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Lei ZAN

Wednesday, October 2, 2024

Causal discovery from heterogeneous time series with application to IT monitoring data

Abstract:

This thesis explores the topic of causal discovery from heterogeneous time series.

In the first topic, I will introduce a method leveraging (conditional) mutual information to assess (conditional) independence among heterogeneous type variables, encompassing both qualitative and quantitative data. Using this estimator, a new local permutation test is introduced, tailored for heterogeneous variables.  Applied to real IT monitoring data, the results demonstrate that incorporating a wider range of variables, particularly heterogeneous ones, enhances the discovery of causal relationships and leads to a better understanding of the system.

In the second topic, a structural causal model to represent event-based causal mechanisms in threshold-based IT systems is presented, alongside a novel algorithm, for quickly detecting root causes of anomalies. This method is proven effective when root causes are not causally related, and an extension involving agent intervention is proposed to address this assumption.

In the third topic, I address the challenge of time series exhibiting multiple piecewise consistent regimes, each governed by distinct causal mechanisms. The proposed method is partitioning the time series into appropriate regimes and is identifying the correct window causal graph, incorporating both instantaneous and lagged connections within each regime.

 

Date and place

Wednesday, October 2, 2024, at 11:00 AM
IMAG Building Auditorium
and videoconference

Supervisors

Eric GAUSSIER
Professeur des Universités, Université Grenoble Alpes (Directeur de thèse)

Emilie DEVIJVER
Chargée de recherche, Université Grenoble Alpes (Co-encadrante de thèse)
Charles K. ASSAAD
Professeur junior, Sorbonne Université, Inserm (Co-encadrant de thèse)

Jury members

Eric GAUSSIER
PROFESSEUR DES UNIVERSITES, Université Grenoble Alpes (Directeur de thèse)

Marianne CLAUSEL
PROFESSEURE DES UNIVERSITES, Université de Lorraine (Rapporteure)
Michèle SEBAG
DIRECTRICE DE RECHERCHE, CNRS Paris Ile-de-France Sud (Rapporteure)
Gregor GOESSLER
DIRECTEUR DE RECHERCHE, INRIA Rhône-Alpes (Examinateur)
Pierre-Henri WUILLEMIN
MAITRE DE CONFERENCES, Université de Sorbonne (Examinateur)

Submitted on September 27, 2024

Updated on September 27, 2024