arXiv:2603.20980cs.LGcs.AI2026-03KDD被引 3

用AI自动发现动态因果关系,让神经网络在结构未知时也能推理因果变化。

From Causal Discovery to Dynamic Causal Inference in Neural Time Series

  • 分两阶段:先用神经网络从时间序列中挖掘稀疏因果图,再基于此图动态估计因果影响。
  • 在多国面板数据上,其推断的因果关系更稳定且符合行为学逻辑,预测能力相当。
  • 适合因果结构不确定的科学领域,如医学、经济或生态研究中的动态系统分析。

时变因果模型为研究动态科学系统提供了强大框架,但多数方法假设因果网络已知,这一假设在真实世界中很少成立,因因果结构常不确定、演化或仅间接可观测。这限制了动态因果推断在科学中的应用。本文提出动态因果网络自回归(DCNAR),一个两阶段神经因果建模框架,整合数据驱动的因果发现与时变因果推断。第一阶段,神经自回归因果发现模型从多变量时间序列中学习稀疏有向因果网络;第二阶段,利用学习到的结构作为结构先验,对时变神经自回归模型进行动态因果影响估计,无需预设网络结构。通过评估因果必要性、时间稳定性及对结构变化的敏感性等行为诊断,而非仅依赖预测准确率,验证了科学有效性。在多国面板时间序列数据上的实验表明,相比系数法或无结构方法,所学因果网络能产生更稳定且行为上合理的动态因果推断,即使预测性能相近。该结果表明,DCNAR可作为在结构不确定性下使用AI进行动态因果推理的通用框架。

原文摘要 · Abstract (English)

Time-varying causal models provide a powerful framework for studying dynamic scientific systems, yet most existing approaches assume that the underlying causal network is known a priori - an assumption rarely satisfied in real-world domains where causal structure is uncertain, evolving, or only indirectly observable. This limits the applicability of dynamic causal inference in many scientific settings. We propose Dynamic Causal Network Autoregression (DCNAR), a two-stage neural causal modeling framework that integrates data-driven causal discovery with time-varying causal inference. In the first stage, a neural autoregressive causal discovery model learns a sparse directed causal network from multivariate time series. In the second stage, this learned structure is used as a structural prior for a time-varying neural network autoregression, enabling dynamic estimation of causal influence without requiring pre-specified network structure. We evaluate the scientific validity of DCNAR using behavioral diagnostics that assess causal necessity, temporal stability, and sensitivity to structural change, rather than predictive accuracy alone. Experiments on multi-country panel time-series data demonstrate that learned causal networks yield more stable and behaviorally meaningful dynamic causal inferences than coefficient-based or structure-free alternatives, even when forecasting performance is comparable. These results position DCNAR as a general framework for using AI as a scientific instrument for dynamic causal reasoning under structural uncertainty.

因果推断时间序列神经网络动态建模

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