提出TTCD框架,从非平稳时间序列中自动发现因果关系。
TTCD:Transformer Integrated Temporal Causal Discovery from Non-Stationary Time Series Data

- 用时频注意力+动态非平稳性分析学习特征
- 通过重构引导的信号提炼,提升因果信号质量
- 无需强假设,适合真实复杂数据,适合科研与工业场景
环境科学、流行病学和经济学等领域广泛存在复杂的非平稳、非线性、噪声时间序列数据,亟需鲁棒的因果发现方法以识别同时性和滞后性因果关系。现有基于约束的方法依赖条件独立检验,在小样本和复杂分布下性能下降;基于评分的方法则施加强统计假设。近期方法虽解决如突变点检测或分布漂移等特例,但缺乏统一方案。本文提出Transformer集成时间因果发现(TTCD)框架,一种端到端方法,可从非平稳时间序列中学习同时性和滞后性因果关系。TTCD引入非平稳特征学习器,融合时域与频域注意力及动态非平稳性建模,并设计定制因果结构学习器。核心创新在于重建引导的因果信号提炼机制:通过Transformer解码器的重构过程提取关键因果信号,抑制噪声与虚假相关,保留有效依赖。因果结构学习器在提炼后的重构信号上推断底层因果图,不依赖噪声分布或生成过程的严格假设。在合成数据、基准数据集和真实数据上的实验表明,TTCD在准确率与与领域知识一致性方面持续优于最先进基线,验证了其在真实复杂场景下的有效性。
原文摘要 · Abstract (English)
The widespread availability of complex time series data in various domains such as environmental science, epidemiology, and economics demands robust causal discovery methods that can identify intricate contemporaneous and lagged relationships in non-stationary, nonlinear, and noisy settings. Existing constraint-based methods often rely heavily on conditional independence tests that degrade for limited data samples and complex distributions, while score-based methods impose strong statistical assumptions. Recent methods address special cases such as change point detection or distribution shifts, but struggle to provide a unified solution. We propose the Transformer Integrated Temporal Causal Discovery (TTCD) Framework, a novel end-to-end approach that learns contemporaneous and lagged causal relations from non-stationary time series. TTCD introduces a Non-Stationary Feature Learner integrating temporal and frequency-domain attention with dynamic non-stationarity profiling, and a custom Causal Structure Learner. A key innovation is reconstruction-guided causal signal distillation, to distill essential causal signals through the reconstruction process of the transformer decoder, which mitigates noise and spurious correlations while preserving meaningful dependencies. The Causal Structure Learner operates on distilled reconstructed signals to infer the underlying causal graph without restrictive assumptions on noise distributions or data generation processes. Experiments on synthetic, benchmark, and real world datasets show that TTCD consistently outperforms state-of-the-art baselines in both accuracy and consistency with domain knowledge, demonstrating the approach's effectiveness for causal discovery in challenging real world contexts.
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