# Caformer: Rethinking Time Series Analysis from Causal Perspective

arXiv: https://arxiv.org/abs/2403.08572 · HTML: https://mlsanity.com/paper/2403.08572/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 25 of its 40 references that are in the map.
- First posted on arXiv 13 Mar 2024.

## Builds on (most cited first, 25 of 25)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding](https://mlsanity.com/paper/1802.04431/) (2018)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)
- [Causal Intervention for Weakly-Supervised Semantic Segmentation](https://mlsanity.com/paper/2009.12547/) (2020)
- [Recurrent Independent Mechanisms](https://mlsanity.com/paper/1909.10893/) (2019)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [ETSformer: Exponential Smoothing Transformers for Time-series Forecasting](https://mlsanity.com/paper/2202.01381/) (2022)
- [TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2306.09364/) (2023)
- [Amortized Causal Discovery: Learning to Infer Causal Graphs from Time-Series Data](https://mlsanity.com/paper/2006.10833/) (2020)
- [Gated Transformer Networks for Multivariate Time Series Classification](https://mlsanity.com/paper/2103.14438/) (2021)
- [CEBaB: Estimating the Causal Effects of Real-World Concepts on NLP Model Behavior](https://mlsanity.com/paper/2205.14140/) (2022)
- [Relating Graph Neural Networks to Structural Causal Models](https://mlsanity.com/paper/2109.04173/) (2021)
- [Reservoir computing approaches for representation and classification of multivariate time series](https://mlsanity.com/paper/1803.07870/) (2018)
- [TraverseNet: Unifying Space and Time in Message Passing for Traffic Forecasting](https://mlsanity.com/paper/2109.02474/) (2021)
- [From Continual Learning to Causal Discovery in Robotics](https://mlsanity.com/paper/2301.03886/) (2023)

## Built on by (most cited first, 1 of 1)

- [DRAN: A Distribution and Relation Adaptive Network for Spatio-temporal Forecasting](https://mlsanity.com/paper/2504.01531/) (2025)

## Abstract (arXiv)

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (underlineCausal Transunderlineformer) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.