构建了包含真实时间特性的真实因果发现测试集
TimeGraph: Synthetic Benchmark Datasets for Robust Time-Series Causal Discovery
- 生成含趋势、周期、噪声异质性的合成时间序列数据
- 提供带与不带隐藏混杂因素的两种版本,覆盖真实复杂性
- 支持主流算法公平评估,推动可复现研究
时间序列因果发现的鲁棒性依赖于具备已知因果关系的真实基准数据集。然而此类数据仍稀缺,现有合成数据常忽略现实数据中的关键时间特性,如由趋势和季节性引起的非平稳性、采样间隔不规则以及未观测混杂因子的存在。为此,我们提出TimeGraph,一套全面的合成时间序列基准数据集,系统性地融合线性和非线性依赖关系,并建模趋势、季节效应及异质噪声模式。每个数据集均配有完整指定的因果图,具有不同密度和多样噪声分布,提供含与不含未观测混杂因子的两个版本,兼顾现实复杂性与方法中立性。我们通过系统评估PCMCI+、LPCMCI、FGES等前沿因果发现算法在多种配置与指标下的表现,揭示算法在真实时间条件下的性能显著差异,凸显可靠合成基准对公平透明评估的重要性。完整TimeGraph套件(含生成脚本、评估指标与推荐实验协议)免费开放,以促进可复现研究和社区协作推进。
原文摘要 · Abstract (English)
Robust causal discovery in time series datasets depends on reliable benchmark datasets with known ground-truth causal relationships. However, such datasets remain scarce, and existing synthetic alternatives often overlook critical temporal properties inherent in real-world data, including nonstationarity driven by trends and seasonality, irregular sampling intervals, and the presence of unobserved confounders. To address these challenges, we introduce TimeGraph, a comprehensive suite of synthetic time-series benchmark datasets that systematically incorporates both linear and nonlinear dependencies while modeling key temporal characteristics such as trends, seasonal effects, and heterogeneous noise patterns. Each dataset is accompanied by a fully specified causal graph featuring varying densities and diverse noise distributions and is provided in two versions: one including unobserved confounders and one without, thereby offering extensive coverage of real-world complexity while preserving methodological neutrality. We further demonstrate the utility of TimeGraph through systematic evaluations of state-of-the-art causal discovery algorithms including PCMCI+, LPCMCI, and FGES across a diverse array of configurations and metrics. Our experiments reveal significant variations in algorithmic performance under realistic temporal conditions, underscoring the need for robust synthetic benchmarks in the fair and transparent assessment of causal discovery methods. The complete TimeGraph suite, including dataset generation scripts, evaluation metrics, and recommended experimental protocols, is freely available to facilitate reproducible research and foster community-driven advancements in time-series causal discovery.
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