# Causal-Discovery-from-Continuous-Time-Series-by-Compression
## 1. Code Summary
In data directory, we provide all data that we use in our experiments and a data generator of MATLAB Simulink to generate mechatronic engineering data.
In cute.py, there are methods provided by [Causal Inference on Event Sequences](http://kailashbuki.github.io/manuscript/cute.pdf) to allow our methods to compare with others.
In granger.py, we provide Granger Causality test method.
In Util.py, we provide all functions that will be used in DISC and our experiments.
In Disc.py, core methods of DISC are provided.
synthetic_data_test.py and real_data_test.py provide synthetic data test and real world data test results separately.
## 2. Time Complexity
**synthetic_data_test.py**
time_window()
time_weighted()
time_weighted_window()
## 3. Validation for Encoding Method
**synthetic_data_test.py**
test_causality_consistency()
test_no_causality_consistency()
## 4. Synthetic Experimental Results
#### 4.1 Simple Linear Causality
**synthetic_data_test.py**
test_linear_data()
#### 4.2 Nonlinear Monotonic Causality
**synthetic_data_test.py**
test_non_linear()
## 5. EMPIRICAL RESULTS ON REAL WORLD DATA
#### 5.1 River Data
**real_data_test.py**
river_test()
river_test2()
#### 5.2 Temperature and Ozone Data
ozone_test(1)
ozone_test(2)
ozone_test(3)
#### 5.3 Mechatronic Engineering Data
test_engineering(1, 0)
test_engineering(2, 0)
test_engineering(1, 1)
test_engineering(2, 1)
## Supplement to our code
The methods above only provide main results of our experiments. The code for other models(G-test, cute, icute) is annotated. These functions can also be used.
From the point of view of code simplicity, all of our synthetic data related tests are imported from test_data(). Make sure to read comments before you use this method by yourself.
## Experiment Results
We provide detailed results of all the experiments in this paper in directory **Experiment Result**.
In addition, as the noise is random, the last real world data experiment will get different results every time you run. Therefore we store the data that we use in this paper in excel of the directory.
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matlab导入excel代码-TimeSeries:时间序列
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txt:9个
py:8个
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2021-05-21
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matlab导入excel代码压缩连续时间序列的因果发现 1.代码摘要 在数据目录中,我们提供了实验中使用的所有数据以及MATLAB Simulink的数据生成器来生成机电工程数据。 在cute.py中,提供了一些方法,可让我们的方法与其他方法进行比较。 在granger.py中,我们提供了Granger因果关系测试方法。 在Util.py中,我们提供了将在DISC和实验中使用的所有功能。 在Disc.py中,提供了DISC的核心方法。 synthesis_data_test.py和real_data_test.py分别提供了综合数据测试和实际数据测试结果。 2.时间复杂度 Composite_data_test.py time_window() time_weighted() time_weighted_window() 3.编码方法的验证 Composite_data_test.py test_causality_consistency() test_no_causality_consistency() 4.综合实验结果 4.1简单线性因果关系 Composite_data_tes
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TimeSeries-master.zip (82个子文件)
TimeSeries-master
Util.py 16KB
dy_v.eps 32KB
value1 21KB
complex.eps 136KB
normal3 7KB
synthetic_data_test.py 49KB
2013.csv 1.5MB
data
ozone2.txt 7KB
ozone1.xlsx 15KB
engineering_data_generation
optimal_control.m 763B
Readme.txt 563B
slope_position.slx 23KB
torque.slx 24KB
adaptive_control.m 282B
base_mix.m 2KB
mix.slx 30KB
torque_discrete.slx 24KB
position.slx 24KB
position_discrete.slx 24KB
rhein.dat 22KB
ozone3.txt 7KB
ozone2.xlsx 15KB
saar.csv 82KB
temperature.txt 3KB
saar.dat 17KB
rhein.csv 93KB
TrapezoidalWave.xlsx 323KB
ozone3.xlsx 15KB
ozone1.txt 7KB
value5 19KB
data_generation.py 2KB
normal1 7KB
price.xls 373KB
cute.py 4KB
Experiment Result
Synthetic Data
non-linear synthetic data(tanh).xlsx 9KB
linear synthetic data.xlsx 9KB
Validation for Encoding Method
CausalityNormalDistributionImprovedCUTE.xlsx 16KB
NoCausalityNormalDistributionDISC.xlsx 16KB
CausalityGMMImprovedCUTE.xlsx 16KB
NoCausalityGMMOurDISC.xlsx 16KB
non-linear synthetic data(ex).xlsx 9KB
Real World Data
Trapezoidal wave with noise output2.xlsx 290KB
iCUTE.txt 1KB
Granger.txt 1KB
CUTE.txt 1KB
Trapezoidal wave with noise output1.xlsx 290KB
DISC.txt 1KB
value2 21KB
Soybean.xlsx 17KB
tmp_causes2 86KB
tmp_effects 42KB
values2 0B
LICENSE 11KB
normal5 6KB
tmp_causes 42KB
cute.pyc 6KB
dy.eps 177KB
2012.csv 1.5MB
values 41KB
value4 23KB
2013.xlsx 1.48MB
Corn.xlsx 18KB
normal2 8KB
cause.eps 185KB
data_generation.pyc 2KB
Util.pyc 15KB
value.eps 29KB
real_data_test.py 218KB
2012.xlsx 1.48MB
synthetic_data_test.pyc 29KB
Addtional.py 22KB
README.md 2KB
value3 21KB
Disc.pyc 7KB
real_data_test.pyc 137KB
normal4 6KB
granger_test.py 818B
2010.csv 1.45MB
granger_test.pyc 972B
2010.xlsx 1.38MB
Disc.py 9KB
tmp_effects2 85KB
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