论文标题
时间模式的因果推断
Causal inference for temporal patterns
论文作者
论文摘要
复杂的动力系统在许多科学学科中都是普遍的。在对此类系统的分析中,两个方面特别感兴趣:1)它们演变的时间模式以及2)基本的因果机制。为了获得对复杂动力学系统的时间结构的见解,已经广泛应用了诸如离散傅立叶和小波变换之类的时间序列表示。因果推理框架可以正式化因果问题。我们提出了一种基本和系统的方法,将时间序列表示与因果推断相结合。我们的方法基于因原因对一对时间模式的效应过程的因果影响的概念。特别是,我们的框架可用于研究频域中的因果效应。我们将看到我们的方法如何与频域中众所周知的Granger因果关系进行比较。此外,使用奇异值分解,我们建立了一个过程如何在指定长度的时间范围内驱动另一个过程,以时间冲动 - 响应模式。对于这些,我们将称为因果正交函数(COF),这是一种基于协方差的多元奇异谱分析(MSSA)得出的时间模式的因果类似物。
Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms. Time-series representations like discrete Fourier and wavelet transforms have been widely applied in order to obtain insights on the temporal structure of complex dynamical systems. Questions of cause and effect can be formalized in the causal inference framework. We propose an elementary and systematic approach to combine time-series representations with causal inference. Our method is based on a notion of causal effects from a cause on an effect process with respect to a pair of temporal patterns. In particular, our framework can be used to study causal effects in the frequency domain. We will see how our approach compares to the well known Granger Causality in the frequency domain. Furthermore, using a singular value decomposition we establish a representation of how one process drives another over a time-window of specified length in terms of temporal impulse-response patterns. To these we will refer to as Causal Orthogonal Functions (COF), a causal analogue of the temporal patterns derived with covariance-based multivariate Singular Spectrum Analysis (mSSA).