Root Cause Analysis of Anomalies in Multivariate Time Series through Granger Causal Discovery

Identifying the root causes of anomalies in multivariate time series is challenging due to the complex dependencies among the series. In this paper, we propose a comprehensive approach called AERCA that inherently integrates Granger causal discovery with root cause analysis. By defining anomalies as interventions on the exogenous variables of time series, AERCA not only learns the Granger causality among time series but also explicitly models the distributions of exogenous variables under normal