Correlation Dimension Detects Causal Links in Coupled Dynamical Systems

Entropy

Anna Krakovská¹ 

[1] Institute of Measurement Science, Slovak Academy of Sciences, 841 04 Bratislava, Slovakia;

关键词: causality;    correlation dimension;    common driver;    the arrow of time;   

DOI  :  10.3390/e21090818

来源: DOAJ

【 摘 要 】

It is becoming increasingly clear that causal analysis of dynamical systems requires different approaches than, for example, causal analysis of interconnected autoregressive processes. In this study, a correlation dimension estimated in reconstructed state spaces is used to detect causality. If deterministic dynamics plays a dominant role in data then the method based on the correlation dimension can serve as a fast and reliable way to reveal causal relationships between and within the systems. This study demonstrates that the method, unlike most other causal approaches, detects causality well, even for very weak links. It can also identify cases of uncoupled systems that are causally affected by a hidden common driver.

【 授权许可】

Unknown