Discovering Mechanistic Causality from Time Series: A Behavioral-System Approach

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Hauptverfasser: Liu, Yingzhu, Huang, Shengyuan, Li, Zhongkui, Yang, Xiaoguang, Mei, Wenjun
Format: Preprint
Veröffentlicht: 2025
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author Liu, Yingzhu
Huang, Shengyuan
Li, Zhongkui
Yang, Xiaoguang
Mei, Wenjun
author_facet Liu, Yingzhu
Huang, Shengyuan
Li, Zhongkui
Yang, Xiaoguang
Mei, Wenjun
contents Identifying ``true causality'' is a fundamental challenge in complex systems research. Widely adopted methods, like the Granger causality test, capture statistical dependencies between variables rather than genuine driver-response mechanisms. This critical gap stems from the absence of mathematical tools that reliably reconstruct underlying system dynamics from observational time-series data. In this paper, we introduce a new control-based method for causality discovery through the behavior-system theory, which represents dynamical systems via trajectory spaces and has been widely used in data-driven control. Our core contribution is the \textbf{B}ehavior-\textbf{e}nabled \textbf{Caus}ality test (the BeCaus test), which transforms causality discovery into solving fictitious control problems. By exploiting the intrinsic asymmetry between system inputs and outputs, the proposed method operationalizes our conceptualization of mechanistic causality: variable $X$ is a cause of $Y$ if $X$ (partially) drives the evolution of $Y$. We establish conditions for linear time-invariant systems to be causality-discoverable, i.e., conditions for the BeCaus test to distinguish four basic causal structures (independence, full causality, partial causality, and latent-common-cause relation). Notably, our approach accommodates open systems with unobserved inputs. Moreover, an exploratory case study indicates the new method's potential extensibility to nonlinear systems.
format Preprint
id arxiv_https___arxiv_org_abs_2505_01226
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Discovering Mechanistic Causality from Time Series: A Behavioral-System Approach
Liu, Yingzhu
Huang, Shengyuan
Li, Zhongkui
Yang, Xiaoguang
Mei, Wenjun
Optimization and Control
Identifying ``true causality'' is a fundamental challenge in complex systems research. Widely adopted methods, like the Granger causality test, capture statistical dependencies between variables rather than genuine driver-response mechanisms. This critical gap stems from the absence of mathematical tools that reliably reconstruct underlying system dynamics from observational time-series data. In this paper, we introduce a new control-based method for causality discovery through the behavior-system theory, which represents dynamical systems via trajectory spaces and has been widely used in data-driven control. Our core contribution is the \textbf{B}ehavior-\textbf{e}nabled \textbf{Caus}ality test (the BeCaus test), which transforms causality discovery into solving fictitious control problems. By exploiting the intrinsic asymmetry between system inputs and outputs, the proposed method operationalizes our conceptualization of mechanistic causality: variable $X$ is a cause of $Y$ if $X$ (partially) drives the evolution of $Y$. We establish conditions for linear time-invariant systems to be causality-discoverable, i.e., conditions for the BeCaus test to distinguish four basic causal structures (independence, full causality, partial causality, and latent-common-cause relation). Notably, our approach accommodates open systems with unobserved inputs. Moreover, an exploratory case study indicates the new method's potential extensibility to nonlinear systems.
title Discovering Mechanistic Causality from Time Series: A Behavioral-System Approach
topic Optimization and Control
url https://arxiv.org/abs/2505.01226