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

Abstract

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.