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Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

Coupled dynamical systems are frequently observed in nature, but often not well understood in terms of their causal structure without additional domain knowledge about the system. Especially when analyzing observational time series data of…

Machine Learning · Statistics 2021-10-26 Will Glad , Thomas Woolf

Identifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that…

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

Observations on the past provide some hints about what will happen in the future, and this can be quantified using information theory. The ``predictive information'' defined in this way has connections to measures of complexity that have…

Statistical Mechanics · Physics 2007-05-23 William Bialek , Naftali Tishby

Order is one of the main instruments to measure the relationship between objects in (empirical) data. However, compared to methods that use numerical properties of objects, the amount of ordinal methods developed is rather small. One reason…

Artificial Intelligence · Computer Science 2023-12-29 Gerd Stumme , Dominik Dürrschnabel , Tom Hanika

The purpose of this paper is to point out a new connection between information theory and dynamical systems. In the information theory side, we consider rate distortion theory, which studies lossy data compression of stochastic processes…

Dynamical Systems · Mathematics 2017-02-21 Elon Lindenstrauss , Masaki Tsukamoto

Temporal networks model how the interaction between elements in a complex system evolve over time. Just like complex systems display collective dynamics, here we interpret temporal networks as trajectories performing a collective motion in…

Social and Information Networks · Computer Science 2022-10-18 Lucas Lacasa , Jorge P. Rodriguez , Victor M. Eguiluz

Capturing both the structural and temporal aspects of interactions is crucial for many real world datasets like contact between individuals. Using the link stream formalism to capture the dynamic of the systems, we tackle the issue of…

Social and Information Networks · Computer Science 2018-04-13 Thibaud Arnoux , Lionel Tabourier , Matthieu Latapy

Although classical spectral analysis is a natural approach to characterise linear systems, it cannot describe a chaotic dynamics. Here, we propose the ordinal spectrum, a method based on a spectral transformation of symbolic sequences, to…

Data Analysis, Statistics and Probability · Physics 2020-09-08 Mario Chavez , Johann H. Martinez

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

Automatic temporal ordering of events described in discourse has been of great interest in recent years. Event orderings are conveyed in text via va rious linguistic mechanisms including the use of expressions such as "before", "after" or…

Computation and Language · Computer Science 2013-01-25 Leon Derczynski , Robert Gaizauskas

We examine the role of textual data as study units when conducting causal inference by drawing parallels between human subjects and organized texts. %in human population research. We elaborate on key causal concepts and principles, and…

Computation and Language · Computer Science 2022-02-03 Bo Zhang , Jiayao Zhang

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex…

Neurons and Cognition · Quantitative Biology 2021-12-30 X. San Liang

We develop a framework to track the structure of temporal networks with a signal processing approach. The method is based on the duality between networks and signals using a multidimensional scaling technique. This enables a study of the…

Social and Information Networks · Computer Science 2015-05-13 Ronan Hamon , Pierre Borgnat , Patrick Flandrin , Céline Robardet

Temporal data is information measured in the context of time. This contextual structure provides components that need to be explored to understand the data and that can form the basis of interactions applied to the plots. In multivariate…

Computation · Statistics 2014-12-23 Xiaoyue Cheng , Dianne Cook , Heike Hofmann

Inferring the causal direction between two variables from their observation data is one of the most fundamental and challenging topics in data science. A causal direction inference algorithm maps the observation data into a binary value…

Machine Learning · Computer Science 2020-06-08 Yulai Zhang , Jiachen Wang , Gang Cen , Guiming Luo

Networks and graphs provide a simple but effective model to a vast set of systems which building blocks interact throughout pairwise interactions. Unfortunately, such models fail to describe all those systems which building blocks interact…

Physics and Society · Physics 2022-09-21 Mauro Faccin

Recent trends in information management involve the periodic transcription of data onto secondary devices in a networked environment, and the proper scheduling of these transcriptions is critical for efficient data management. To assist in…

Databases · Computer Science 2007-05-23 Avigdor Gal , Jonathan Eckstein