تقرير
Identifying Unique Causal Network from Nonstationary Time Series
| العنوان: | Identifying Unique Causal Network from Nonstationary Time Series |
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| المؤلفون: | Kang, Mingyu, Chen, Duxin, Meng, Ning, Yan, Gang, Yu, Wenwu |
| سنة النشر: | 2022 |
| المجموعة: | Computer Science |
| مصطلحات موضوعية: | Computer Science - Artificial Intelligence |
| الوصف: | Identifying causality is a challenging task in many data-intensive scenarios. Many algorithms have been proposed for this critical task. However, most of them consider the learning algorithms for directed acyclic graph (DAG) of Bayesian network (BN). These BN-based models only have limited causal explainability because of the issue of Markov equivalence class. Moreover, they are dependent on the assumption of stationarity, whereas many sampling time series from complex system are nonstationary. The nonstationary time series bring dataset shift problem, which leads to the unsatisfactory performances of these algorithms. To fill these gaps, a novel causation model named Unique Causal Network (UCN) is proposed in this paper. Different from the previous BN-based models, UCN considers the influence of time delay, and proves the uniqueness of obtained network structure, which addresses the issue of Markov equivalence class. Furthermore, based on the decomposability property of UCN, a higher-order causal entropy (HCE) algorithm is designed to identify the structure of UCN in a distributed way. HCE algorithm measures the strength of causality by using nearest-neighbors entropy estimator, which works well on nonstationary time series. Finally, lots of experiments validate that HCE algorithm achieves state-of-the-art accuracy when time series are nonstationary, compared to the other baseline algorithms. Comment: This manuscript are submitted so that other researchers can follow. The code of this work is available at: https://github.com/KMY-SEU/HCE. Many thanks for supports! |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2211.10085 |
| رقم الأكسشن: | edsarx.2211.10085 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |