timegraph
TimeGraph: Synthetic Benchmark Datasets for Robust Time-Series Causal Discovery
Ferdous, Muhammad Hasan, Hossain, Emam, Gani, Md Osman
Robust causal discovery in time series datasets depends on reliable benchmark datasets with known ground-truth causal relationships. However, such datasets remain scarce, and existing synthetic alternatives often overlook critical temporal properties inherent in real-world data, including nonstationarity driven by trends and seasonality, irregular sampling intervals, and the presence of unobserved confounders. To address these challenges, we introduce TimeGraph, a comprehensive suite of synthetic time-series benchmark datasets that systematically incorporates both linear and nonlinear dependencies while modeling key temporal characteristics such as trends, seasonal effects, and heterogeneous noise patterns. Each dataset is accompanied by a fully specified causal graph featuring varying densities and diverse noise distributions and is provided in two versions: one including unobserved confounders and one without, thereby offering extensive coverage of real-world complexity while preserving methodological neutrality. We further demonstrate the utility of TimeGraph through systematic evaluations of state-of-the-art causal discovery algorithms including PCMCI+, LPCMCI, and FGES across a diverse array of configurations and metrics. Our experiments reveal significant variations in algorithmic performance under realistic temporal conditions, underscoring the need for robust synthetic benchmarks in the fair and transparent assessment of causal discovery methods. The complete TimeGraph suite, including dataset generation scripts, evaluation metrics, and recommended experimental protocols, is freely available to facilitate reproducible research and foster community-driven advancements in time-series causal discovery.
TimeGraphs: Graph-based Temporal Reasoning
Maheshwari, Paridhi, Ren, Hongyu, Wang, Yanan, Sosic, Rok, Leskovec, Jure
Many real-world systems exhibit temporal, dynamic behaviors, which are captured as time series of complex agent interactions. To perform temporal reasoning, current methods primarily encode temporal dynamics through simple sequence-based models. However, in general these models fail to efficiently capture the full spectrum of rich dynamics in the input, since the dynamics is not uniformly distributed. In particular, relevant information might be harder to extract and computing power is wasted for processing all individual timesteps, even if they contain no significant changes or no new information. Here we propose TimeGraphs, a novel approach that characterizes dynamic interactions as a hierarchical temporal graph, diverging from traditional sequential representations. Our approach models the interactions using a compact graph-based representation, enabling adaptive reasoning across diverse time scales. Adopting a self-supervised method, TimeGraphs constructs a multi-level event hierarchy from a temporal input, which is then used to efficiently reason about the unevenly distributed dynamics. This construction process is scalable and incremental to accommodate streaming data. We evaluate TimeGraphs on multiple datasets with complex, dynamic agent interactions, including a football simulator, the Resistance game, and the MOMA human activity dataset. The results demonstrate both robustness and efficiency of TimeGraphs on a range of temporal reasoning tasks. Our approach obtains state-of-the-art performance and leads to a performance increase of up to 12.2% on event prediction and recognition tasks over current approaches. Our experiments further demonstrate a wide array of capabilities including zero-shot generalization, robustness in case of data sparsity, and adaptability to streaming data flow.