提出抗噪时序因果发现方法,提升复杂模拟系统的验证可靠性
Robust Time Series Causal Discovery for Agent-Based Model Validation
- 设计鲁棒交叉验证框架,改进两类主流因果发现算法
- 在高维时序数据中显著提升因果关系识别准确率
- 适合需要高可靠性的复杂系统建模与决策支持场景
基于代理的模型(ABM)验证对保障仿真可靠性至关重要,而因果发现已成为该领域的重要工具。然而,现有方法在处理复杂且含噪声的时序数据时存在准确性和鲁棒性不足的问题,这在典型ABM场景中尤为突出。本文提出一种鲁棒交叉验证(RCV)方法,以增强ABM验证中的因果结构学习能力。开发了RCV-VarLiNGAM和RCV-PCMCI两个新变体,分别改进两种主流因果发现算法,在高维、时间依赖数据下更有效降低噪声影响,获得更可靠的因果关系结果。所提方法被整合进增强型ABM验证框架,可适应多样数据与模型结构。通过合成数据集和复杂模拟fMRI数据集进行评估,结果表明其在因果结构识别上更具可靠性。研究还分析了线性度、噪声分布、平稳性及因果结构密度等数据特征对传统方法性能的影响,并扩展至RCV方法,验证其在不同条件下的表现。该分析既确认了已有文献结论,也揭示了新方法的优势与局限。通过解决关键方法论挑战,本研究为复杂系统分析中的模型验证提供了更稳健的框架,提升了模型驱动决策的可信度。
原文摘要 · Abstract (English)
Agent-Based Model (ABM) validation is crucial as it helps ensuring the reliability of simulations, and causal discovery has become a powerful tool in this context. However, current causal discovery methods often face accuracy and robustness challenges when applied to complex and noisy time series data, which is typical in ABM scenarios. This study addresses these issues by proposing a Robust Cross-Validation (RCV) approach to enhance causal structure learning for ABM validation. We develop RCV-VarLiNGAM and RCV-PCMCI, novel extensions of two prominent causal discovery algorithms. These aim to reduce the impact of noise better and give more reliable causal relation results, even with high-dimensional, time-dependent data. The proposed approach is then integrated into an enhanced ABM validation framework, which is designed to handle diverse data and model structures. The approach is evaluated using synthetic datasets and a complex simulated fMRI dataset. The results demonstrate greater reliability in causal structure identification. The study examines how various characteristics of datasets affect the performance of established causal discovery methods. These characteristics include linearity, noise distribution, stationarity, and causal structure density. This analysis is then extended to the RCV method to see how it compares in these different situations. This examination helps confirm whether the results are consistent with existing literature and also reveals the strengths and weaknesses of the novel approaches. By tackling key methodological challenges, the study aims to enhance ABM validation with a more resilient valuation framework presented. These improvements increase the reliability of model-driven decision making processes in complex systems analysis.
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