Coupling strength versus coupling impact in nonidentical bidirectionally coupled dynamics

Reliable detection of directional couplings using cross-vector measures

Detecting directional couplings from time series is crucial in understanding complex dynamical systems. Various approaches based on reconstructed state-spaces have been developed for this purpose, including a cross-distance vector measure, which we introduced in our recent work. Here, we devise two new cross-vector measures that utilize ranks and time series estimates instead of distances. We analyze various deterministic and stochastic dynamics to compare our cross-vector approach against some established state-space-based approaches. We demonstrate that all three cross-vector measures can identify the correct coupling direction for a broader range of couplings for all considered dynamics. Among the three cross-vector measures, the rank-based variant performs the best. Comparing this novel measure to an established rank-based measure confirms that it is more noise-robust and less affected by linear cross-correlation. To extend this comparison to real-world signals, we combine both measures with the method of surrogates and analyze a database of electroencephalographic (EEG) recordings from epilepsy patients. This database contains signals from brain areas where the patients' seizures were detected first and signals from brain areas that were not involved in the seizure onset. A better discrimination between these signal classes is obtained by the cross-rank vector measure. Additionally, this measure proves to be robust to non-stationarity, as its results remain nearly unchanged when the analysis is repeated for the subset of EEG signals that were identified as stationary in previous work. These findings suggest that the cross-vector approach can serve as a valuable tool for researchers analyzing complex time series and for clinical applications.

Generative formalism of causality quantifiers for processes

The concept of dynamical causal effect (DCE) is generalized and equipped with a formalism which allows one to formulate in a unified manner and interrelate a variety of causality quantifiers used in time series analysis. An elementary DCE from a subsystem Y to a subsystem X is defined within the stochastic dynamical systems framework as a response of a future X state to an appropriate variation of an initial (X,Y)-state distribution or a certain parameter of Y or of the coupling element Y→X; this response is quantified in a probabilistic sense via a certain distinction functional; elementary DCEs are assembled over a set of initial variations via an assemblage functional. To include all those aspects, a "triple brackets formula" for the general DCE is suggested and serves as a first principle to produce specific causality quantifiers as realizations of the general DCE. As an application, transfer entropy and Liang-Kleeman information flow are related surprisingly as opposite limit cases in a family of DCEs; it is shown that their "nats per time unit" may differ drastically. The suggested DCE viewpoint links any formal causality quantifier to "intervention-effect" experiments, i.e., future responses to initial variations, and so provides its dynamical interpretation, opening a way to its further physical interpretations in studies of physical systems.

Transfer entropies within dynamical effects framework

Transfer entropy (TE) is widely used in time-series analysis to detect causal couplings between temporally evolving objects. As a coupling strength quantifier, the TE alone often seems insufficient, raising the question of its further interpretations. Here the TE is related to dynamical causal effects (DCEs) which quantify long-term responses of a coupling recipient to variations in a coupling source or in a coupling itself: Detailed relationships are established for a paradigmatic stochastic dynamical system of bidirectionally coupled linear overdamped oscillators, their practical applications and possible extensions are discussed. It is shown that two widely used versions of the TE (original and infinite-history) can become qualitatively distinct, diverging to different long-term DCEs.

Inferring directed networks using a rank-based connectivity measure

Inferring the topology of a network using the knowledge of the signals of each of the interacting units is key to understanding real-world systems. One way to address this problem is using data-driven methods like cross-correlation or mutual information. However, these measures lack the ability to distinguish the direction of coupling. Here, we use a rank-based nonlinear interdependence measure originally developed for pairs of signals. This measure not only allows one to measure the strength but also the direction of the coupling. Our results for a system of coupled Lorenz dynamics show that we are able to consistently infer the underlying network for a subrange of the coupling strength and link density. Furthermore, we report that the addition of dynamical noise can benefit the reconstruction. Finally, we show an application to multichannel electroencephalographic recordings from an epilepsy patient.

Robustness and versatility of a nonlinear interdependence method for directional coupling detection from spike trains

The detection of directional couplings between dynamics based on measured spike trains is a crucial problem in the understanding of many different systems. In particular, in neuroscience it is important to assess the connectivity between neurons. One of the approaches that can estimate directional coupling from the analysis of point processes is the nonlinear interdependence measure L. Although its efficacy has already been demonstrated, it still needs to be tested under more challenging and realistic conditions prior to an application to real data. Thus, in this paper we use the Hindmarsh-Rose model system to test the method in the presence of noise and for different spiking regimes. We also examine the influence of different parameters and spike train distances. Our results show that the measure L is versatile and robust to various types of noise, and thus suitable for application to experimental data.

Detection of time delays and directional interactions based on time series from complex dynamical systems

Data-based and model-free accurate identification of intrinsic time delays and directional interactions is an extremely challenging problem in complex dynamical systems and their networks reconstruction. A model-free method with new scores is proposed to be generally capable of detecting single, multiple, and distributed time delays. The method is applicable not only to mutually interacting dynamical variables but also to self-interacting variables in a time-delayed feedback loop. Validation of the method is carried out using physical, biological, and ecological models and real data sets. Especially, applying the method to air pollution data and hospital admission records of cardiovascular diseases in Hong Kong reveals the major air pollutants as a cause of the diseases and, more importantly, it uncovers a hidden time delay (about 30-40 days) in the causal influence that previous studies failed to detect. The proposed method is expected to be universally applicable to ascertaining and quantifying subtle interactions (e.g., causation) in complex systems arising from a broad range of disciplines.