Proceedings of the 2017 SIAM International Conference on Data Mining 2017
DOI: 10.1137/1.9781611974973.90
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Discovery of Causal Time Intervals

Abstract: Causality analysis, beyond "mere" correlations, has become increasingly important for scientific discoveries and policy decisions. Many of these real-world applications involve time series data. A key observation is that the causality between time series could vary significantly over time. For example, a rain could cause severe traffic jams during the rush hours, but has little impact on the traffic at midnight. However, previous studies mostly look at the whole time series when determining the causal relation… Show more

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Cited by 11 publications
(4 citation statements)
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“…Schölkopf [10] looked conversely into how causality can be used in ML, especially semi-supervised learning, to enhance robustness by leveraging cross-domain invariant causal mechanisms. Since then, most research in this field has been built on the assumption that the generation of cause data and the causal mechanism (P (ef f ect|cause)) are independent [30], [33]- [35], overlooking the temporality of causal relationships [44]. We approach causality from a unique perspective where time is equally critical and informative.…”
Section: Related Workmentioning
confidence: 99%
“…Schölkopf [10] looked conversely into how causality can be used in ML, especially semi-supervised learning, to enhance robustness by leveraging cross-domain invariant causal mechanisms. Since then, most research in this field has been built on the assumption that the generation of cause data and the causal mechanism (P (ef f ect|cause)) are independent [30], [33]- [35], overlooking the temporality of causal relationships [44]. We approach causality from a unique perspective where time is equally critical and informative.…”
Section: Related Workmentioning
confidence: 99%
“…The time spans where causality is visible, might range from half a second to half a minute, occur several times, and can be interrupted by irrelevant scenes (e.g., one participant talking while the other participant is listening) that differ in the length of time. As outlined above, the direction of influence in a subinterval can either be bidirectional, or unidirectional driven by either S or R. This implies that three unwanted effects can occur, if the full time span is analysed: first, temporal relations are not found at all; second, bidirectional relations mask temporal unidirectional relations and; third, an unidirectional relation from X to Y masks temporal bidirectional influence or unidirectional influence from Y to X. Li et al (Li et al, 2017) give an example where temporal GC is not being detected, when the full time span is used for model fitting.…”
Section: Relevant Interval Selectionmentioning
confidence: 99%
“…Here, Granger causality does not empirically prove actual causation between events but acts as a stepping stone to explore the phenomenon relating two events participating in a cause-effect relationship. Granger-causal features have been discovered with rule-based analytics models [8] and feature-based analytics models [9]. Our approach to causal inference also builds a feature-based analytics model.…”
Section: Causal Inference In Time Series Analysismentioning
confidence: 99%