Causal discovery in non-stationary time series data is crucial for understanding complex systems but remains challenging due to evolving relationships over time. This paper presents a novel two-stage approach for causal discovery in non-stationary multivariate time series data. The first stage employs a Temporal Attention Forecasting Network (TAFNet), a modified Transformer architecture, to capture complex temporal dependencies and generate informative attention matrices. The second stage utilizes these matrices in an iterative process for Granger causality discovery, refining the predicted causal graph while improving forecasting accuracy. The proposed method addresses the limitations of existing approaches and provides a more complete understanding of causal relationships in non-stationary systems. Extensive experiments demonstrate the method’s superior performance compared to state-of-the-art approaches, particularly in handling non-linear relationships and scaling to high-dimensional data.

Dynamics prediction, which is the problem of predicting future states of scene objects based on current and prior states, is drawing increasing attention as an instance of learning physics. To solve this problem, Region Proposal Convolutional Interaction Network (RPCIN), a vision-based model, was proposed and achieved state-of-the-art performance in long-term prediction. RPCIN only takes raw images and simple object descriptions, such as the bounding box and segmentation mask of each object, as input. However, despite its success, the model’s capability can be compromised under conditions of environment misalignment. In this paper, we investigate two challenging conditions for environment misalignment: Cross-Domain and Cross-Context by proposing four datasets that are designed for these challenges: SimB-Border, SimB-Split, BlenB-Border, and BlenB-Split. The datasets cover two domains and two contexts. Using RPCIN as a probe, experiments conducted on the combinations of the proposed datasets reveal potential weaknesses of the vision-based long-term dynamics prediction model. Furthermore, we propose a promising direction to mitigate the Cross-Domain challenge and provide concrete evidence supporting such a direction, which provides dramatic alleviation of the challenge on the proposed datasets.