The invention discloses a dynamic risk prediction method,
system and device based on a causal enhanced space-time Transform (CAST), and a medium, and the method comprises the steps: carrying out the fusion of multi-
modal time series data through a causal enhanced space-time Transform (CAST) model, and obtaining a causal enhanced fusion feature representation; estimating posterior distribution parameters of generalized Pareto distribution in an extreme value
theory based on the feature representation; calculating an expected
tail risk
estimation value as a dynamic risk prediction value; and performing early warning or dynamic pricing decision according to the risk value. According to the method, a
causal inference mechanism is introduced, so that pseudo-correlation interference in multi-
modal data is effectively inhibited, and high adaptability to a dynamic environment is realized; meanwhile, historical prior knowledge is combined with real-
time data, so that the accuracy and stability of
tail risk parameter
estimation are improved; in addition, a
differential privacy mechanism is introduced in a risk value output link, and it is ensured that individual privacy is not leaked. The method has wide application prospects in the fields of intelligent transportation, financial science and technology,
industrial Internet of Things and the like.