论文标题

使用Echo状态网络从稀疏的时间序列数据中发现的因果发现

Causal Discovery from Sparse Time-Series Data Using Echo State Network

论文作者

Chen, Haonan, Chang, Bo Yuan, Naiel, Mohamed A., Younes, Georges, Wardell, Steven, Kleinikkink, Stan, Zelek, John S.

论文摘要

时间序列数据收集之间的因果发现可以帮助诊断症状原因,并希望在发生故障之前预防。但是,可靠的因果发现可能非常具有挑战性,尤其是当数据采集速率变化(即不均匀的数据采样),或者在存在缺失的数据点(例如稀疏数据采样)的情况下。为了解决这些问题,我们提出了一个由两个部分组成的新系统,第一部分用高斯流程回归填充了丢失的数据,第二部分利用了回声状态网络,这是一种储层计算机(即用于混乱的系统建模)的类型,以进行因果发现。我们对拟议系统的性能进行了针对其他三种未现代的因果发现算法的性能,即结构性期望最大化,次采样的线性自动回归绝对系数以及使用田纳西州伊斯曼化学数据集的矢量自动化的多变量grangeration GrangerAser Causal;我们报告了它们相应的MATTHEWS相关系数(MCC)和接收器操作特征曲线(ROC),并表明所提出的系统的表现优于现有算法,这表明了我们的方法可生存能发现在复杂系统中发现因果关系缺失的复杂系统中的因果关系。

Causal discovery between collections of time-series data can help diagnose causes of symptoms and hopefully prevent faults before they occur. However, reliable causal discovery can be very challenging, especially when the data acquisition rate varies (i.e., non-uniform data sampling), or in the presence of missing data points (e.g., sparse data sampling). To address these issues, we proposed a new system comprised of two parts, the first part fills missing data with a Gaussian Process Regression, and the second part leverages an Echo State Network, which is a type of reservoir computer (i.e., used for chaotic system modelling) for Causal discovery. We evaluate the performance of our proposed system against three other off-the-shelf causal discovery algorithms, namely, structural expectation-maximization, sub-sampled linear auto-regression absolute coefficients, and multivariate Granger Causality with vector auto-regressive using the Tennessee Eastman chemical dataset; we report on their corresponding Matthews Correlation Coefficient(MCC) and Receiver Operating Characteristic curves (ROC) and show that the proposed system outperforms existing algorithms, demonstrating the viability of our approach to discover causal relationships in a complex system with missing entries.

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