提出时空因果发现方法,解决随时间和空间变化的因果关系识别难题。
SpaceTime: Causal Discovery from Non-Stationary Time Series
- 基于最小描述长度原理,统一处理时空非平稳性与因果结构变化。
- 可自动识别时间突变点与跨区域不变因果关系,适用于多环境数据。
- 在河流径流和生态-大气相互作用中验证有效,适合气候与复杂系统研究者。
理解因果关系在时间与环境变化下极具挑战性。例如气候变化具有季节性周期特征,且受地理生态系统差异影响。现有时间序列因果发现方法通常假设平稳性,或无法同时处理时间与空间分布变化,亦不识别具有相同因果关系的位置。本文提出统一框架,同时实现非平稳多情境下的因果图发现、时间模式重构以及数据集与时间区间划分,以确定因果关系保持不变的区域。基于最小描述长度原则构建一致评分函数,提出SPACETIME算法,结合非参数函数建模与核化差异检验,可同时捕捉空间异质性与时间非平稳性。实验表明该方法能有效揭示不同流域河流径流变化及生态系统间大气-生物圈交互规律。
原文摘要 · Abstract (English)
Understanding causality is challenging and often complicated by changing causal relationships over time and across environments. Climate patterns, for example, shift over time with recurring seasonal trends, while also depending on geographical characteristics such as ecosystem variability. Existing methods for discovering causal graphs from time series either assume stationarity, do not permit both temporal and spatial distribution changes, or are unaware of locations with the same causal relationships. In this work, we therefore unify the three tasks of causal graph discovery in the non-stationary multi-context setting, of reconstructing temporal regimes, and of partitioning datasets and time intervals into those where invariant causal relationships hold. To construct a consistent score that forms the basis of our method, we employ the Minimum Description Length principle. Our resulting algorithm SPACETIME simultaneously accounts for heterogeneity across space and non-stationarity over time. Given multiple time series, it discovers regime changepoints and a temporal causal graph using non-parametric functional modeling and kernelized discrepancy testing. We also show that our method provides insights into real-world phenomena such as river-runoff measured at different catchments and biosphere-atmosphere interactions across ecosystems.
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