Caformer: Rethinking Time Series Analysis from Causal Perspective

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 (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) 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.

Causal reasoning in typical computer vision tasks

Deep learning has revolutionized the field of artificial intelligence. Based on the statistical correlations uncovered by deep learning-based methods, computer vision has contributed to tremendous growth in areas like autonomous driving and robotics. Despite being the basis of deep learning, such correlation is not stable and is susceptible to uncontrolled factors. In the absence of the guidance of prior knowledge, statistical correlations can easily turn into spurious correlations and cause confounders. As a result, researchers are now trying to enhance deep learning methods with causal theory. Causal theory models the intrinsic causal structure unaffected by data bias and is effective in avoiding spurious correlations. This paper aims to comprehensively review the existing causal methods in typical vision and vision-language tasks such as semantic segmentation, object detection, and image captioning. The advantages of causality and the approaches for building causal paradigms will be summarized. Future roadmaps are also proposed, including facilitating the development of causal theory and its application in other complex scenes and systems.