eCDANs: Efficient Temporal Causal Discovery from Autocorrelated and Non-stationary Data (Student Abstract)
Keywords:Causal Discovery, Causal Structure Learning, Time Series, Autocorrelation, Non-stationarity, High-dimensionality
AbstractConventional temporal causal discovery (CD) methods suffer from high dimensionality, fail to identify lagged causal relationships, and often ignore dynamics in relations. In this study, we present a novel constraint-based CD approach for autocorrelated and non-stationary time series data (eCDANs) capable of detecting lagged and contemporaneous causal relationships along with temporal changes. eCDANs addresses high dimensionality by optimizing the conditioning sets while conducting conditional independence (CI) tests and identifies the changes in causal relations by introducing a surrogate variable to represent time dependency. Experiments on synthetic and real-world data show that eCDANs can identify time influence and outperform the baselines.
How to Cite
Ferdous, M. H., Hasan, U., & Gani, M. O. (2023). eCDANs: Efficient Temporal Causal Discovery from Autocorrelated and Non-stationary Data (Student Abstract). Proceedings of the AAAI Conference on Artificial Intelligence, 37(13), 16208-16209. https://doi.org/10.1609/aaai.v37i13.26964
AAAI Student Abstract and Poster Program