Causal discovery in groups of time series is crucial for understanding complex systems, such as brain networks and climate dynamics. Existing methods often oversimplify group structures or neglect key intra- and inter-group temporal interactions, which limits the accuracy and depth of causal insights. To overcome these limitations, we propose CausalKGR, a novel framework that learns expressive latent representations specifically designed for Granger causal discovery across multiple time-series groups. The core idea of CausalKGR is to distil the temporal knowledge of each group into a high-dimensional, compact representation that serves as a condition for knowledge fusion and subsequent causal inference. We introduce a novel knowledge-conditional attention mechanism to selectively enhance the expression of key causal features within and across these learned group representations. The framework employs a two-stage self-supervised learning strategy: the first stage consolidates intra-group dynamics and inter-group interactions to generate robust group representations, and the second stage performs knowledge-conditional Granger causal discovery. Extensive experiments on synthetic and real-world datasets demonstrate that CausalKGR consistently outperforms existing methods, validating its robustness and effectiveness in complex group-level system analysis.

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From Knowledge to Causality: Self-supervised Representation Learning for Granger Causal Discovery in Groups of Time Series

  • Bo Liu,
  • Di Dai,
  • Hongyan Li,
  • Shenda Hong

摘要

Causal discovery in groups of time series is crucial for understanding complex systems, such as brain networks and climate dynamics. Existing methods often oversimplify group structures or neglect key intra- and inter-group temporal interactions, which limits the accuracy and depth of causal insights. To overcome these limitations, we propose CausalKGR, a novel framework that learns expressive latent representations specifically designed for Granger causal discovery across multiple time-series groups. The core idea of CausalKGR is to distil the temporal knowledge of each group into a high-dimensional, compact representation that serves as a condition for knowledge fusion and subsequent causal inference. We introduce a novel knowledge-conditional attention mechanism to selectively enhance the expression of key causal features within and across these learned group representations. The framework employs a two-stage self-supervised learning strategy: the first stage consolidates intra-group dynamics and inter-group interactions to generate robust group representations, and the second stage performs knowledge-conditional Granger causal discovery. Extensive experiments on synthetic and real-world datasets demonstrate that CausalKGR consistently outperforms existing methods, validating its robustness and effectiveness in complex group-level system analysis.