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Deep Learning-based Group Causal Inference in Multivariate Time-series

2024-01-16 · Wasim Ahmad, Maha Shadaydeh, Joachim Denzler

Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world complex systems. Causality methods typically identify the causal structure of a multivariate system by considering the cause-effect relationship of each pair of variables while ignoring the collective effect of a group of variables or interactions involving more than two-time series variables. In this work, we test model invariance by group-level interventions on the trained deep networks to infer causal direction in groups of variables, such as climate and ecosystem, brain networks, etc. Extensive testing with synthetic and real-world time series data shows a significant improvement of our method over other applied group causality methods and provides us insights into real-world time series. The code for our method can be found at:https://github.com/wasimahmadpk/gCause.

📄 PDF Abstract BibTeX arXiv:2401.08386

Code (1)

wasimahmadpk/gcause 공식 구현 pytorch

Tasks

Causal InferenceDeep LearningTime Series

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