Resilient Concurrent Causal Discovery for Topological Event Sequences

Causal discovery on topological event sequences is crucial for ensuring the reliability of networks. However, existing methods struggle to capture the complex causal relationships arising from concurrent events and lack robustness to incomplete event sequences. To address these issues, we propose a resilient concurrent causal discovery method, termed RCCD, enabling robust learning of causal graphs from topological event sequences. Specifically, we first introduce an influence-aware hyperedge causal attention mechanism, which incorporates event duration into the embedding representation, aggregates concurrent event features via hyperedge causal convolution, and injects network prior knowledge to capture the complex many-to-one causal interactions. Furthermore, we design a masked-based alternating causal optimization framework, which forces the model to recover masked event types based on context through self-supervised mask reconstruction, thereby enhancing the resilience of the predictor to missing data. To validate the effectiveness of our method, we conduct extensive experiments on both simulated and real-world telecommunication network datasets. Experimental results demonstrate that the proposed method significantly outperforms existing state-of-the-art methods in both accuracy and robustness, making it more suitable for real-world telecommunication network environments.

Estimating Mutual Information between Time Series and Temporal Event Sequences Across Diverse Analysis Tasks

Pairwise dependence measures such as correlation and causality are fundamental to temporal data mining, yet there is still no principled and robust way to quantify dependence between heterogeneous data types, especially between continuous time series and discrete temporal event sequences. Existing approaches rely on ad hoc transformations or mutual-information estimators that are highly sensitive to quantization, repeated values, and event redundancy, leading to biased or unstable results in practice. We propose a nonparametric mutual information estimator that directly measures the dependence between time series and event sequences without data transformation, learning, or ad hoc discretization. Our method models the continuous-discrete duality of real-world time series to handle quantization and repeated-value artifacts and introduces a latent event clustering strategy to mitigate bias from event co-occurrence and redundancy. Together, these yield a robust and unified framework that bridges discrete and continuous mutual information. We evaluate the proposed estimator on four representative tasks: discrete-continuous time-delayed mutual information for causality analysis, global and local temporal repetition discovery, discrete covariate selection for time series forecasting, and continuous feature selection for classification. Experiments on synthetic and real-world datasets show consistent improvements over existing methods in accuracy, robustness, and interpretability, positioning our approach as a general-purpose dependence operator for heterogeneous temporal data, similar to Pearson correlation for homogeneous time series. Code available at: https://github.com/HaojiHu/Multimodal-Temporal-Data-Quantification