Causality, dynamical systems and the arrow of time

Causality, dynamical systems and the arrow of time

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 analy...

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Veröffentlicht in:Chaos (Woodbury, N.Y.) N.Y.), 2018-07, Vol.28 (7), p.075307-075307
Hauptverfasser: Paluš, Milan, Krakovská, Anna, Jakubík, Jozef, Chvosteková, Martina
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Causality
Dynamical systems
First principles
Time series
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container_issue 7
container_start_page 075307
container_title Chaos (Woodbury, N.Y.)
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creator Paluš, Milan
Krakovská, Anna
Jakubík, Jozef
Chvosteková, Martina
description 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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subjects Causality
Dynamical systems
First principles
Time series
title Causality, dynamical systems and the arrow of time
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