TCD-Arena: Assessing Robustness of Time Series Causal Discovery Methods Against Assumption Violations

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.

Environmental time-series causal discovery requires expert decisions about method choice, conditional-independence tests, lag horizons, sample-size adequacy, multiple-testing control, and evidence interpretation. Applied inconsistently across datasets, these choices yield graphs that cannot be compared, reproduced, or audited. We present AutoCause, an open-source Python workflow that records each decision, derives defaults from an extended causal-audit module, and admits domain-informed overrides. The workflow wraps four established causal-discovery methods from three families, adds non-causal reference models, and grades links by method-count support. On 145 datasets from DGP-Atlas, TimeGraph, and a topology-derived CausalRivers reference, the methods recover complementary parts of the reference graphs. Majority-supported links are more precise than single-method links on the synthetic benchmarks but not against river topology. AutoCause converts inconsistent expert practice into an auditable, repeatable analysis; causal interpretation remains with the analyst. Available at https://github.com/marcoruizrueda/autocause.

We describe Causal-TS, an open-source Python library for causal discovery in high-dimensional and nonstationary multivariate time series. Causal-TS provides four specialized algorithms-CDNOTS, CDNOTS+, CEDAR, and GRACE-along with wrappers for GES, Granger, LASSO-VAR, and LGES, all sharing a unified conditional independence (CI) test layer with GPU acceleration via PyTorch. A regime discovery pipeline detects structural breaks via pluggable changepoint detectors and runs discovery per regime with regime-specific parameters. A command-line interface, synthetic data generators, and optional DoWhy integration provide an end-to-end pipeline from raw time series to causal effect estimates. The library is pip-installable, tested on Python 3.10--3.12, and available at https://github.com/bloomberg/causal-ts.