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Ordinal partition transition network based complexity measures for inferring coupling direction and delay from time
Yijing Ruan1, Reik V Donner2, Shuguang Guan1
1Department of Physics, East China Normal University, Shanghai 200062, China.
Chaos (Woodbury, N.Y.)
|May 3, 2019
Summary
This study introduces ordinal partition transition networks (OPTNs) to determine the direction of interaction between two dynamical systems. The method successfully identifies coupling delays in various systems, including climate data.
Area of Science:
- Complex systems science
- Nonlinear dynamics
- Time series analysis
Background:
- Ordinal partition transition networks (OPTNs) offer a novel way to analyze dynamical systems.
- Understanding causal interactions in coupled systems is crucial for scientific discovery.
Purpose of the Study:
- To develop and validate OPTN-based complexity measures for inferring coupling direction between two time series.
- To assess the effectiveness of these measures across different types of dynamical systems.
Main Methods:
- Construction of ordinal partition transition networks (OPTNs) from time series data.
- Development of complexity measures derived from OPTNs to quantify directional interactions.
- Application to simulated data (stochastic processes, chaotic Hénon maps) and real-world climate data.
Main Results:
- Successfully identified interaction delays in unidirectional and bidirectional coupling configurations for stochastic processes.
- Captured causal interactions in coupled chaotic Hénon maps before synchronization across various coupling strengths.
- Revealed interaction delays in real-world climate time series from Oxford and Vienna.
Conclusions:
- OPTN-based complexity measures are effective tools for causal inference in time series analysis.
- The approach provides insights into the dynamics of coupled systems, even in complex real-world scenarios.
- Ordinal partition transition networks offer a robust framework for understanding time series interactions.
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