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Zijian Li1,2,*, Minghao Fu4,2,*, Junxian Huang3, Yifan Shen2, Ruichu Cai3, Yuewen Sun1,2, Guangyi Chen1,2, Kun Zhang1,2

1 Carnegie Mellon University 2 Mohamed bin Zayed University of Artificial Intelligence 3 Guangdong University of Technology 4 University of California, San Diego

Python 3.10PyTorch 2.4.1License CC BY-NC-SA

Motivation

Modeling hierarchical latent dynamics behind time series data is critical for capturing temporal dependencies across multiple levels of abstraction in real-world tasks. However, existing temporal causal representation learning methods fail to capture such dynamics, as they fail to recover the joint distribution of hierarchical latent variables from single-timestep observed variables. Interestingly, we find that the joint distribution of hierarchical latent variables can be uniquely determined using three conditionally independent observations. Building on this insight, we propose a Causally Hierarchical Latent Dynamic (CHiLD) identification framework. The time series generation process with a hierarchical latent causal process as shown in Figure 1.



Figure 1. Illustration of data generation process with hierarchical temporal dynamics that consists of $L$-layer latent variables. The observed variables $\mathbf{x}_t$ are generated by $\mathbf{x}_t=\mathbf{g}(\mathbf{z}_t^1,\epsilon_t^0)$ where $\mathbf{g}$ and $\epsilon_t^0$ denote the nonlinear mixing function and noise, respectively. And $\mathbf{z}_t^l$ are influenced by its time-delayed and hierarchical parents $\mathbf{z}_{t-1}^l$ and $\mathbf{z}_t^{l+1},\,l\leq L-1$ , respectively.

Model

Based on theoretical results, we develop the CHiLD model as shown in Figure 2.



Figure 2. The overall framework of CHiLD, which incorporates contextual Hierarchical encoder (Enc), step-wise decoder (Dec), and hierarchical prior networks.

Requirements

  • Python==3.10
  • torch==2.4.1
  • tqdm==4.64.1
  • einops==0.8.0
  • numpy==1.24.4

Dependencies can be installed using the following command:

pip install -r requirements.txt

Data

We have already put the datasets in the dataset.zip file. Please unzip it before running the code:

unzip dataset.zip
rm dataset.zip # optional

Reproducibility

To easily reproduce the results you can run the following commands:

bash ./scripts/ETT/ETTh1.sh

And we provide explanations for the important parameters:

Parameter nameDescription of parameter
dataThe dataset name.
root_pathThe root path of the data file (defaults to ./dataset/human/).
data_pathThe data file name (defaults to WalkDog_all.npy).
featuresThe forecasting task (defaults to M). This can be set to M,S,MS (M : multivariate predict multivariate, S : univariate predict univariate, MS : multivariate predict univariate).
seq_lenInput sequence length.(defaults to 24).
desExp description.
itrExperiments times.
train_epochsEpochs in train.
layerHierarchical layers of the model.

More parameter information please refer to main.py.

Results

The main results are shown in Table 1.

Table 1.Main results of real-world datasets.


Citation

If you find this repository useful in your research, please consider citing the following papers:

@article{li2025towards,
title={Towards Identifiability of Hierarchical Temporal Causal Representation Learning},
author={Li, Zijian and Fu, Minghao and Huang, Junxian and Shen, Yifan and Cai, Ruichu and Sun, Yuewen and Chen, Guangyi and Zhang, Kun},
journal={arXiv preprint arXiv:2510.18310},
year={2025}
}

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[Neurips 2025] Towards Identifiability of Hierarchical Temporal Causal Representation

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