Deutsch
 
Hilfe Datenschutzhinweis Impressum
  DetailsucheBrowse

Datensatz

DATENSATZ AKTIONENEXPORT

Freigegeben

Konferenzbeitrag

Telling Cause from Effect in Deterministic Linear Dynamical Systems

MPG-Autoren
/persons/resource/persons75626

Janzing,  D
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Dept. Empirical Inference, Max Planck Institute for Intelligent Systems, Max Planck Society;

/persons/resource/persons84193

Schölkopf,  B
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Dept. Empirical Inference, Max Planck Institute for Intelligent Systems, Max Planck Society;

/persons/resource/persons75278

Besserve,  M
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Department Physiology of Cognitive Processes, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Dept. Empirical Inference, Max Planck Institute for Intelligent Systems, Max Planck Society;

Volltexte (beschränkter Zugriff)
Für Ihren IP-Bereich sind aktuell keine Volltexte freigegeben.
Volltexte (frei zugänglich)
Es sind keine frei zugänglichen Volltexte in PuRe verfügbar
Ergänzendes Material (frei zugänglich)
Es sind keine frei zugänglichen Ergänzenden Materialien verfügbar
Zitation

Shajarisales, N., Janzing, D., Schölkopf, B., & Besserve, M. (2015). Telling Cause from Effect in Deterministic Linear Dynamical Systems. In F. Bach, & D. Blei (Eds.), 32nd International Conference on Machine Learning (ICML 2015) (pp. 285-294). Madison, WI, USA: International Machine Learning Society.


Zitierlink: https://hdl.handle.net/11858/00-001M-0000-002A-4580-4
Zusammenfassung
Telling a cause from its effect using observed time series data is a major challenge in natural and social sciences. Assuming the effect is generated by the cause through a linear system, we propose a new approach based on the hypothesis that nature chooses the “cause” and the “mechanism generating the effect from the cause” independently of each other. Specifically we postulate that the power spectrum of the “cause” time series is uncorrelated with the square of the frequency response of the linear filter (system) generating the effect. While most causal discovery methods for time series mainly rely on the noise, our method relies on asymmetries of the power spectral density properties that exist even in deterministic systems. We describe mathematical assumptions in a deterministic model under which the causal direction is identifiable. In particular, we show a scenario where the method works but Granger causality fails. Experiments show encouraging results on synthetic as well as real-world data. Overall, this suggests that the postulate of Independence of Cause and Mechanism is a promising principle for causal inference on observed time series.