Marine Mammals Research Group, Institute of Marine Research, Bergen, Norway.
Research Group on Fisheries Dynamics, Institute of Marine Research, Bergen, Norway.
PLoS One. 2019 Jan 25;14(1):e0208078. doi: 10.1371/journal.pone.0208078. eCollection 2019.
This paper provides a statistical methodology for quantifying causality in complex dynamical systems, based on analysis of multidimensional time series data of the state variables. The methodology integrates Granger's causality analysis based on the log-likelihood function expansion (Partial pair-wise causality), and Akaike's power contribution approach over the whole frequency domain (Total causality). The proposed methodology addresses a major drawback of existing methodologies namely, their inability to use time series observation of state variables to quantify causality in complex systems. We first perform a simulation study to verify the efficacy of the methodology using data generated by several multivariate autoregressive processes, and its sensitivity to data sample size. We demonstrate application of the methodology to real data by deriving inter-species relationships that define key food web drivers of the Barents Sea ecosystem. Our results show that the proposed methodology is a useful tool in early stage causality analysis of complex feedback systems.
本文提供了一种基于状态变量多维时间序列数据分析的复杂动力系统因果关系量化的统计方法。该方法集成了基于对数似然函数展开的 Granger 因果分析(部分成对因果关系)和整个频域的 Akaike 功率贡献方法(总因果关系)。所提出的方法解决了现有方法的一个主要缺点,即它们无法使用状态变量的时间序列观测来量化复杂系统中的因果关系。我们首先通过使用多个多元自回归过程生成的数据以及对数据样本大小的敏感性进行了模拟研究,以验证该方法的有效性。我们通过推导出定义巴伦支海生态系统关键食物网驱动因素的种间关系,展示了该方法在实际数据中的应用。我们的结果表明,所提出的方法是复杂反馈系统因果关系早期分析的有用工具。
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