arXiv:2510.19138cs.LGcs.AI2025-10被引 2

提出InvarGC方法,在未知干预目标下识别时间序列的稳定因果关系。

InvarGC: Invariant Granger Causality for Heterogeneous Interventional Time Series under Latent Confounding

  • 利用跨环境异质性检测因果关系,缓解潜在混杂影响
  • 无需预先知道干预目标,可区分受干预与未受干预的数据片段
  • 适用于真实世界中环境异构、干预未知的时间序列分析

格兰杰因果关系广泛用于从多变量时间序列数据中发现复杂系统中的因果结构。传统基于线性模型的格兰杰因果检验常无法检测轻微非线性因果关系。近年来许多研究探索非线性格兰杰因果方法,性能有所提升。然而这些方法通常依赖两个关键假设:因果充分性(无潜在混杂因子)和已知干预目标。潜在混杂因子的存在会引入虚假相关性。此外,现实世界的时间序列数据通常来自异构环境,且缺乏干预信息。因此,实践中难以区分受干预与未受干预的环境,更难确定具体变量或时间点是否被影响。为解决上述挑战,我们提出不变格兰杰因果(InvarGC),利用跨环境异质性来缓解潜在混杂影响,并以边级粒度区分受干预与未受干预的环境,从而恢复不变的因果关系。同时建立了在该条件下的可识别性理论。在合成与真实数据集上的大量实验表明,本方法性能优于现有最先进方法。

原文摘要 · Abstract (English)

Granger causality is widely used for causal structure discovery in complex systems from multivariate time series data. Traditional Granger causality tests based on linear models often fail to detect even mild non-linear causal relationships. Therefore, numerous recent studies have investigated non-linear Granger causality methods, achieving improved performance. However, these methods often rely on two key assumptions: causal sufficiency and known interventional targets. Causal sufficiency assumes the absence of latent confounders, yet their presence can introduce spurious correlations. Moreover, real-world time series data usually come from heterogeneous environments, without prior knowledge of interventions. Therefore, in practice, it is difficult to distinguish intervened environments from non-intervened ones, and even harder to identify which variables or timesteps are affected. To address these challenges, we propose Invariant Granger Causality (InvarGC), which leverages cross-environment heterogeneity to mitigate the effects of latent confounding and to distinguish intervened from non-intervened environments with edge-level granularity, thereby recovering invariant causal relations. In addition, we establish the identifiability under these conditions. Extensive experiments on both synthetic and real-world datasets demonstrate the competitive performance of our approach compared to state-of-the-art methods.

因果推断时间序列非线性不变性

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