Influence without Confounding: Causal Discovery from Temporal Data with Long-term Carry-over Effects

Learning causal structures from temporal data is fundamental to many practical tasks, such as physical laws discovery and root causes localization. Real-world systems often exhibit long-term carry-over effects, where the value of a variable at the current time can be influenced by distant past values of other variables. These effects, due to their large temporal span, are challenging to observe or model. Existing methods typically consider finite lag orders, which may lead to confounding from early historical data. Moreover, incorporating historical information often results in computational scalability issues. In this paper, we establish a theoretical framework for causal discovery in complex temporal scenarios where observational data exhibit long-term carry-over effect, and propose LEVER, a theoretically guaranteed novel causal discovery method for incomplete temporal data. Specifically, based on the Limited-history Causal Identifiability Theorem, we refine the variable values at each time step with data at a few preceding steps to mitigate long-term historical influences. Furthermore, we establish a theoretical connection between QR decomposition and causal discovery, and design an efficient reinforcement learning process to determine the optimal variable ordering. Finally, we recover the causal structure from the R matrix. We evaluate LEVER on both synthetic and real-world datasets. In static cases, LEVER reduces SHD by 17.29%-40.00% and improves the F1-score by 5.30%-8.79% compared to the best baseline. In temporal cases, it achieves a 64% reduction in SHD and a 45% improvement in F1-score. Additionally, LEVER demonstrates significantly higher precision on real-world data compared to baseline methods.