Attribution-Aided Nonlinear Granger Causality Discovery Method and Its Industrial Application

Granger causality has emerged as a valuable tool in comprehending industrial processes and facilitating data modeling by unveiling the inherent relationships within the data. However, the characteristic of causality discovery tasks results in a lack of validation sets, making hyperparameter tuning reliant solely on intuition. Existing nonlinear Granger causality discovery methods suffer from insufficient accuracy and robustness due to the significant impact of hyperparameters. Hence, this article proposes an attribution-aided nonlinear Granger causality discovery method (Attri-NGC) for accurate and robust inference of Granger causality. Attri-NGC comprises two stages. In the first stage, a novel strategy is proposed to assess whether the variability in contributions, derived from deep learning-based attribution, can significantly reflect causality. This assessment transfers the robust advantage of attribution to causal discovery. In the second stage, a sparsity-inducing penalty targeted at ambiguous causality is defined to fine-tune the deep networks used for attribution. Our method transforms the paradigm of Granger causality discovery from a challenging deep networks training problem to a fine-tuning problem, leading to a substantial enhancement in the accuracy and robustness of causality discovery. The effectiveness of the proposed method is comprehensively validated on four public datasets and two industrial process datasets. The superior performance of Attri-NGC in supporting industrial process modeling effectively promotes the integration of Granger causality into practical applications for more interpretable process modeling.