Two quite different types of causal effects are given by (i) changes in near future states of a driven system under changes in a current state of a driving system and (ii) changes in statistical characteristics of a driven system dynamics under changes in coupling parameters, e.g., under switching the coupling off. The former can be called transient causal effects and can be estimated from a time series within the well established framework of the Wiener–Granger causality, while the latter represent equilibrium (or stationary) causal effects which are often most interesting but generally inaccessible to estimation from an observed time series recorded at fixed coupling parameters. In this work, relationships between the two kinds of causal effects are found for unidirectionally coupled stochastic linear oscillators depending on their frequencies and damping factors. Approximate closed-form expressions for these relationships are derived. Their limitations and possible extensions are discussed, and their practical applicability to extracting equilibrium causal effects from time series is argued.
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Research Article| July 06 2018
Transient and equilibrium causal effects in coupled oscillators
Dmitry A. Smirnov
Dmitry A. Smirnov; Transient and equilibrium causal effects in coupled oscillators. Chaos 1 July 2018; 28 (7): 075303. https://doi.org/10.1063/1.5017821
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