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二元时间序列耦合的方向性：如何避免错误的因果关系和遗漏的联系。

Directionality of coupling from bivariate time series: how to avoid false causalities and missed connections.

作者信息

Palus Milan, Vejmelka Martin

机构信息

Institute of Computer Science, Academy of Sciences of the Czech Republic, Pod vodárenskou vezí 2, 182 07 Prague 8, Czech Republic.

出版信息

Phys Rev E Stat Nonlin Soft Matter Phys. 2007 May;75(5 Pt 2):056211. doi: 10.1103/PhysRevE.75.056211. Epub 2007 May 18.

DOI:10.1103/PhysRevE.75.056211
PMID:17677152
Abstract

We discuss some problems encountered in inference of directionality of coupling, or, in the case of two interacting systems, in inference of causality from bivariate time series. We identify factors and influences that can lead to either decreased test sensitivity or false detections and propose ways to cope with them in order to perform tests with high sensitivity and a low rate of false positive results.

摘要

我们讨论了在耦合方向性推断中遇到的一些问题，或者在两个相互作用系统的情况下，从双变量时间序列推断因果关系时遇到的问题。我们识别了可能导致测试灵敏度降低或误检测的因素和影响，并提出了应对这些问题的方法，以便以高灵敏度和低假阳性率进行测试。

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