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

Keywords

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

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