# TS-CausalNN: Learning Temporal Causal Relations from Non-linear Non-stationary Time Series Data

arXiv: https://arxiv.org/abs/2404.01466 · HTML: https://mlsanity.com/paper/2404.01466/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 14 of its 48 references that are in the map.
- First posted on arXiv 1 Apr 2024.

## Builds on (most cited first, 14 of 14)

- [DAGs with NO TEARS: Continuous Optimization for Structure Learning](https://mlsanity.com/paper/1803.01422/) (2018)
- [Recent Advances in Convolutional Neural Networks](https://mlsanity.com/paper/1512.07108/) (2015)
- [DAG-GNN: DAG Structure Learning with Graph Neural Networks](https://mlsanity.com/paper/1904.10098/) (2019)
- [Detecting causal associations in large nonlinear time series datasets](https://mlsanity.com/paper/1702.07007/) (2017)
- [Learning Sparse Nonparametric DAGs](https://mlsanity.com/paper/1909.13189/) (2019)
- [DYNOTEARS: Structure Learning from Time-Series Data](https://mlsanity.com/paper/2002.00498/) (2020)
- [Causal Discovery from Heterogeneous/Nonstationary Data with Independent Changes](https://mlsanity.com/paper/1903.01672/) (2019)
- [Discovering contemporaneous and lagged causal relations in autocorrelated nonlinear time series datasets](https://mlsanity.com/paper/2003.03685/) (2020)
- [High-recall causal discovery for autocorrelated time series with latent confounders](https://mlsanity.com/paper/2007.01884/) (2020)
- [A Survey on Causal Discovery Methods for I.I.D. and Time Series Data](https://mlsanity.com/paper/2303.15027/) (2023)
- [NTS-NOTEARS: Learning Nonparametric DBNs With Prior Knowledge](https://mlsanity.com/paper/2109.04286/) (2021)
- [Causal Discovery from Conditionally Stationary Time Series](https://mlsanity.com/paper/2110.06257/) (2021)
- [CDANs: Temporal Causal Discovery from Autocorrelated and Non-Stationary Time Series Data](https://mlsanity.com/paper/2302.03246/) (2023)
- [Deep Convolutional Neural Networks for Pairwise Causality](https://mlsanity.com/paper/1701.00597/) (2017)

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

- [DoFlow: Flow-based Generative Models for Interventional and Counterfactual Forecasting on Time Series](https://mlsanity.com/paper/2511.02137/) (2025)

## Abstract (arXiv)

The growing availability and importance of time series data across various domains, including environmental science, epidemiology, and economics, has led to an increasing need for time-series causal discovery methods that can identify the intricate relationships in the non-stationary, non-linear, and often noisy real world data. However, the majority of current time series causal discovery methods assume stationarity and linear relations in data, making them infeasible for the task. Further, the recent deep learning-based methods rely on the traditional causal structure learning approaches making them computationally expensive. In this paper, we propose a Time-Series Causal Neural Network (TS-CausalNN) - a deep learning technique to discover contemporaneous and lagged causal relations simultaneously. Our proposed architecture comprises (i) convolutional blocks comprising parallel custom causal layers, (ii) acyclicity constraint, and (iii) optimization techniques using the augmented Lagrangian approach. In addition to the simple parallel design, an advantage of the proposed model is that it naturally handles the non-stationarity and non-linearity of the data. Through experiments on multiple synthetic and real world datasets, we demonstrate the empirical proficiency of our proposed approach as compared to several state-of-the-art methods. The inferred graphs for the real world dataset are in good agreement with the domain understanding.