A non-linear Granger-causality framework to investigate climate-vegetation dynamics

Satellite Earth observation has led to the creation of global climate data records of many important environmental and climatic variables. These come in the form of multivariate time series with different spatial and temporal resolutions. Data of this kind provide new means to further unravel the influence of climate on vegetation dynamics. However, as advocated in this article, commonly used statistical methods are often too simplistic to represent complex climate-vegetation relationships due to linearity assumptions. Therefore, as an extension of linear Granger-causality analysis, we present a novel non-linear framework consisting of several components, such as data collection from various databases, time series decomposition techniques, feature construction methods, and predictive modelling by means of random forests. Experimental results on global data sets indicate that, with this framework, it is possible to detect non-linear patterns that are much less visible with traditional Granger-causality methods. In addition, we discuss extensive experimental results that highlight the importance of considering non-linear aspects of climate-vegetation dynamics

Detecting and Explaining Causes From Text For a Time Series Event

Explaining underlying causes or effects about events is a challenging but valuable task. We define a novel problem of generating explanations of a time series event by (1) searching cause and effect relationships of the time series with textual data and (2) constructing a connecting chain between them to generate an explanation. To detect causal features from text, we propose a novel method based on the Granger causality of time series between features extracted from text such as N-grams, topics, sentiments, and their composition. The generation of the sequence of causal entities requires a commonsense causative knowledge base with efficient reasoning. To ensure good interpretability and appropriate lexical usage we combine symbolic and neural representations, using a neural reasoning algorithm trained on commonsense causal tuples to predict the next cause step. Our quantitative and human analysis show empirical evidence that our method successfully extracts meaningful causality relationships between time series with textual features and generates appropriate explanation between them.Comment: Accepted at EMNLP 201

Anomaly Detection and Exploratory Causal Analysis for SAP HANA

Nowadays, the good functioning of the equipment, networks and systems will be the key for the business of a company to continue operating because it is never avoidable for the companies to use information technology to support their business in the era of big data. However, the technology is never infallible, faults that give rise to sometimes critical situations may appear at any time. To detect and prevent failures, it is very essential to have a good monitoring system which is responsible for controlling the technology used by a company (hardware, networks and communications, operating systems or applications, among others) in order to analyze their operation and performance, and to detect and alert about possible errors. The aim of this thesis is thus to further advance the field of anomaly detection and exploratory causal inference which are two major research areas in a monitoring system, to provide efficient algorithms with regards to the usability, maintainability and scalability. The analyzed results can be viewed as a starting point for the root cause analysis of the system performance issues and to avoid falls in the system or minimize the time of resolution of the issues in the future. The algorithms were performed on the historical data of SAP HANA database at last and the results gained in this thesis indicate that the tools have succeeded in providing some useful information for diagnosing the performance issues of the system

Estimating causal networks in biosphere–atmosphere interaction with the PCMCI approach

Local meteorological conditions and biospheric activity are tightly coupled. Understanding these links is an essential prerequisite for predicting the Earth system under climate change conditions. However, many empirical studies on the interaction between the biosphere and the atmosphere are based on correlative approaches that are not able to deduce causal paths, and only very few studies apply causal discovery methods. Here, we use a recently proposed causal graph discovery algorithm, which aims to reconstruct the causal dependency structure underlying a set of time series. We explore the potential of this method to infer temporal dependencies in biosphere-atmosphere interactions. Specifically we address the following questions: How do periodicity and heteroscedasticity influence causal detection rates, i.e. the detection of existing and non-existing links? How consistent are results for noise-contaminated data? Do results exhibit an increased information content that justifies the use of this causal-inference method? We explore the first question using artificial time series with well known dependencies that mimic real-world biosphere-atmosphere interactions. The two remaining questions are addressed jointly in two case studies utilizing observational data. Firstly, we analyse three replicated eddy covariance datasets from a Mediterranean ecosystem at half hourly time resolution allowing us to understand the impact of measurement uncertainties. Secondly, we analyse global NDVI time series (GIMMS 3g) along with gridded climate data to study large-scale climatic drivers of vegetation greenness. Overall, the results confirm the capacity of the causal discovery method to extract time-lagged linear dependencies under realistic settings. The violation of the method's assumptions increases the likelihood to detect false links. Nevertheless, we consistently identify interaction patterns in observational data. Our findings suggest that estimating a directed biosphere-atmosphere network at the ecosystem level can offer novel possibilities to unravel complex multi-directional interactions. Other than classical correlative approaches, our findings are constrained to a few meaningful set of relations which can be powerful insights for the evaluation of terrestrial ecosystem models