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Recurrence measure of conditional dependence and applications

  • Identifying causal relations from observational data sets has posed great challenges in data-driven causality inference studies. One of the successful approaches to detect direct coupling in the information theory framework is transfer entropy. However, the core of entropy-based tools lies on the probability estimation of the underlying variables. Herewe propose a data-driven approach for causality inference that incorporates recurrence plot features into the framework of information theory. We define it as the recurrence measure of conditional dependence (RMCD), and we present some applications. The RMCD quantifies the causal dependence between two processes based on joint recurrence patterns between the past of the possible driver and present of the potentially driven, excepting the contribution of the contemporaneous past of the driven variable. Finally, it can unveil the time scale of the influence of the sea-surface temperature of the Pacific Ocean on the precipitation in the Amazonia during recent major droughts.

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Author details:Antonio M. T. Ramos, Alejandro Builes-JaramilloORCiD, German Poveda, Bedartha GoswamiORCiDGND, Elbert E. N. Macau, Jürgen KurthsORCiDGND, Norbert MarwanORCiDGND
DOI:https://doi.org/10.1103/PhysRevE.95.052206
ISSN:2470-0045
ISSN:2470-0053
Pubmed ID:https://pubmed.ncbi.nlm.nih.gov/28618513
Title of parent work (English):Physical review : E, Statistical, nonlinear and soft matter physics
Publisher:American Physical Society
Place of publishing:College Park
Publication type:Article
Language:English
Date of first publication:2017/05/01
Publication year:2017
Release date:2022/06/07
Volume:95
Number of pages:8
Funding institution:Sao Paulo Research Foundation FAPESP [2015/50122-0, 2014/14229-2, 2015/07373-2]; The Deutsche Forschungsgemeinschaft [DFGIRTG 1740/2]; DFG [RTG 2043/1]; Deutscher Akademischer Austauschdienst (DAAD) [57130097]; Humboldt University of Berlin; Universidad Nacional de Colombia at Medellin - European Commission
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
DDC classification:5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
Peer review:Referiert
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