Learning driver-response relationships from synchronization patterns

被引:195
作者
Quiroga, RQ [1 ]
Arnhold, J [1 ]
Grassberger, P [1 ]
机构
[1] Forschungszentrum Julich, John von Neumann Inst Comp, D-52425 Julich, Germany
来源
PHYSICAL REVIEW E | 2000年 / 61卷 / 05期
关键词
D O I
10.1103/PhysRevE.61.5142
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We test recent claims that causal (driver-response) relationships can be deduced from interdependencies between simultaneously measured time series. We apply two recently proposed interdependence measures that should give results similar to cross predictabilities used by previous authors. The systems that we study are asymmetrically coupled simple models (Lorenz, Roessler, and Henon models), the couplings being such that they lead to generalized synchronization. If the data were perfect (noise-free, infinitely long), we should be able to detect, at least in some cases, which of the coupled systems is the driver and which the response. This might no longer he true if the time series has finite length, instead. estimated interdependencies depend strongly on which of the systems has a higher effective dimension at the typical neighborhood sizes used to estimate them, and causal relationships are more difficult to detect. We also show that slightly different variants of the interdependence measure can have quite different sensitivities.
引用
收藏
页码:5142 / 5148
页数:7
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