Towards the Disappearing Truth: Fine-Grained Joint Causal Influences Learning with Hidden Variable-Driven Causal Hypergraphs in Time Series

Causal discovery under Granger causality framework has yielded widespread concerns in time series analysis task. Nevertheless, most previous methods are unaware of the underlying causality disappearing problem, that is, certain weak causalities are less focusable and may be lost during the modeling process, thus leading to biased causal conclusions. Therefore, we propose to introduce joint causal influences (i.e., causal influences from the union of multiple variables) as additional causal indication information to help identify weak causalities. Further, to break the limitation of existing methods that implicitly and coarsely model joint causal influences, we propose a novel hidden variabledriven causal hypergraph neural network to meticulously explore the locality and diversity of joint causal influences, and realize its explicit and fine-grained modeling. Specifically, we introduce hidden variables to construct a causal hypergraph for explicitly characterizing various fine-grained joint causal influences. Then, we customize a dual causal information transfer mechanism (encompassing a multi-level causal path and an information aggregation path) to realize the free diffusion and meticulous aggregation of joint causal influences and facilitate its adaptive learning. Finally, we design a multi-view collaborative optimization constraint toguarantee the characterization diversity of causal hypergraph and capture remarkable forecasting relationships (i.e., causalities). Experiments are conducted to demonstrate the superiority of the proposed model.