Spatio-Temporal Change Detection with Granger Causality Based Cluster Sequence Mining

Abstract

We proposed a method to extract causal relations of clusters from multi-dimensional event sequence data, along with another method to detect the changes of the extracted relations over time. The proposed Granger Cluster Sequence Mining (GCSM) algorithm identifies the pairs of spatial data clusters that have causality over time with each other. It extends the Cluster Sequence Mining algorithm, which utilized a statistical inference technique to identify occurrence relation, with a causality based on Granger causality. We also proposed a statistical model to infer the changes over time of each extracted causal relation. With experiments using synthetic data and semi-real data, we confirmed that the algorithm works correctly, and able to extract the embedded causal relations with high F-score and high accuracy of change points.