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Improved convergent cross mapping method for causal inference based on decomposition of the Lorenz trajectory
Zhuoma Sunu1, Jingru Ma1, Bingliang He1
1School of Mathematics and Computer Science Institute, Northwest Minzu University, Lanzhou, 730030, China.
A new method, local dynamic behavior-consistent CCM (LdCCM), improves causal inference. LdCCM accurately detects causal links, unlike traditional convergent cross mapping (CCM), even in complex systems like atmospheric data.
Area of Science:
- Complex systems analysis
- Nonlinear dynamics
- Causal inference
Background:
- Convergent Cross Mapping (CCM) is used for causality detection in dynamical systems.
- Traditional CCM struggles to detect causality when reconstructed manifolds do not fully capture system dynamics, as seen with Lorenz equations.
Purpose of the Study:
- To address limitations of traditional CCM in detecting causal relationships.
- To propose and validate an improved CCM algorithm, LdCCM, for enhanced causal inference.
Main Methods:
- Developed the Local Dynamic Behavior-Consistent CCM (LdCCM) algorithm.
- Focused on selecting nearest neighbors to ensure consistent local dynamic behavior on reconstructed manifolds.
- Applied LdCCM to Lorenz equations and atmospheric observation data.
Main Results:
- LdCCM successfully detected causal influences of variables X and Y on Z in Lorenz equations, which traditional CCM failed to do.
- The LdCCM algorithm demonstrated significantly enhanced performance in identifying causal strength.
- Validated LdCCM's effectiveness and reliability on real-world atmospheric observation data.
Conclusions:
- LdCCM overcomes the limitations of traditional CCM by ensuring local dynamic consistency.
- The improved algorithm offers a more robust tool for causal discovery in complex systems.
- LdCCM shows promise for analyzing causality in various scientific domains, including climate science.
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