I spent an incredibly stimulating day at the AI for Time Series Analysis: Theory, Algorithms, and Applications (AI4TS) workshop (link), diving deep into the cutting edge of time series (TS) modeling.
A central theme that resonated with me across several talks was the growing, yet still evolving, role of causality in TS analysis.
A good and concise summary of the state-of-the-art in TS models, offering a fresh perspective on integrating these models for complex systems.
The concept of Temporal Foundation Models (TSFMs) as the pillar for Perception (as shown in the slides) is a nice one and gives a modular view of TS pipelines.
This talk sat right at the intersection of:
Very much in the spirit of NOTEARS (Zheng et al., 2018) but tailored to temporal structure. This is one of the kinds of direction that connects my own interests in causal modeling and TS.
Dr. Papapetrou touched on counterfactuals in time series, but interestingly, causality itself mostly appeared as “future work,” even though counterfactuals are inherently causal concepts by nature.
Dr. Ying discussed benchmarking TS models, including issues like poor alignment due to missing causal links. From my Pearl-style causality lens, the way causality entered these benchmarks still feels non-causal—or at least not yet explicitly framed in that language.
There are huge opportunities at the intersection of time series modeling and causal reasoning, both in terms of:
Stay tuned for more updates from ICDM 2025!
Tags:
#ICDM2025 #AI4TS #TimeSeries #Causality #DeepLearning #DataScience #FoundationModels