Book Chapter10.1007/978-3-319-05380-6_5
Capturing Causality from Process Data
Fan Yang,Ping Duan,Sirish L. Shah,Tongwen Chen +3 more
- 01 Jan 2014
- pp 41-65
5
TL;DR: This chapter focuses on the relationship between different time series to capture causality in the process, and on the results of pairwise causality analysis, which can construct a causal network that is composed of the links between every two nodes.
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Abstract: Data is a valuable resource for modeling and analysis. Process data is a set of timeseries of process variables. In this chapter, we focus on the relationship between different time series to capture causality in the process. For a pair of process variables, various data-based methods can be applied to detect causality. These methods can be categorized into three classes: lag-basedmethods, such as the Granger causality and transfer entropy; conditional independence methods, such as the Bayesian network; and higher order statistics, such as the Patel’s pairwise conditional probability approach. In this work, we focus on the first group of methods, which are the most commonly used, and then briefly discuss some remaining methods. Based on the results of pairwise causality analysis, one can construct a causal network that is composed of the links between every two nodes. For multivariate systems, network topology can be determined by using statistical confounding analysis.
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