Inferring the time-varying coupling of dynamical systems with temporal convolutional autoencoders

Fuente: arXiv
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Main Authors: Calderon, Josuan, Berman, Gordon J.
Format: Preprint
Published: 2024
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author Calderon, Josuan
Berman, Gordon J.
author_facet Calderon, Josuan
Berman, Gordon J.
contents Most approaches for assessing causality in complex dynamical systems fail when the interactions between variables are inherently non-linear and non-stationary. Here we introduce Temporal Autoencoders for Causal Inference (TACI), a methodology that combines a new surrogate data metric for assessing causal interactions with a novel two-headed machine learning architecture to identify and measure the direction and strength of time-varying causal interactions. Through tests on both synthetic and real-world datasets, we demonstrate TACI's ability to accurately quantify dynamic causal interactions across a variety of systems. Our findings display the method's effectiveness compared to existing approaches and also highlight our approach's potential to build a deeper understanding of the mechanisms that underlie time-varying interactions in physical and biological systems.
format Preprint
id arxiv_https___arxiv_org_abs_2406_03212
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Inferring the time-varying coupling of dynamical systems with temporal convolutional autoencoders
Calderon, Josuan
Berman, Gordon J.
Machine Learning
Quantitative Methods
Most approaches for assessing causality in complex dynamical systems fail when the interactions between variables are inherently non-linear and non-stationary. Here we introduce Temporal Autoencoders for Causal Inference (TACI), a methodology that combines a new surrogate data metric for assessing causal interactions with a novel two-headed machine learning architecture to identify and measure the direction and strength of time-varying causal interactions. Through tests on both synthetic and real-world datasets, we demonstrate TACI's ability to accurately quantify dynamic causal interactions across a variety of systems. Our findings display the method's effectiveness compared to existing approaches and also highlight our approach's potential to build a deeper understanding of the mechanisms that underlie time-varying interactions in physical and biological systems.
title Inferring the time-varying coupling of dynamical systems with temporal convolutional autoencoders
topic Machine Learning
Quantitative Methods
url https://arxiv.org/abs/2406.03212