Proceedings ArticleDOI
Reconstruction of causal graphs for multivariate processes in the presence of missing data
Piyush Agarwal,Arun K. Tangirala +1 more
- pp 0389-0394
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This paper presents a method to reconstruct the causal graph from data with missing observations using sparse optimization (SPOPT) techniques, particularly devised for jointly stationary multivariate processes that have vector autoregressive (VAR) structure representations.Abstract:
Learning temporal causal relationships between time series is an important tool for the identification of causal network structures in linear dynamic systems from measurements. The main objective in network reconstruction is to identify the causal interactions between the variables and determine the connectivity strengths from time-series data. Among several recently introduced data-driven causality measures, partial directed coherence (PDC), directed partial correlation (DPC) and direct power transfer (DPT) have been shown to be effective in both identifying the causal interactions as well as quantifying the strength of connectivity. However, all the existing approaches assume that the observations are available at all time instants and fail to cater to the case of missing observations. This paper presents a method to reconstruct the causal graph from data with missing observations using sparse optimization (SPOPT) techniques. The method is particularly devised for jointly stationary multivariate processes that have vector autoregressive (VAR) structure representations. Demonstrations on different linear causal dynamic systems illustrate the efficacy of the proposed method with respect to the reconstruction of causal networks.read more
Citations
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Journal Article
Partial directed coherence: a new concept in neural structure determination
Koichi Sameshima,Luiz A. Baccalá +1 more
TL;DR: A new frequency-domain approach to describe the relationships (direction of information flow) between multivariate time series based on the decomposition of multivariate partial coherences computed from multivariate autoregressive models is introduced.
A Recursive EM Algorithm for Identification of ARX-Models Subject to Missing Data
TL;DR: In this paper, several approaches to the identification problem are presented, including a new method based on the EM (expectation maximization) algorithm, and different approaches are tested and compared using Monte Carlo simulations.
Journal ArticleDOI
Deep Learning for Classification of Profit-based Operating Regions in Industrial Processes
TL;DR: A classification approach is proposed for finding ranges of process inputs that result in corresponding ranges of a process profit function using deep learning.
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