explaining their predictions becomes increasingly vital, especially in high-stakes domains where interpretability and trust are essential.
arXiv:2501. 02672v4 Announce Type: replace-cross Abstract: Granger causality (GC) is widely used to infer directed relationships in time-series data.