Data-driven causal analysis of observational biological time series

Abstract

Complex systems are challenging to understand, especially when they defy manipulative experiments for practical or ethical reasons. Several fields have developed parallel approaches to infer causal relations from observational time series. Yet, these methods are easy to misunderstand and often controversial. Here, we provide an accessible and critical review of three statistical causal discovery approaches (pairwise correlation, Granger causality, and state space reconstruction), using examples inspired by ecological processes. For each approach, we ask what it tests for, what causal statement it might imply, and when it could lead us astray. We devise new ways of visualizing key concepts, describe some novel pathologies of existing methods, and point out how so-called ‘model-free’ causality tests are not assumption-free. We hope that our synthesis will facilitate thoughtful application of methods, promote communication across different fields, and encourage explicit statements of assumptions. A video walkthrough is available (Video 1 or https://youtu.be/AlV0ttQrjK8).