Causal feature selection framework for stable soft sensor modeling based on time-delayed cross mapping
Soft sensor modeling plays a crucial role in process monitoring. Causal feature selection can enhance the performance of soft sensor models in industrial applications. However, existing methods ignore two critical characteristics of industrial processes. Firstly, causal relationships between variables always involve time delays, whereas most causal feature selection methods investigate causal relationships in the same time dimension. Secondly, variables in industrial processes are often interdependent, which contradicts the decorrelation assumption of traditional causal inference methods. Consequently, soft sensor models based on existing causal feature selection approaches often lack sufficient accuracy and stability. To overcome these challenges, this paper proposes a causal feature selection framework based on time-delayed cross mapping. Time-delayed cross mapping employs state space reconstruction to effectively handle interdependent variables in causality analysis, and considers varying causal strength across time delay. Time-delayed convergent cross mapping (TDCCM) is introduced for total causal inference, and time-delayed partial cross mapping (TDPCM) is developed for direct causal inference. Then, in order to achieve automatic feature selection, an objective feature selection strategy is presented. The causal threshold is automatically determined based on the model performance on the validation set, and the causal features are then selected. Two real-world case studies show that TDCCM achieves the highest average performance, while TDPCM improves soft sensor stability and performance in the worst scenario. The code is publicly available at https://github.com/dirge1/TDPCM.
Code (0)
등록된 구현이 없습니다.
Tasks
Causal InferenceSimilar Papers 제목 키워드 기반
Causally-Guided Diffusion for Stable Feature Selection
Feature selection is fundamental to robust data-centric AI, but most existing methods optimize predictive performance under a single data distribution. This often selects spurious features that fail under distribution sh…
Using Unsupervised Learning to Help Discover the Causal Graph
The software outlined in this paper, AitiaExplorer, is an exploratory causal analysis tool which uses unsupervised learning for feature selection in order to expedite causal discovery. In this paper the problem space of …
Causal Discoveryfeature selectionCausally-Guided Automated Feature Engineering with Multi-Agent Reinforcement Learning
Automated feature engineering (AFE) enables AI systems to autonomously construct high-utility representations from raw tabular data. However, existing AFE methods rely on statistical heuristics, yielding brittle features…
Multi-agent Reinforcement LearningFeature EngineeringStable predictions for health related anticausal prediction tasks affected by selection biases: the need to deconfound the test set features
In health related machine learning applications, the training data often corresponds to a non-representative sample from the target populations where the learners will be deployed. In anticausal prediction tasks, selecti…
Causality-Inspired Models for Financial Time Series Forecasting
We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To…
Causal Discoveryfeature selectionTime SeriesTime Series Forecasting