Time series are ubiquitous in all domains of human endeavor. They are generated, stored, and manipulated during any kind of activity. The goal of this chapter is to introduce a novel approach to mine multidimensional time-series data for causal relationships. The main feature of the proposed system is supporting discovery of causal relations based on automatically discovered recurring patterns in the input time series. This is achieved by integrating a variety of data mining techniques.
The main insight of the proposed system is that causal relations can be found more easily and robustly by analyzing meaningful events in the time series rather than by analyzing the time series numerical values directly. The RSST (Robust Singular Spectrum Transform) algorithm is used to find interesting points in every time series that is further analyzed by a constrained motif discovery algorithm (if needed) to learn basic events of the time series. The Granger-causality test is extended and applied to the multidimensional time-series describing the occurrences of these basic events rather than to the raw time-series data.
The combined algorithm is evaluated using both synthetic and real world data. The real world application is to mine records of activities during a human-robot interaction experiment in which a human subject is guiding a robot to navigate using free hand gesture. The results show that the combined system can provide causality graphs representing the underlying relations between the human’s actions and robot behavior that cannot be recovered using standard causal graph learning procedures.