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Two numerical methods are proposed for detection of coupling between multiple time series generated by deterministic nonlinear systems. The first detects interdependence or the existence of coupling between time series. The second…

Chaotic Dynamics · Physics 2025-05-07 Timothy Sauer , George Sugihara

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

Data Analysis, Statistics and Probability · Physics 2025-08-05 Álvaro Martínez-Sánchez , Adrián Lozano-Durán

Three state-space based methods were tested in relation to the ability to detect unidirectional coupling and synchronization of interconnected dynamical systems. The first method, based on measure named M, was introduced by Andrzejak et al.…

Chaotic Dynamics · Physics 2016-12-13 Anna Krakovská , Jozef Jakubík , Hana Budáčová , Mária Holecyová

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…

Data Analysis, Statistics and Probability · Physics 2012-08-09 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

Directional couplers are essential components in integrated photonics. Given their widespread use, accurate characterization of directional couplers is crucial for ensuring optimal performance. However, it is challenging due to the coupling…

Knowledge about existence, strength, and dominant direction of causal influences is of paramount importance for understanding complex systems. With limited amounts of realistic data, however, current methods for investigating causal links…

Data Analysis, Statistics and Probability · Physics 2020-10-20 Erik Laminski , Klaus R. Pawelzik

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

Machine Learning · Computer Science 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimating Granger causality is essential in order to account for…

Methodology · Statistics 2020-11-04 Angeliki Papana , Elsa Siggiridou , Dimitris Kugiumtzis

A model-free measure of coupling between dynamical variables is built from time series embedding principle. The approach described does not require a mathematical form for the dynamics to be assumed. The approach also does not require…

Chaotic Dynamics · Physics 2014-02-18 Chetan Nichkawde

We propose a geometric model-free causality measurebased on multivariate delay embedding that can efficiently detect linear and nonlinear causal interactions between time series with no prior information. We then exploit the proposed causal…

Neural and Evolutionary Computing · Computer Science 2016-07-26 Saba Emrani , Hamid Krim

We consider the problem of detecting the dimensionality of entanglement with the use of correlations between measurements in randomized directions. First, exploiting the recently derived covariance matrix criterion for the entanglement…

Quantum Physics · Physics 2023-07-20 Shuheng Liu , Qiongyi He , Marcus Huber , Otfried Gühne , Giuseppe Vitagliano

We propose an approach for inferring strength of coupling between two systems from their transient dynamics. This is of vital importance in cases where most information is carried by the transients, for instance in evoked potentials…

Neurons and Cognition · Quantitative Biology 2008-11-27 Szymon Leski , Daniel K. Wojcik

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

We present here a modification of the Lagrangian measures technique, which allows a reliable detection of interdependency among simultaneous measurements of different variables. This method is applied to a simulated multivariate time series…

Chaotic Dynamics · Physics 2007-05-23 Guillermo J. Ortega , Diego A. Golombek

Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a novel robust algorithm for correlation change detection in…

Methodology · Statistics 2024-10-07 Assma Alghamdi , Taposh Banerjee , Jayant Rajgopal

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…

In complex dynamical systems, the detection of coupling and its direction from observed time series is a challenging task. We study coupling in coupled Duffing oscillator systems in regular and chaotic dynamical regimes. By observing the…

Adaptation and Self-Organizing Systems · Physics 2021-06-22 Martin Brešar , Pavle Boškoski , Martin Horvat

Interactions in nature can be described by their coupling strength, direction of coupling and coupling function. The coupling strength and directionality are relatively well understood and studied, at least for two interacting systems,…

Adaptation and Self-Organizing Systems · Physics 2017-02-09 Tomislav Stankovski

We explore the possibility of entanglement detection in continuous variable systems by entanglement witnesses based on covariance matrices, constructible from random homodyne measurements. We propose new linear constraints characterizing…

Quantum Physics · Physics 2021-01-20 Tatiana Mihaescu , Hermann Kampermann , Giulio Gianfelici , Aurelian Isar , Dagmar Bruss
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