Paper ID: 2310.14691

Identifiability of total effects from abstractions of time series causal graphs

Charles K. Assaad, Emilie Devijver, Eric Gaussier, Gregor Gössler, Anouar Meynaoui

We study the problem of identifiability of the total effect of an intervention from observational time series in the situation, common in practice, where one only has access to abstractions of the true causal graph. We consider here two abstractions: the extended summary causal graph, which conflates all lagged causal relations but distinguishes between lagged and instantaneous relations, and the summary causal graph which does not give any indication about the lag between causal relations. We show that the total effect is always identifiable in extended summary causal graphs and provide sufficient conditions for identifiability in summary causal graphs. We furthermore provide adjustment sets allowing to estimate the total effect whenever it is identifiable.

Submitted: Oct 23, 2023