@inproceedings{Trifunov:NeurIPSWS2022, type = {inproceedings}, key = {Trifunov:NeurIPSWS2022}, title = {Time Series Causal Link Estimation under Hidden Confounding using Knockoff Interventions}, author = {Violeta Teodora Trifunov and Maha Shadaydeh and Joachim Denzler}, booktitle = {NeurIPS Workshop on A Causal View on Dynamical Systems (NeurIPS-WS)}, year = {2022}, abstract = {Latent variables often mask cause-effect relationships in observational data which provokes spurious links that may be misinterpreted as causal. This problem sparks great interest in the fields such as climate science and economics. We propose to estimate confounded causal links of time series using Sequential Causal Effect Variational Autoencoder (SCEVAE) while applying knockoff interventions. We show the advantage of knockoff interventions by applying SCEVAE to synthetic datasets with both linear and nonlinear causal links. Moreover, we apply SCEVAE with knockoffs to real aerosol-cloud-climate observational time series data. We compare our results on synthetic data to those of a time series deconfounding method both with and without estimated confounders. We show that our method outperforms this benchmark by comparing both methods to the ground truth. For the real data analysis, we rely on expert knowledge of causal links and demonstrate how using suitable proxy variables improves the causal link estimation in the presence of hidden confounders.}, url = {https://sites.google.com/view/caudyn2022}, }