Temporal Causal-based Simulation for Realistic Time-series Generation

• URL: http://arxiv.org/abs/2506.02084v1
• Date: Mon, 02 Jun 2025 10:59:48 GMT
• Title: Temporal Causal-based Simulation for Realistic Time-series Generation
• Authors: Nikolaos Gkorgkolis, Nikolaos Kougioulis, MingXue Wang, Bora Caglayan, Andrea Tonon, Dario Simionato, Ioannis Tsamardinos,
• Abstract summary: Causal Discovery plays a pivotal role in revealing relationships among observed variables, particularly in the temporal setup.<n>Generation techniques depending on simplified assumptions on causal structure, effects and time, limit the quality and diversity of the simulated data.<n>We introduce Temporal Causal-based Simulation (TCS), a robust framework for generating realistic time-series data and their associated temporal causal graphs.
• Score: 1.49201581313345
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Causal Discovery plays a pivotal role in revealing relationships among observed variables, particularly in the temporal setup. While the majority of CD methods rely on synthetic data for evaluation, and recently for training, these fall short in accurately mirroring real-world scenarios; an effect even more evident in temporal data. Generation techniques depending on simplified assumptions on causal structure, effects and time, limit the quality and diversity of the simulated data. In this work, we introduce Temporal Causal-based Simulation (TCS), a robust framework for generating realistic time-series data and their associated temporal causal graphs. The approach is structured in three phases: estimating the true lagged causal structure of the data, approximating the functional dependencies between variables and learning the noise distribution of the corresponding causal model, each part of which can be explicitly tailored based on data assumptions and characteristics. Through an extensive evaluation process, we highlight that single detection methods for generated data discrimination prove inadequate, accentuating it as a multifaceted challenge. For this, we detail a Min-max optimization phase that draws on AutoML techniques. Our contributions include a flexible, model-agnostic pipeline for generating realistic temporal causal data, a thorough evaluation setup which enhances the validity of the generated datasets and insights into the challenges posed by realistic data generation. Through experiments involving not only real but also semi-synthetic and purely synthetic datasets, we demonstrate that while sampling realistic causal data remains a complex task, our method enriches the domain of generating sensible causal-based temporal data.

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