提出可评估时间序列因果发现假设风险的框架,避免错误结论。
Causal-Audit: A Framework for Risk Assessment of Assumption Violations in Time-Series Causal Discovery
- 将假设检验转化为风险评分,量化五类假设违反程度
- 在500个生成模型上实现>0.95的AUROC,严重违规时78%选择不推荐
- 适合需要可靠因果推断的研究者,尤其关注数据质量与方法适配
时间序列因果发现方法依赖平稳性、规则采样和有限时序依赖等假设。当这些假设被违反时,结构学习可能产生自信但误导性的因果图而无预警。我们提出Causal-Audit框架,将假设验证形式化为校准的风险评估。该框架计算五个假设类别(平稳性、不规则性、持续性、非线性、混淆代理)的效果量诊断指标,聚合为四个带不确定性区间的校准风险分数,并采用弃权感知决策策略,仅在证据支持时推荐方法(如PCMCI+、基于VAR的格兰杰因果)。半自动诊断阶段也可独立用于单个研究的系统性假设审计。在涵盖10种违反类型的500个数据生成过程合成图谱上的评估显示,风险分数具有良好校准性(AUROC > 0.95),推荐数据集中假阳性降低62%,严重违规情况下78%选择弃权。在21个外部评估(TimeGraph 18类,CausalTime 3域)中,推荐或弃权决策与基准规范完全一致。框架开源可用。
原文摘要 · Abstract (English)
Time-series causal discovery methods rely on assumptions such as stationarity, regular sampling, and bounded temporal dependence. When these assumptions are violated, structure learning can produce confident but misleading causal graphs without warning. We introduce Causal-Audit, a framework that formalizes assumption validation as calibrated risk assessment. The framework computes effect-size diagnostics across five assumption families (stationarity, irregularity, persistence, nonlinearity, and confounding proxies), aggregates them into four calibrated risk scores with uncertainty intervals, and applies an abstention-aware decision policy that recommends methods (e.g., PCMCI+, VAR-based Granger causality) only when evidence supports reliable inference. The semi-automatic diagnostic stage can also be used independently for structured assumption auditing in individual studies. Evaluation on a synthetic atlas of 500 data-generating processes (DGPs) spanning 10 violation families demonstrates well-calibrated risk scores (AUROC > 0.95), a 62% false positive reduction among recommended datasets, and 78% abstention on severe-violation cases. On 21 external evaluations from TimeGraph (18 categories) and CausalTime (3 domains), recommend-or-abstain decisions are consistent with benchmark specifications in all cases. An open-source implementation of our framework is available.
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