Detection of time delays and directional interactions based on time series from complex dynamical systems

Huanfei Ma, Siyang Leng, Chenyang Tao, Xiong Ying, Jürgen Kurths, Ying Cheng Lai, Wei Lin*

*Corresponding author for this work

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

Data-based and model-free accurate identification of intrinsic time delays and directional interactions is an extremely challenging problem in complex dynamical systems and their networks reconstruction. A model-free method with new scores is proposed to be generally capable of detecting single, multiple, and distributed time delays. The method is applicable not only to mutually interacting dynamical variables but also to self-interacting variables in a time-delayed feedback loop. Validation of the method is carried out using physical, biological, and ecological models and real data sets. Especially, applying the method to air pollution data and hospital admission records of cardiovascular diseases in Hong Kong reveals the major air pollutants as a cause of the diseases and, more importantly, it uncovers a hidden time delay (about 30-40 days) in the causal influence that previous studies failed to detect. The proposed method is expected to be universally applicable to ascertaining and quantifying subtle interactions (e.g., causation) in complex systems arising from a broad range of disciplines.

Original languageEnglish
Article number012221
Pages (from-to)1-8
Number of pages8
JournalPhysical Review E
Volume96
Issue number1
DOIs
Publication statusPublished - 25 Jul 2017

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ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

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