A New Information Theory-Based Method for Causality Analysis*

Detection of causality is an important and challenging problem in root cause and hazard propagation analysis. A new information theory-based measure, transfer 0-entropy, is proposed for causality analysis on the basis of the definitions of 0-entropy and 0-information without assuming a probability space. For the cases of more than two variables, a direct transfer 0-entropy concept is presented to detect whether there is a direct information and/or material flow pathway from one variable to another. Estimation methods for the transfer 0-entropy and the direct transfer 0-entropy are addressed. The effectiveness of the proposed method is illustrated by two numerical examples and one experimental case study.