Time-Frequency Causal Inference Uncovers Anomalous Events in Environmental Systems

Abstract

Causal inference in dynamical systems is a challenge for different research areas. So far it is mostly about understanding to what extent the underlying causal mechanisms can be derived from observed time series. Here we investigate whether anomalous events can also be identified based on the observed changes in causal relationships. We use a parametric time-frequency representation of vector autoregressive Granger causality for causal inference. The use of time-frequency approach allows for dealing with the nonstationarity of the time series as well as for defining the time scale on which changes occur. We present two representative examples in environmental systems: land-atmosphere ecosystem and marine climate. We show that an anomalous event can be identified as the event where the causal intensities differ according to a distance measure from the average causal intensities. The driver of the anomalous event can then be identified based on the analysis of changes in the causal effect relationships.