It has been demonstrated that the construction of ordinal partition transition networks (OPTNs) from time series provides a prospective approach to improve our understanding of the underlying dynamical system. In this work, we introduce a suite of OPTN based complexity measures to infer the coupling direction between two dynamical systems from pairs of time series. For several examples of coupled stochastic processes, we demonstrate that our approach is able to successfully identify interaction delays of both unidirectional and bidirectional coupling configurations. Moreover, we show that the causal interaction between two coupled chaotic Hénon maps can be captured by the OPTN based complexity measures for a broad range of coupling strengths before the onset of synchronization. Finally, we apply our method to two real-world observational climate time series, disclosing the interaction delays underlying the temperature records from two distinct stations in Oxford and Vienna. Our results suggest that ordinal partition transition networks can be used as complementary tools for causal inference tasks and provide insights into the potentials and theoretical foundations of time series networks.
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April 2019
Research Article|
April 12 2019
Ordinal partition transition network based complexity measures for inferring coupling direction and delay from time series
Yijing Ruan;
Yijing Ruan
1
Department of Physics, East China Normal University
, Shanghai 200062, China
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Reik V. Donner
;
Reik V. Donner
2
Department of Water, Environment, Construction and Safety, Magdeburg—Stendal University of Applied Sciences
, Breitscheidstraße 2, 39114 Magdeburg, Germany
3
Potsdam Institute for Climate Impact Research (PIK)—Member of the Leibniz Society
, Telegrafenberg A31, 14473 Potsdam, Germany
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Shuguang Guan
;
Shuguang Guan
1
Department of Physics, East China Normal University
, Shanghai 200062, China
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Yijing Ruan
1
Reik V. Donner
2,3
Shuguang Guan
1
Yong Zou
1,a)
1
Department of Physics, East China Normal University
, Shanghai 200062, China
2
Department of Water, Environment, Construction and Safety, Magdeburg—Stendal University of Applied Sciences
, Breitscheidstraße 2, 39114 Magdeburg, Germany
3
Potsdam Institute for Climate Impact Research (PIK)—Member of the Leibniz Society
, Telegrafenberg A31, 14473 Potsdam, Germany
a)
Author to whom correspondence should be addressed: [email protected]
Chaos 29, 043111 (2019)
Article history
Received:
December 21 2018
Accepted:
March 27 2019
Citation
Yijing Ruan, Reik V. Donner, Shuguang Guan, Yong Zou; Ordinal partition transition network based complexity measures for inferring coupling direction and delay from time series. Chaos 1 April 2019; 29 (4): 043111. https://doi.org/10.1063/1.5086527
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