Oracle Corporation
IDENTIFYING REGULATOR AND DRIVER SIGNALS IN DATA SYSTEMS

Abstract:

A method of identifying causal relationships between time series may include accessing a hierarchy of nodes in a data structure, where each node in the plurality of nodes may include a time series of data. The method may also include identifying a subset of nodes in the plurality of nodes for which causal relationships may exist in the corresponding time series. The method may additionally include generating a model for each of the subset of nodes, where the model may receive the subset of nodes and generate coefficients indicating how strongly each of the subset of nodes causally affects other nodes in the subset of nodes. The method may further include generating a ranked output of nodes that causally affect a first node in the subset of nodes based on an output of the corresponding model.