Journal
PHYSICAL REVIEW E
Volume 81, Issue 1, Pages -Publisher
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.81.016203
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Funding
- Japanese Ministry of Education, Science, Sports, and Culture [17022012, 20246026, 21700249]
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We propose a method for inferring the existence of hidden common causes from observations of bivariate time series. We detect related time series by excessive simultaneous recurrences in the corresponding recurrence plots. We also use a noncoverage property of a recurrence plot by the other to deny the existence of a directional coupling. We apply the proposed method to real wind data.
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