Forest-weighted non-linear causal inference for high-dimensional and multimodal time series

Abstract

Forecasting and causal inference in complex, non-linear dynamical systems are fundamentally challenging due to noisy and high-dimensional time-series data. While Empirical Dynamic Modeling addresses this via state-space reconstruction in Euclidean space, it suffers from the "curse of dimensionality," distorting distance measurements as dimensions increase. This study proposes Forest-Weighted S-map (FORWS) and Forest-Weighted Causal Inference (FORWC), utilizing adaptive "forest weights" derived from random forest ensembles instead of Euclidean metrics. Using simulated and empirical ecological datasets, I demonstrate that these methods exhibit comparable or improved forecasting skill relative to conventional tools, while offering substantial resilience against dynamic process noise and mitigating the curse of dimensionality. Notably, FORWC enables multimodal causal inference, successfully extracting directed interactions between high-dimensional acoustic vectors and scalar temperature data monitored in a honeybee hive. By bridging chaotic physics with machine learning, this framework accurately extracts intrinsic manifold topology, providing a robust paradigm for uncovering causal networks in complex real-world environments.