Nonlinear Causality in Time Series Networks: With Application to Motor Imagery vs Execution
时间序列网络中的非线性因果关系:运动想象与执行应用AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要采用阈值自回归与 Granger 关系分析时间序列;网络指序列连接,未提供微观干扰效应依据。
时间序列网络中的非线性因果关系:运动想象与执行应用AI 解读 ↓
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Causal interactions in time series networks can be dynamic and nonlinear, making it difficult to identify them using conventional linear causality estimations. We propose a novel approach, called Threshold Autoregressive Modeling for Causality (TAR4C), a causality detection approach built on threshold autoregressive (TAR) models, where a potential driver (cause variable) acts both as a predictor and as a trigger (switching threshold) that governs which autoregressive process the target (effect variable) follows. Threshold nonlinearity is conceptualized here to determine causality. The flow of the target is forced to transition between regimes with distinct dynamics when the driver exceeds a data-driven threshold in the past. We propose a two-stage inference procedure: Stage 1 tests for threshold connectivity (TC); Stage 2, conditional on a detected threshold effect, estimates threshold Granger causality (TGC). TAR4C is applied to a multichannel EEG dataset collected from a motor imagery and execution experiment. Delay-dependent directional interactions are observed among channels across different sites of the EEG map. The real-world application demonstrates the usefulness of the proposed approach for determining nonlinear causal connectivity in complex time-series networks, such as brain circuitry. The proposed model-based methodology extends to other complex networks of time series.
DoTime:干预与反事实时间序列的合成基准生成器
Most benchmarks for causal inference over time series are observational, small, or domain-specific, leaving interventional and counterfactual estimation under-served exactly where it matters most, such as in healthcare, policy evaluation, and climate science. We introduce \textbf{DoTime}, an open, scalable, and theoretically grounded generator of multivariate temporal structural causal models (TSCMs) with interventions, released as the \code{dotime} PyPI package together…
交易量、波动率与收益联合动态的结构矩阵自回归模型
This paper proposes a Structural Matrix Autoregressive (SMAR) model for the joint analysis of asset returns, realized volatility, and trading volume in a large-dimensional setting. This framework simultaneously captures dynamic spillovers across financial variables and cross-sectional dependence across assets while preserving a parsimonious parameterization relative to conventional vector autoregressive models. The model is estimated on daily data for the constituents of the…
Summary The synthetic control method (SCM) is widely used for causal inference with panel data, particularly when the number of treated units is small. It relies on the stable unit treatment value assumption, ruling out spillover effects. However, interventions often affect not only treated but also untreated units. This study proposes a novel panel data method that extends the standard SCM to account for spillovers and estimate both treatment and spillover effects. The…
因果基础模型的干预时间序列先验
Prior-data fitted networks (PFNs) have emerged as powerful foundation models for tabular causal inference, yet their extension to time series remains limited by the absence of synthetic data generators that provide interventional targets. Existing time series benchmarks generate observational data with ground-truth causal graphs but lack the interventional data required for training causal foundation models. To address this, we propose \textbf{CausalTimePrior}, a principled…
发现具有空间结构的时间序列之间的因果关系
Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal effects. As interest in causal discovery builds in fields such as ecology, public health, and environmental sciences where data are regularly collected with spatial and temporal structures, approaches must evolve to manage autocorrelation…
Barron–Wiener–Laguerre 模型
We propose a probabilistic extension of Wiener-Laguerre models for causal operator learning. Classical Wiener-Laguerre models parameterize stable linear dynamics using orthonormal Laguerre bases and apply a static nonlinear map to the resulting features. While structurally efficient and interpretable, they provide only deterministic point estimates. We reinterpret the nonlinear component through the lens of Barron function approximation, viewing two-layer networks, random…