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VARIABLE-LEVEL CAUSAL RELIABILITY FROM HETEROGENEOUS CAUSAL DISCOVERY METHODS IN MULTIVARIATE TIME SERIES

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Author :  Odil Mamaraufov (1), Gulrukhsora Boykhurozova (2), Shakhlo Khabibullayeva (3) and Akbar Kurbanov (1)

Affiliation :  (1) Samarkand State University named after Sharof Rashidov, Uzbekistan; (2) Samarkand Institute of Agro-Innovations and Research, Uzbekistan; (3) Vatan University, Uzbekistan

Country :  Uzbekistan

Category :  Artificial Intelligence

Volume, Issue, Month, Year :  17, 6, November, 2026

Abstract :


Causal-discovery algorithms applied to the same multivariate time series can disagree because their identification assumptions differ. Raw voting can additionally over-represent a methodological family when several related algorithms are included. We propose a family-normalized variable-level causal reliability score, 𝑅𝑉, that converts target-directed lagged outputs into binary variable support, normalizes support within predefined methodological families, and aggregates family evidence into a continuous score. Evaluation covers 90 synthetic stress runs, controlled 1:1:1/2:1:1/3:1:1 family compositions, Lorenz-96, and three CausalTime domains. Family normalization did not universally improve thresholded feature-selection F1, and this limitation is reported explicitly. As a continuous ranking score, however, it improved pooled average precision from 0.4635 to 0.4856 (𝑝 = 0.00004) and ROC-AUC from 0.6275 to 0.6373 (𝑝 = 0.03335), with Holm-corrected significance for CausalTime-PM2.5 average precision (𝑝 =0.00147). The results support family normalization as a reliability representation rather than a universal binary selector.

Keyword :  causal discovery; multivariate time series; causal feature selection; reliability score; ensemble causal discovery

Journal/ Proceedings Name :  Advanced Computing: An International Journal (ACIJ)

URL :  https://aircconline.com/acij/V17N6/17626acij01.pdf

User Name : Odil_A
Posted 24-10-2026 on 20:00:01 AEDT



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