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Main Authors: Li, Shuo, Xu, Keqin, Liu, Jie, Ye, Dan
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2510.21181
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author Li, Shuo
Xu, Keqin
Liu, Jie
Ye, Dan
author_facet Li, Shuo
Xu, Keqin
Liu, Jie
Ye, Dan
contents Causal relationship discovery has been drawing increasing attention due to its prevalent application. Existing methods rely on human experience, statistical methods, or graphical criteria methods which are error-prone, stuck at the idealized assumption, and rely on a huge amount of data. And there is also a serious data gap in accessing Multivariate time series(MTS) in many areas, adding difficulty in finding their causal relationship. Existing methods are easy to be over-fitting on them. To fill the gap we mentioned above, in this paper, we propose Shylock, a novel method that can work well in both few-shot and normal MTS to find the causal relationship. Shylock can reduce the number of parameters exponentially by using group dilated convolution and a sharing kernel, but still learn a better representation of variables with time delay. By combing the global constraint and the local constraint, Shylock achieves information sharing among networks to help improve the accuracy. To evaluate the performance of Shylock, we also design a data generation method to generate MTS with time delay. We evaluate it on commonly used benchmarks and generated datasets. Extensive experiments show that Shylock outperforms two existing state-of-art methods on both few-shot and normal MTS. We also developed Tcausal, a library for easy use and deployed it on the EarthDataMiner platform
format Preprint
id arxiv_https___arxiv_org_abs_2510_21181
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Shylock: Causal Discovery in Multivariate Time Series based on Hybrid Constraints
Li, Shuo
Xu, Keqin
Liu, Jie
Ye, Dan
Artificial Intelligence
Causal relationship discovery has been drawing increasing attention due to its prevalent application. Existing methods rely on human experience, statistical methods, or graphical criteria methods which are error-prone, stuck at the idealized assumption, and rely on a huge amount of data. And there is also a serious data gap in accessing Multivariate time series(MTS) in many areas, adding difficulty in finding their causal relationship. Existing methods are easy to be over-fitting on them. To fill the gap we mentioned above, in this paper, we propose Shylock, a novel method that can work well in both few-shot and normal MTS to find the causal relationship. Shylock can reduce the number of parameters exponentially by using group dilated convolution and a sharing kernel, but still learn a better representation of variables with time delay. By combing the global constraint and the local constraint, Shylock achieves information sharing among networks to help improve the accuracy. To evaluate the performance of Shylock, we also design a data generation method to generate MTS with time delay. We evaluate it on commonly used benchmarks and generated datasets. Extensive experiments show that Shylock outperforms two existing state-of-art methods on both few-shot and normal MTS. We also developed Tcausal, a library for easy use and deployed it on the EarthDataMiner platform
title Shylock: Causal Discovery in Multivariate Time Series based on Hybrid Constraints
topic Artificial Intelligence
url https://arxiv.org/abs/2510.21181