Detecting and quantifying causal associations in large nonlinear time series datasets
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Published version
Author(s)
Runge, jakob
Nowack, Peer
Kretschmer, Marlene
Flaxman, Seth
Sejdinovic, Dino
Type
Journal Article
Abstract
Identifying causal relationships and quantifying their strength fromobservational time series data are key problems in disciplines deal-ing with complex dynamical systems such as the Earth system orthe human body. Data-driven causal inference in such systems ischallenging since datasets are often high-dimensional and nonlinear with limited sample sizes. Here we introduce a novel method thatflexibly combines linear or nonlinear conditional independence testswith a causal discovery algorithm to estimate causal networks fromlarge-scale time series datasets. We validate the method on timeseries of well-understood physical mechanisms in the climate sys-tem and the human heart and using large-scale synthetic datasetsmimicking the typical properties of real world data. The experi-ments demonstrate that our method outperforms state-of-the-arttechniques in detection power, which opens up entirely new possi-bilities to discover and quantify causal networks from time seriesacross a range of research fields.
Date Issued
2019-11-27
Date Acceptance
2019-09-17
Citation
Science Advances, 2019, 5 (11), pp.1-15
ISSN
2375-2548
Publisher
American Association for the Advancement of Science
Start Page
1
End Page
15
Journal / Book Title
Science Advances
Volume
5
Issue
11
Copyright Statement
© 2019 The Authors, some rights reserved; exclusive licensee American Association for the Advancement of Science. No claim to original U.S. Government Works. Distributed under a Creative Commons Attribution License 4.0 (CC BY).
This is an open-access article distributed under the terms of the Creative Commons Attribution license, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (http://creativecommons.org/licenses/by/4.0/).
This is an open-access article distributed under the terms of the Creative Commons Attribution license, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (http://creativecommons.org/licenses/by/4.0/).
License URL
Identifier
https://advances.sciencemag.org/content/5/11/eaau4996
Subjects
Causality
Machine Learning
Climate
Atmosphere
Neurosciences
Algorithms
Publication Status
Published
Date Publish Online
2019-11-27