Causality in Reversed Time Series: Reversed or Conserved?
Status PubMed-not-MEDLINE Jazyk angličtina Země Švýcarsko Médium electronic
Typ dokumentu časopisecké články
Grantová podpora
19-11753S
Grantová Agentura České Republiky
21-32608S
Grantová Agentura České Republiky
21-17211S
Grantová Agentura České Republiky
00023752
Ministerstvo Zdravotnictví Ceské Republiky
SGS20/183/OHK4/3T/14
České Vysoké Učení Technické v Praze
PubMed
34441207
PubMed Central
PMC8391759
DOI
10.3390/e23081067
PII: e23081067
Knihovny.cz E-zdroje
- Klíčová slova
- brain network, causality, climate network, random networks, reversed time series, temporal symmetry, time reversal, vector autoregressive process,
- Publikační typ
- časopisecké články MeSH
The inference of causal relations between observable phenomena is paramount across scientific disciplines; however, the means for such enterprise without experimental manipulation are limited. A commonly applied principle is that of the cause preceding and predicting the effect, taking into account other circumstances. Intuitively, when the temporal order of events is reverted, one would expect the cause and effect to apparently switch roles. This was previously demonstrated in bivariate linear systems and used in design of improved causal inference scores, while such behaviour in linear systems has been put in contrast with nonlinear chaotic systems where the inferred causal direction appears unchanged under time reversal. The presented work explores the conditions under which the causal reversal happens-either perfectly, approximately, or not at all-using theoretical analysis, low-dimensional examples, and network simulations, focusing on the simplified yet illustrative linear vector autoregressive process of order one. We start with a theoretical analysis that demonstrates that a perfect coupling reversal under time reversal occurs only under very specific conditions, followed up by constructing low-dimensional examples where indeed the dominant causal direction is even conserved rather than reversed. Finally, simulations of random as well as realistically motivated network coupling patterns from brain and climate show that level of coupling reversal and conservation can be well predicted by asymmetry and anormality indices introduced based on the theoretical analysis of the problem. The consequences for causal inference are discussed.
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