arXiv:2603.00855cs.LG2026-03被引 1

用遗传算法找时间序列的反事实干预,预测假设操作后的结果。

Navigating Time's Possibilities: Plausible Counterfactual Explanations for Multivariate Time-Series Forecast through Genetic Algorithms

  • 结合格兰杰因果检验与遗传算法,挖掘时序数据中的潜在因果关系。
  • 在真实数据上验证了对复杂因果结构的建模能力,可预测干预后结果。
  • 适合研究因果推理、动态系统预测的科研人员使用。

反事实学习在理解复杂动态系统中的因果关系方面展现出巨大潜力。本文提出一种针对多变量时间序列分析与预测的新型反事实学习方法,旨在揭示隐藏的因果关系并识别实现期望结果的潜在干预措施。该方法融合遗传算法与严格的因果检验,推断并验证时序序列中的反事实依赖关系。具体而言,利用格兰杰因果性提升所识因果关系的可靠性,并严格评估其统计显著性。随后,结合分位数回归,运用遗传算法挖掘这些复杂的因果关系以预测未来情景。遗传算法与因果检验的协同作用确保了对数据中时间动态的充分探索,揭示了隐藏依赖,支持在假设干预下的结果预测。我们在真实世界数据上评估了该算法性能,证明其能有效处理复杂因果关系,揭示有意义的反事实洞察,并实现对假设干预下结果的预测。

原文摘要 · Abstract (English)

Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and forecast. The primary objective is to uncover hidden causal relationships and identify potential interventions to achieve desired outcomes. The proposed methodology integrates genetic algorithms and rigorous causality tests to infer and validate counterfactual dependencies within temporal sequences. More specifically, we employ Granger causality to enhance the reliability of identified causal relationships, rigorously assessing their statistical significance. Then, genetic algorithms, in conjunction with quantile regression, are used to exploit these intricate causal relationships to project future scenarios. The synergy between genetic algorithms and causality tests ensures a thorough exploration of the temporal dynamics present in the data, revealing hidden dependencies and enabling the projection of outcomes under hypothetical interventions. We evaluate the performance of our algorithm on real-world data, showcasing its ability to handle complex causal relationships, revealing meaningful counterfactual insights, and allowing for the prediction of outcomes under hypothetical interventions.

反事实推理时间序列遗传算法

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