Causal Inference Based on the Analysis of Events of Relations for Non-stationary Variables

Abstract

The main concept behind causality involves both statistical conditions and temporal relations. However, current approaches to causal inference, focusing on the probability vs. conditional probability contrast, are based on model functions or parametric estimation. These approaches are not appropriate when addressing non-stationary variables. In this work, we propose a causal inference approach based on the analysis of Events of Relations (CER). CER focuses on the temporal delay relation between cause and effect, and a binomial test is established to determine whether an “event of relation” with a non-zero delay is significantly different from one with zero delay. Because CER avoids parameter estimation of non-stationary variables per se, the method can be applied to both stationary and non-stationary signals.