Causal-TS: A Python Library for Causal Discovery in High-Dimensional and Nonstationary Time Series

We describe Causal-TS, an open-source Python library for causal discovery in high-dimensional and nonstationary multivariate time series.

Causal-TS provides four specialized algorithms-CDNOTS, CDNOTS+, CEDAR, and GRACE-along with wrappers for GES, Granger, LASSO-VAR, and LGES, all sharing a unified conditional independence (CI) test layer with GPU acceleration via PyTorch.

A regime discovery pipeline detects structural breaks via pluggable changepoint detectors and runs discovery per regime with regime-specific parameters.

A command-line interface, synthetic data generators, and optional DoWhy integration provide an end-to-end pipeline from raw time series to causal effect estimates.

The library is pip-installable, tested on Python 3.10--3.12, and available at this https URL.