Wasim Ahmad

Wasim Ahmad, Maha Shadaydeh, Joachim Denzler

Cause-effect analysis is crucial to understand the underlying mechanism of a system. We propose to exploit model invariance through interventions on the predictors to infer causality in nonlinear multivariate systems of time series. We model nonlinear interactions in time series using DeepAR and then expose the model to different environments using Knockoffs-based interventions to test model invariance. Knockoff samples are pairwise exchangeable, in-distribution and statistically null variables generated without knowing the response. We test model invariance where we show that the distribution of the response residual does not change significantly upon interventions on non-causal predictors. We evaluate our method on real and synthetically generated time series. Overall our method outperforms other widely used causality methods, i.e, VAR Granger causality, VARLiNGAM and PCMCI+.

Wasim Ahmad, Yan-Tsung Peng, Yuan-Hao Chang et al.

Deep-fake videos, generated through AI face-swapping techniques, have gained significant attention due to their potential for impactful impersonation attacks. While most research focuses on real vs. fake detection, attributing a deep-fake to its specific generation model or encoder is vital for forensic analysis, enabling source tracing and tailored countermeasures. This enhances detection by leveraging model-specific artifacts and supports proactive defenses. We investigate the model attribution problem for deep-fake videos using two datasets: Deepfakes from Different Models (DFDM) and GANGen-Detection, both comprising deep-fake videos and GAN-generated images. We use only fake images from GANGen-Detection to align with DFDM's focus on attribution rather than binary classification. We formulate the task as a multiclass classification problem and introduce a novel Capsule-Spatial-Temporal (CapST) model that integrates a truncated VGG19 network for feature extraction, capsule networks for hierarchical encoding, and a spatio-temporal attention mechanism. Video-level fusion captures temporal dependencies across frames. Experiments on DFDM and GANGen-Detection show CapST outperforms baseline models in attribution accuracy while reducing computational cost.

Wasim Ahmad, Maha Shadaydeh, Joachim Denzler

Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world complex systems. Causality methods typically identify the causal structure of a multivariate system by considering the cause-effect relationship of each pair of variables while ignoring the collective effect of a group of variables or interactions involving more than two-time series variables. In this work, we test model invariance by group-level interventions on the trained deep networks to infer causal direction in groups of variables, such as climate and ecosystem, brain networks, etc. Extensive testing with synthetic and real-world time series data shows a significant improvement of our method over other applied group causality methods and provides us insights into real-world time series. The code for our method can be found at:https://github.com/wasimahmadpk/gCause.

Wasim Ahmad, Maha Shadaydeh, Joachim Denzler

Estimating causal relations is vital in understanding the complex interactions in multivariate time series. Non-linear coupling of variables is one of the major challenges inaccurate estimation of cause-effect relations. In this paper, we propose to use deep autoregressive networks (DeepAR) in tandem with counterfactual analysis to infer nonlinear causal relations in multivariate time series. We extend the concept of Granger causality using probabilistic forecasting with DeepAR. Since deep networks can neither handle missing input nor out-of-distribution intervention, we propose to use the Knockoffs framework (Barberand Cand`es, 2015) for generating intervention variables and consequently counterfactual probabilistic forecasting. Knockoff samples are independent of their output given the observed variables and exchangeable with their counterpart variables without changing the underlying distribution of the data. We test our method on synthetic as well as real-world time series datasets. Overall our method outperforms the widely used vector autoregressive Granger causality and PCMCI in detecting nonlinear causal dependency in multivariate time series.