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Distinguishing time-delayed causal interactions using convergent cross mapping

TitleDistinguishing time-delayed causal interactions using convergent cross mapping
Publication TypeJournal Article
Year of Publication2015
AuthorsYe H, Deyle ER, Gilarranz L.J, Sugihara G
JournalScientific Reports
Date Published2015/10
Type of ArticleArticle
ISBN Number2045-2322
Accession NumberWOS:000362175200001
Keywordschaos; climate; granger causality; series; space

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 long-term 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.

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