Causality Analysis with Different Probabilistic Distributions Using Transfer Entropy
This paper presents the results of an analysis of causality detection in a multi-loop control system. The investigation focuses on application of the Transfer Entropy method, which is not commonly used during the exact construction of information and material flow pathways in the field of automation...
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| Published in: | Applied sciences Vol. 13; no. 10; p. 5849 |
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| Language: | English |
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01-05-2023
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| Abstract | This paper presents the results of an analysis of causality detection in a multi-loop control system. The investigation focuses on application of the Transfer Entropy method, which is not commonly used during the exact construction of information and material flow pathways in the field of automation. Calculations are performed on simulated multi-loop control system data obtained from a system with a structure known a priori. The model incorporates the possibility of freely changing its parameters and of applying noise with different properties. In addition, a method for determining the entropy transfer between process variables is investigated. The fitting of different variants of the probability distribution functions to the data is crucial for effective evaluation of the Transfer Entropy approach. The obtained results allow for suggestions to be formulated with respect to choosing which probability function the transfer entropy should be based upon. Moreover, we provide a proposal for the design of a causality analysis approach that can reliably obtain information relationships. |
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| AbstractList | This paper presents the results of an analysis of causality detection in a multi-loop control system. The investigation focuses on application of the Transfer Entropy method, which is not commonly used during the exact construction of information and material flow pathways in the field of automation. Calculations are performed on simulated multi-loop control system data obtained from a system with a structure known a priori. The model incorporates the possibility of freely changing its parameters and of applying noise with different properties. In addition, a method for determining the entropy transfer between process variables is investigated. The fitting of different variants of the probability distribution functions to the data is crucial for effective evaluation of the Transfer Entropy approach. The obtained results allow for suggestions to be formulated with respect to choosing which probability function the transfer entropy should be based upon. Moreover, we provide a proposal for the design of a causality analysis approach that can reliably obtain information relationships. |
| Audience | Academic |
| Author | Falkowski, Michał J Domański, Paweł D |
| Author_xml | – sequence: 1 givenname: Michał J. orcidid: 0000-0002-5273-7843 surname: Falkowski fullname: Falkowski, Michał J. – sequence: 2 givenname: Paweł D. orcidid: 0000-0003-4053-3330 surname: Domański fullname: Domański, Paweł D. |
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| Cites_doi | 10.1007/s11633-020-1243-2 10.1103/PhysRevE.69.066138 10.1002/0471725382 10.1109/TII.2012.2214390 10.21105/joss.01081 10.1007/978-3-030-23593-2 10.1109/MS.2003.1184170 10.3389/frobt.2014.00011 10.3390/e16031743 10.3390/app12083784 10.1155/2012/478373 10.1016/j.clet.2021.100187 10.1137/1.9780898717884 10.1063/1.3059791 10.1109/TSMCB.2005.861879 10.1007/s10827-010-0262-3 10.1007/978-3-319-43222-9 10.1080/01621459.1999.10473858 10.1103/PhysRevLett.85.461 10.1162/003465304323023651 10.1186/1475-925X-11-19 10.1109/ICSTCC.2015.7321405 10.1080/00401706.1983.10487848 10.1037/h0037350 10.1016/j.automatica.2010.05.022 10.1002/9781118445112.stat07416 10.1007/978-94-015-3994-4 10.1002/hbm.20771 10.1007/978-3-319-10160-6_12 10.1109/CoDIT49905.2020.9263965 10.1016/j.jprocont.2012.06.009 |
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| SubjectTerms | Analysis Automation Causality causality analysis Control engineering Control systems Distribution (Probability theory) Distribution functions Entropy Methods multi-loop control system Probability Probability distribution Probability distribution functions Process variables Simulation Statistical analysis Time series transfer entropy Variables |
| Title | Causality Analysis with Different Probabilistic Distributions Using Transfer Entropy |
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