Stable Time Series Prediction of Enterprise Carbon Emissions Based on Causal Inference

TL;DR

This paper introduces a novel stable time series prediction method for enterprise carbon emissions that leverages causal inference and stable learning to address distribution shifts across regions and industries, improving prediction accuracy and robustness.

Contribution

It proposes a stable temporal prediction framework integrating causal inference, stable learning, and adaptive strategies to handle non-stationarity in enterprise carbon emission data.

Findings

Enhanced prediction stability across diverse environments.

Improved model robustness against distribution shifts.

Effective extraction of causal stable features.

Abstract

Against the backdrop of ongoing carbon peaking and carbon neutrality goals, accurate prediction of enterprise carbon emission trends constitutes an essential foundation for energy structure optimization and low-carbon transformation decision-making. Nevertheless, significant heterogeneity persists across regions, industries and individual enterprises regarding energy structure, production scale, policy intensity and governance efficacy, resulting in pronounced distribution shifts and non-stationarity in carbon emission data across both temporal and spatial dimensions. Such cross-regional and cross-enterprise data drift not only compromises the accuracy of carbon emission reporting but substantially undermines the guidance value of predictive models for production planning and carbon quota trading decisions. To address this critical challenge, we integrate causal inference perspectives with stable learning methodologies and time-series modelling, proposing a stable temporal prediction mechanism tailored to distribution shift environments. This mechanism incorporates enterprise-level energy inputs, capital investment, labour deployment, carbon pricing, governmental interventions and policy implementation intensity, constructing a risk consistency-constrained stable learning framework that extracts causal stable features (robust against external perturbations yet demonstrating long-term stable effects on carbon dioxide emissions) from multi-environment samples across diverse policies, regions and industrial sectors. Furthermore, through adaptive normalization and sample reweighting strategies, the approach dynamically rectifies temporal non-stationarity induced by economic fluctuations and policy transitions, ultimately enhancing model generalization capability and explainability in complex environments.