Causal-Audit: A Framework for Risk Assessment of Assumption Violations in Time-Series Causal Discovery
Organizations: Institute for Systems and Robotics, Instituto Superior Técnico, 1049-001 Lisbon, Portugal · Digital Scholarship at Oxford, University of Oxford, Oxford, OX1 3BG, United Kingdom · Jet Propulsion Laboratory, California Institute of Technology, Pasadena, CA 91109, USA
Abstract
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.
Figures & tables
| Family | Assumption | Consequence if Violated | Error |
|---|---|---|---|
| @BTrule []Stationarity | No trends or regime changes | Spurious links from trends | FP |
| Irregularity | No gaps or missing values | Selection bias, incorrect lags | Bias |
| Persistence | Low autocorrelation | Inflated significance | FP |
| Nonlinearity | Linear relationships | Missed nonlinear effects | FN |
| Confounding proxies | Stable model coefficients | Spurious links from instability | FP |
| VIF Range | Linear (VAR/Granger) | PCMCI+ (ParCorr) | Transfer Entropy |
|---|---|---|---|
| @BTrule [] | Reliable | Reliable | Reliable |
| to | Caution | With regularization | Reliable |
| to | Unreliable | Pseudo-inverse needed | Caution |
| Unreliable | Consider alternatives | Caution |
| Risk Dimension | Model | Key Features |
|---|---|---|
| @BTrule [] | Break magnitude and drift | |
| slope dominate | ||
| @BTrule [] | Gap regularity is primary | |
| contributor | ||
| @BTrule [] | Negative weight: lower | |
| higher risk |
| Parameter | Value |
|---|---|
| @BTrule []Calibration / validation split | 396(79%) / 100 (21%) |
| Stratification | By violation family |
| Isotonic binning | 10 quantile bins |
| Stability assessment | 5-fold and 10-fold stratified CV |
| Method | |||||
|---|---|---|---|---|---|
| @BTrule []Granger (VAR) | Hard | Hard | Hard | Soft | |
| PCMCI+ | Hard | Soft | Soft | Soft | |
| LPCMCI † | Hard | Soft | Soft | Soft | |
| Transfer Entropy † | Soft | Soft | Soft | Soft |
Time-Series Causal Discovery
Time-series causal discovery seeks to infer which variables influence others over time and when those effects occur.
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