Causal Discovery in Observational Time Series


Séminaire Données et Aléatoire Théorie & Applications

12/01/2023 - 14:30 Emilie Devijver (CNRS) Salle 106

Time series arise as soon as observations, from sensors or experiments, for example, are collected over time. They are present in various forms in many different domains, as healthcare (through, e.g., monitoring systems), Industry 4.0 (through, e.g., predictive maintenance and industrial monitoring systems), surveillance systems (from images, acoustic signals, seismic waves, etc.) or energy management (through, e.g. energy consumption data).
In this talk, we propose an overview of existing methods for inferring a causal graph for time series, and present a new method to learn an extended summary causal graph. The algorithms we propose fit within the well-known constraint-based framework for causal discovery and make use of information-theoretic measures to determine (in)dependencies between time series.
The behaviour of our method is illustrated through several experiments.