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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.
We investigate a network of influences connected to global mean temperature. Considering various climatic factors known to influence global mean temperature, we evaluate not only the impacts of these factors on temperature but also the directed dependencies among the factors themselves. Based on an existing recurrence-based connectivity measure, we propose a new and more general measure that quantifies the level of dependence between two time series based on joint recurrences at a chosen time delay. The measures estimated in the analysis are tested for statistical significance using twin surrogates. We find, in accordance with earlier studies, the major drivers for global mean temperature to be greenhouse gases, ENSO, volcanic activity, and solar irradiance. We further uncover a feedback between temperature and ENSO. Our results demonstrate the need to involve multiple, delayed interactions within the drivers of temperature in order to develop a more thorough picture of global temperature variations.