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Causality, dynamical systems and the arrow of time
M. Paluš, A. Krakovská, J. Jakubík, M. Chvosteková,
Language English Country United States
Document type Journal Article
Grant support
NV15-33250A
MZ0
CEP Register
PubMed
30070495
DOI
10.1063/1.5019944
Knihovny.cz E-resources
- Publication type
- Journal Article MeSH
Using several methods for detection of causality in time series, we show in a numerical study that coupled chaotic dynamical systems violate the first principle of Granger causality that the cause precedes the effect. While such a violation can be observed in formal applications of time series analysis methods, it cannot occur in nature, due to the relation between entropy production and temporal irreversibility. The obtained knowledge, however, can help to understand the type of causal relations observed in experimental data, namely, it can help to distinguish linear transfer of time-delayed signals from nonlinear interactions. We illustrate these findings in causality detected in experimental time series from the climate system and mammalian cardio-respiratory interactions.
References provided by Crossref.org
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- $a Using several methods for detection of causality in time series, we show in a numerical study that coupled chaotic dynamical systems violate the first principle of Granger causality that the cause precedes the effect. While such a violation can be observed in formal applications of time series analysis methods, it cannot occur in nature, due to the relation between entropy production and temporal irreversibility. The obtained knowledge, however, can help to understand the type of causal relations observed in experimental data, namely, it can help to distinguish linear transfer of time-delayed signals from nonlinear interactions. We illustrate these findings in causality detected in experimental time series from the climate system and mammalian cardio-respiratory interactions.
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