MCNS: Mining Causal Natural Structures Inside Time Series via A Novel Internal Causality Scheme

09/13/2023
by   Yuanhao Liu, et al.
0

Causal inference permits us to discover covert relationships of various variables in time series. However, in most existing works, the variables mentioned above are the dimensions. The causality between dimensions could be cursory, which hinders the comprehension of the internal relationship and the benefit of the causal graph to the neural networks (NNs). In this paper, we find that causality exists not only outside but also inside the time series because it reflects a succession of events in the real world. It inspires us to seek the relationship between internal subsequences. However, the challenges are the hardship of discovering causality from subsequences and utilizing the causal natural structures to improve NNs. To address these challenges, we propose a novel framework called Mining Causal Natural Structure (MCNS), which is automatic and domain-agnostic and helps to find the causal natural structures inside time series via the internal causality scheme. We evaluate the MCNS framework and impregnation NN with MCNS on time series classification tasks. Experimental results illustrate that our impregnation, by refining attention, shape selection classification, and pruning datasets, drives NN, even the data itself preferable accuracy and interpretability. Besides, MCNS provides an in-depth, solid summary of the time series and datasets.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
02/10/2021

Inductive Granger Causal Modeling for Multivariate Time Series

Granger causal modeling is an emerging topic that can uncover Granger ca...
research
12/18/2019

Variable-lag Granger Causality for Time Series Analysis

Granger causality is a fundamental technique for causal inference in tim...
research
06/14/2020

Dynamic Window-level Granger Causality of Multi-channel Time Series

Granger causality method analyzes the time series causalities without bu...
research
03/31/2023

Granger Causality Detection via Sequential Hypothesis Testing

Most of the metrics used for detecting a causal relationship among multi...
research
06/03/2019

Stress Testing Network Reconstruction via Graphical Causal Model

An optimal evaluation of the resilience in financial portfolios implies ...
research
08/11/2023

Nonlinear Permuted Granger Causality

Granger causal inference is a contentious but widespread method used in ...
research
06/03/2019

Stress Testing Network Reconstruction via Graphical Causal Mode

An optimal evaluation of the resilience in financial portfolios implies ...

Please sign up or login with your details

Forgot password? Click here to reset