Estimation of the direction of the coupling by conditional probabilities of recurrence

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Abstract

We introduce a method to detect and quantify the asymmetry of the coupling between two interacting systems based on their recurrence properties. This method can detect the direction of the coupling in weakly as well as strongly coupled systems. It even allows detecting the asymmetry of the coupling in the more challenging case of structurally different systems and it is very robust against noise. We also address the problem of detecting the asymmetry of the coupling in passive experiments, i.e., when the strength of the coupling cannot be systematically changed, which is of great relevance for the analysis of experimental time series.
Original languageEnglish
Article number036211
Number of pages9
JournalPhysical Review. E, Statistical, Nonlinear and Soft Matter Physics
Volume76
Issue number3
DOIs
Publication statusPublished - Sep 2007

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Conditional probability
Recurrence
Asymmetry
asymmetry
Coupled System
Quantify
Time series
Experiment

Keywords

  • generalized synchronization
  • dynamical-systems
  • chaotic systems
  • plots
  • information

Cite this

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title = "Estimation of the direction of the coupling by conditional probabilities of recurrence",
abstract = "We introduce a method to detect and quantify the asymmetry of the coupling between two interacting systems based on their recurrence properties. This method can detect the direction of the coupling in weakly as well as strongly coupled systems. It even allows detecting the asymmetry of the coupling in the more challenging case of structurally different systems and it is very robust against noise. We also address the problem of detecting the asymmetry of the coupling in passive experiments, i.e., when the strength of the coupling cannot be systematically changed, which is of great relevance for the analysis of experimental time series.",
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author = "Romano, {M. Carmen} and Marco Thiel and Juergen Kurths and Celso Grebogi",
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doi = "10.1103/PhysRevE.76.036211",
language = "English",
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AU - Romano, M. Carmen

AU - Thiel, Marco

AU - Kurths, Juergen

AU - Grebogi, Celso

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N2 - We introduce a method to detect and quantify the asymmetry of the coupling between two interacting systems based on their recurrence properties. This method can detect the direction of the coupling in weakly as well as strongly coupled systems. It even allows detecting the asymmetry of the coupling in the more challenging case of structurally different systems and it is very robust against noise. We also address the problem of detecting the asymmetry of the coupling in passive experiments, i.e., when the strength of the coupling cannot be systematically changed, which is of great relevance for the analysis of experimental time series.

AB - We introduce a method to detect and quantify the asymmetry of the coupling between two interacting systems based on their recurrence properties. This method can detect the direction of the coupling in weakly as well as strongly coupled systems. It even allows detecting the asymmetry of the coupling in the more challenging case of structurally different systems and it is very robust against noise. We also address the problem of detecting the asymmetry of the coupling in passive experiments, i.e., when the strength of the coupling cannot be systematically changed, which is of great relevance for the analysis of experimental time series.

KW - generalized synchronization

KW - dynamical-systems

KW - chaotic systems

KW - plots

KW - information

U2 - 10.1103/PhysRevE.76.036211

DO - 10.1103/PhysRevE.76.036211

M3 - Article

VL - 76

JO - Physical Review. E, Statistical, Nonlinear and Soft Matter Physics

JF - Physical Review. E, Statistical, Nonlinear and Soft Matter Physics

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