Causal modeling and prediction over event streams

In recent years, there has been a growing need for causal analysis in many modern stream applications such as web page click monitoring, patient health care monitoring, stock market prediction, electric grid monitoring, and network intrusion detection systems. The detection and prediction of causal...

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Bibliographic Details
Main Author: Acharya, Saurav
Format: Others
Language:en
Published: ScholarWorks @ UVM 2014
Subjects:
Online Access:http://scholarworks.uvm.edu/graddis/286
http://scholarworks.uvm.edu/cgi/viewcontent.cgi?article=1285&context=graddis
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Summary:In recent years, there has been a growing need for causal analysis in many modern stream applications such as web page click monitoring, patient health care monitoring, stock market prediction, electric grid monitoring, and network intrusion detection systems. The detection and prediction of causal relationships help in monitoring, planning, decision making, and prevention of unwanted consequences. An event stream is a continuous unbounded sequence of event instances. The availability of a large amount of continuous data along with high data throughput poses new challenges related to causal modeling over event streams, such as (1) the need for incremental causal inference for the unbounded data, (2) the need for fast causal inference for the high throughput data, and (3) the need for real-time prediction of effects from the events seen so far in the continuous event streams. This dissertation research addresses these three problems by focusing on utilizing temporal precedence information which is readily available in event streams: (1) an incremental causal model to update the causal network incrementally with the arrival of a new batch of events instead of storing the complete set of events seen so far and building the causal network from scratch with those stored events, (2) a fast causal model to speed up the causal network inference time, and (3) a real-time top-k predictive query processing mechanism to find the most probable k effects with the highest scores by proposing a run-time causal inference mechanism which addresses cyclic causal relationships. In this dissertation, the motivation, related work, proposed approaches, and the results are presented in each of the three problems.