Journal
PHYSICAL REVIEW E
Volume 80, Issue 2, Pages -Publisher
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.80.026217
Keywords
nonlinear dynamical systems; statistical analysis
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Funding
- Generalitat de Catalunya [2008FI-B 00460]
- European Social Funds
- Spanish Ministry of Education and Science [BFU2007-61710]
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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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