Causal network reconstruction from time series: From statistics to applications, Jakob Runge, Lydia Nowack, Marlene Kretschmer, Veronika Eyring, Manfred Milinski, 2018Proceedings of the National Academy of Sciences, Vol. 115 (National Academy of Sciences)DOI: 10.1073/pnas.1714782115 - Presents the foundational PCMCI algorithm for causal discovery in time series, detailing its two-stage approach to handle auto-dependencies and high dimensionality.
Discovering causality in complex systems with tigramite, Jakob Runge, 2020Journal of Open Source Software, Vol. 5 (Open Journals)DOI: 10.21105/joss.02470 - Describes the tigramite Python library, a comprehensive framework for applying PCMCI and other time series causal discovery methods, offering various conditional independence tests.
A review of causal discovery algorithms for time series data, Muhammad Malik, Shahbaz Saquib, Imtiaz Shafi, 2022Artificial Intelligence Review, Vol. 55 (Springer Netherlands)DOI: 10.1007/s10462-021-10041-3 - A recent survey paper that provides an overview of various causal discovery algorithms adapted for time series data, including constraint-based and score-based methods mentioned in the section.
Elements of Causal Inference: Foundations and Learning Algorithms, Jonas Peters, Dominik Janzing, Bernhard Schölkopf, 2017 (MIT Press) - A foundational textbook on causal inference that covers structural causal models, conditional independence testing, and the PC algorithm, which are fundamental to understanding constraint-based methods like PCMCI.