Data based intervention approach for Complexity-Causality measure
- Published
- Accepted
- Subject Areas
- Adaptive and Self-Organizing Systems, Data Science, Scientific Computing and Simulation
- Keywords
- causality, causal inference, intervention, compression-complexity, model-based, dynamical complexity, negative causality
- Copyright
- © 2018 Kathpalia et al.
- Licence
- This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, reproduction and adaptation in any medium and for any purpose provided that it is properly attributed. For attribution, the original author(s), title, publication source (PeerJ Preprints) and either DOI or URL of the article must be cited.
- Cite this article
- 2018. Data based intervention approach for Complexity-Causality measure. PeerJ Preprints 6:e27416v1 https://doi.org/10.7287/peerj.preprints.27416v1
Abstract
Causality testing methods are being widely used in various disciplines of science. Model-free methods for causality estimation are very useful as the underlying model generating the data is often unknown. However, existing model-free measures assume separability of cause and effect at the level of individual samples of measurements and unlike model-based methods do not perform any intervention to learn causal relationships. These measures can thus only capture causality which is by the associational occurrence of ‘cause’ and ‘effect’ between well separated samples. In real-world processes, often ‘cause’ and ‘effect’ are inherently inseparable or become inseparable in the acquired measurements. We propose a novel measure that uses an adaptive interventional scheme to capture causality which is not merely associational. The scheme is based on characterizing complexities associated with the dynamical evolution of processes on short windows of measurements. The formulated measure, Compression- Complexity Causality is rigorously tested on simulated and real datasets and its performance is compared with that of existing measures such as Granger Causality and Transfer Entropy. The proposed measure is robust to presence of noise, long-term memory, filtering and decimation, low temporal resolution (including aliasing), non-uniform sampling, finite length signals and presence of common driving variables. Our measure outperforms existing state-of-the-art measures, establishing itself as an effective tool for causality testing in real world applications.
Author Comment
This is a submission to PeerJ Computer Science for review.