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.

Institute of Computer Science Czech Academy of Sciences Pod Vodárenskou věží 2 Praha 8 182 07 Czech Republic

Institute of Measurement Science Slovak Academy of Sciences Dúbravská cesta 9 Bratislava 841 04 Slovak Republic

References provided by Crossref.org

Causal Inference in Time Series in Terms of Rényi Transfer Entropy

Letter to the editor of Heliyon re: Grassmann, G. "New considerations on the validity of the Wiener-Granger causality test" [Heliyon 6 (2020) e05208]

Causality in Reversed Time Series: Reversed or Conserved?

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Time-Reversibility, Causality and Compression-Complexity