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TTCD:Transformer Integrated Temporal Causal Discovery from Non-Stationary Time Series Data

Summary

A new framework TTCD uses Transformer integration and reconstruction-guided causal signal distillation for causal discovery in non-stationary time series, outperforming baselines.

SourcearXiv Machine LearningAuthor: Omar Faruque, Sahara Ali, Xue Zheng, Jianwu Wang
TTCD:Transformer Integrated Temporal Causal Discovery from Non-Stationary Time Series Data
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[2605.08111] TTCD:Transformer Integrated Temporal Causal Discovery from Non-Stationary Time Series Data

[Submitted on 27 Apr 2026]

Title:TTCD:Transformer Integrated Temporal Causal Discovery from Non-Stationary Time Series Data

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Abstract: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.

Comments: 18 Pages

Subjects:

Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Methodology (stat.ME)

Cite as: arXiv:2605.08111 [cs.LG]

(or arXiv:2605.08111v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2605.08111

arXiv-issued DOI via DataCite

Submission history

From: Omar Faruque [view email] [v1] Mon, 27 Apr 2026 19:44:38 UTC (3,411 KB)

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Key points and analysis

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Key points

  • Proposes TTCD, an end-to-end causal discovery method for non-stationary time series.
  • Key innovations: Non-Stationary Feature Learner and reconstruction-guided causal signal distillation.
  • Outperforms state-of-the-art on synthetic, benchmark, and real-world datasets.
  • Imposes no restrictive assumptions on noise distributions or data generation.

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