Distinguishing time-delayed causal interactions using convergent cross mapping

An important problem across many scientific fields is the identification of causal effects from observational data alone. Recent methods (convergent cross mapping, CCM) have made substantial progress on this problem by applying the idea of nonlinear attractor reconstruction to time series data. Here...

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Bibliographic Details
Published in:Scientific Reports
Main Authors: Ye, Hao, Deyle, Ethan R., Gilarranz, Luis J., Sugihara, george
Format: Article in Journal/Newspaper
Language:English
Published: Nature Publishing Group 2015
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Online Access:http://hdl.handle.net/10261/123551
https://doi.org/10.1038/srep14750
Description
Summary:An important problem across many scientific fields is the identification of causal effects from observational data alone. Recent methods (convergent cross mapping, CCM) have made substantial progress on this problem by applying the idea of nonlinear attractor reconstruction to time series data. Here, we expand upon the technique of CCM by explicitly considering time lags. Applying this extended method to representative examples (model simulations, a laboratory predator-prey experiment, temperature and greenhouse gas reconstructions from the Vostok ice core, and longterm ecological time series collected in the Southern California Bight), we demonstrate the ability to identify different time-delayed interactions, distinguish between synchrony induced by strong unidirectional-forcing and true bidirectional causality, and resolve transitive causal chains Peer reviewed