CausalCompass: Evaluating the Robustness of Time-Series Causal Discovery in Misspecified

To address these challenges, we propose CausalCompass, a flexible and extensible benchmark framework designed to assess the robustness of time-series causal discovery (TSCD) methods under violations of modeling assumptions. It comes from a paper posted to arXiv on 9 November 2026. Causal discovery from time series is a fundamental task in machine learning. However, its widespread adoption is hindered by a reliance on untestable causal assumptions and by the lack of robustness-oriented evaluation in existing benchmarks. To demonstrate the practical utility of CausalCompass, we conduct extensive benchmarking of representative TSCD algorithms across eight assumption-violation scenarios. Our experimental results indicate that no single method consistently attains optimal performance across all settings. Nevertheless, in most scenarios, the methods exhibiting superior overall performance are deep learning-based approaches. We further provide hyperparameter sensitivity analyses to deepen the understanding of these findings. We additionally conduct ablation experiments to explain the strong performance of deep learning-based methods under assumption violations. We also find that NTS-NOTEARS relies on standardized preprocessing in practice, performing poorly in the vanilla setting but exhibiting strong performance after standardization. Finally, our work aims to provide a comprehensive and systematic evaluation of TSCD methods under assumption violations, thereby facilitating their broader adoption in real-world applications. The user-friendly implementation, documentation and datasets are available at https://github.com/huiyang-yi/CausalCompass.

Why it counts

To address these challenges, we propose CausalCompass, a flexible and extensible benchmark framework designed to assess the robustness of time-series causal discovery (TSCD) methods under violations of modeling assumptions.

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What is not known

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