Causal Modeling of Dynamical Systems

Understand

Dynamical systems are widely used in science and engineering to model systems consisting of several interacting components.

• Often, they can be given a causal interpretation in the sense that they not only model the evolution of the states of the system's components over time, but also describe how their evolution is affected by external interventions on the system that perturb the dynamics.
• We introduce the formal framework of structural dynamical causal models (SDCMs) that explicates the causal semantics of the system's components as part of the model.
• SDCMs represent a dynamical system as a collection of stochastic processes and specify the basic causal mechanisms that govern the dynamics of each component as a structured system of random differential equations of arbitrary order.