Navigating Time's Possibilities: Plausible Counterfactual Explanations for Multivariate Time-Series Forecast through Genetic Algorithms

TL;DR

This paper introduces a novel approach combining genetic algorithms and causality tests to generate plausible counterfactual explanations for multivariate time-series forecasts, aiding understanding of complex causal dynamics.

Contribution

It presents a new method integrating genetic algorithms with Granger causality and quantile regression for counterfactual analysis in multivariate time series.

Findings

Effective in uncovering hidden causal relationships

Able to project future scenarios under hypothetical interventions

Demonstrates robustness on real-world data

Abstract

Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and forecast. The primary objective is to uncover hidden causal relationships and identify potential interventions to achieve desired outcomes. The proposed methodology integrates genetic algorithms and rigorous causality tests to infer and validate counterfactual dependencies within temporal sequences. More specifically, we employ Granger causality to enhance the reliability of identified causal relationships, rigorously assessing their statistical significance. Then, genetic algorithms, in conjunction with quantile regression, are used to exploit these intricate causal relationships to project future scenarios. The synergy between genetic algorithms and causality tests ensures a thorough exploration of the temporal dynamics present in the data, revealing hidden dependencies and enabling the projection of outcomes under hypothetical interventions. We evaluate the performance of our algorithm on real-world data, showcasing its ability to handle complex causal relationships, revealing meaningful counterfactual insights, and allowing for the prediction of outcomes under hypothetical interventions.