Detection of Cause-Effect Relations Based on Information Granulation and Transfer Entropy

Causality inference is a process to infer Cause-Effect relations between variables in, typically, complex systems, and it is commonly used for root cause analysis in large-scale process industries. Transfer entropy (TE), as a non-parametric causality inference method, is an effective method to detect Cause-Effect relations in both linear and nonlinear processes. However, a major drawback of transfer entropy lies in the high computational complexity, which hinders its real application, especially in systems that have high requirements for real-time estimation. Motivated by such a problem, this study proposes an improved method for causality inference based on transfer entropy and information granulation. The calculation of transfer entropy is improved with a new framework that integrates the information granulation as a critical preceding step; moreover, a window-length determination method is proposed based on delay estimation, so as to conduct appropriate data compression using information granulation. The effectiveness of the proposed method is demonstrated by both a numerical example and an industrial case, with a two-tank simulation model. As shown by the results, the proposed method can reduce the computational complexity significantly while holding a strong capability for accurate casuality detection.

Automated summary

This study proposes an improved method for causality inference based on transfer entropy and information granulation, which significantly reduces computational complexity while maintaining accurate causality detection. It combines information granulation as a critical preceding step in the calculation of transfer entropy and introduces a window-length determination method based on delay estimation for appropriate data compression.