Generating Fine-Grained Causality in Climate Time Series Data for Forecasting and Anomaly Detection

• Main Authors: Fu, Dongqi, Zhu, Yada, Tong, Hanghang, Weldemariam, Kommy, Bhardwaj, Onkar, He, Jingrui
• Format: Journal Article
• Language: English
• Published: 08.08.2024
• Subjects: Computer Science - Learning
• DOI: 10.48550/arxiv.2408.04254

Understanding the causal interaction of time series variables can contribute to time series data analysis for many real-world applications, such as climate forecasting and extreme weather alerts. However, causal relationships are difficult to be fully observed in real-world complex settings, such as spatial-temporal data from deployed sensor networks. Therefore, to capture fine-grained causal relations among spatial-temporal variables for further a more accurate and reliable time series analysis, we first design a conceptual fine-grained causal model named TBN Granger Causality, which adds time-respecting Bayesian Networks to the previous time-lagged Neural Granger Causality to offset the instantaneous effects. Second, we propose an end-to-end deep generative model called TacSas, which discovers TBN Granger Causality in a generative manner to help forecast time series data and detect possible anomalies during the forecast. For evaluations, besides the causality discovery benchmark Lorenz-96, we also test TacSas on climate benchmark ERA5 for climate forecasting and the extreme weather benchmark of NOAA for extreme weather alerts.