A Causal DAG Prior for Synthetic Time-Series Classification Datasets

Franco Martino O'Rourke; Ana Trisovic; Dimitris Bertsimas

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arXiv · 2606.21776

A Causal DAG Prior for Synthetic Time-Series Classification Datasets

Franco Martino O'Rourke·Ana Trisovic·Dimitris Bertsimas

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Abstract

A Prior-data fitted Network learns the posterior predictive induced by its training prior; bringing this paradigm to multivariate time-series classification therefore calls for a synthetic generator that produces complete labelled datasets with temporal structure. We introduce a causal prior that synthesizes each dataset from a randomly sampled DAG over typed nodes across two modalities (tabular attributes and time series), natively producing multivariate, multi-class TSC datasets with cross-modal causal structure across channels, timesteps and labels, a regime not addressed by existing synthetic priors. To validate the prior, we finetune TabPFN v2.5 with minimal adaptations and evaluate on 75 UCR/UEA datasets within TabPFN's operating regime. Finetuning on our generator significantly outperforms both the unmodified upstream model and a tabular-only ablation of the same prior (Wilcoxon signed-rank $p=3.0\times 10^{-8}$ on ROC-AUC), isolating the contribution of the cross-modal temporal structure.

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Franco Martino O'Rourke, Ana Trisovic, Dimitris Bertsimas. 2026-06-19. A Causal DAG Prior for Synthetic Time-Series Classification Datasets. https://arxiv.org/abs/2606.21776

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