Reliable detection of directional couplings using rank statistics

Daniel Chicharro and Ralph G. Andrzejak
Phys. Rev. E 80, 026217 – Published 27 August 2009
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Abstract

To detect directional couplings from time series various measures based on distances in reconstructed state spaces were introduced. These measures can, however, be biased by asymmetries in the dynamics’ structure, noise color, or noise level, which are ubiquitous in experimental signals. Using theoretical reasoning and results from model systems we identify the various sources of bias and show that most of them can be eliminated by an appropriate normalization. We furthermore diminish the remaining biases by introducing a measure based on ranks of distances. This rank-based measure outperforms existing distance-based measures concerning both sensitivity and specificity for directional couplings. Therefore, our findings are relevant for a reliable detection of directional couplings from experimental signals.

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  • Received 14 January 2009

DOI:https://doi.org/10.1103/PhysRevE.80.026217

©2009 American Physical Society

Authors & Affiliations

Daniel Chicharro and Ralph G. Andrzejak

  • Department of Information and Communication Technologies, Universitat Pompeu Fabra, Barcelona, 08018 Spain

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Issue

Vol. 80, Iss. 2 — August 2009

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