InvarGC: Invariant Granger Causality for Heterogeneous Interventional Time Series under Latent Confounding
This addresses a key limitation in causal discovery for complex systems, offering a method that works without prior knowledge of interventions, which is incremental but important for practical applications.
The paper tackled the problem of detecting causal relationships in time series data with latent confounders and unknown interventions by proposing InvarGC, which leverages cross-environment heterogeneity to recover invariant causal relations, achieving competitive performance on synthetic and real-world datasets.
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.