arXiv:2407. 09632v3 Announce Type: replace-cross Abstract: We introduce a rigorous mathematical framework for Granger causality in extremes, designed to identify causal links from extreme events in time series.
Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.
arXiv:2501. 02672v4 Announce Type: replace-cross Abstract: Granger causality (GC) is widely used to infer directed relationships in time-series data.
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.
arXiv:2606. 13024v1 Announce Type: cross Abstract: Granger Causal Discovery (GCD) is fundamental for analyzing temporal dependencies in complex systems.
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:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
arXiv:2609.39406v1 Announce Type: new Abstract: Causal AI is a branch of Artificial Intelligence which helps understand and reason about cause and effect relationships, not just patterns or correlati...