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I am looking for a suitable dataset for causal inference in time-series data.

The biggest issue I am facing at this stage is to find a dataset suitable for experiments, in the sense that the causal relationships among the variables are well-known and hence they can serve as a validation for the method I am implementing.

Is there any available open dataset of the above-mentioned sort?

The only thing I have been able to find on the internet is the NCEP reanalysis dataset in which some of the causal relationships are clear, but many others are not.

Furthermore, I tried to construct a synthetic dataset but I am not sure that it will recover the complexity I need for accurately testing my method, do you have any suggestion about it?

  • I might be misunderstanding, but there is a lot of data online, and a lot of it shows time series dependence. Even something as simply as hourly/daily temperature should show a time-value correlation. – Barry Carter Oct 8 at 15:49
  • The point is: I need a dataset in which causal relations are labeled in some sense (eg. by a physical model) because it seems to me that if I am the one assuming a causal relation (even though it seems to be clear) I will introduce some bias I won't be able to control. Moreover, there is not a precise definition of causality, hence I cannot label the data myself using, for example, correlation. – Symòn Oct 9 at 7:36
  • What are you using to produce the inferred relationship? Knowing what you should get doesn't always lead to introducing bias - I know I've got results that surprised me before. – Lio Elbammalf Oct 9 at 9:31
  • I am trying to combine different aspects of causality (for now, Granger causality, convergent cross mapping and conditional independence test) using a measure of fitness for bipartite graph – Symòn Oct 9 at 9:57
  • Where in the process of, for example, implementing Granger causality do you foresee your bias coming into play? – Lio Elbammalf Oct 9 at 12:42
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I found a dataset which seems to be exactly what I was looking for

Causal Effects in Time Series

It provides sales' data for 100 products and 1000 promotions, moreover it is endowed with a 1000 x 100 matrix in which each element (promotion, product) is a number describing the causal relation.

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