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Convergent Cross-Mapping (CCM) has shown high potential to perform causal inference in the absence of models. We assess the strengths and weaknesses of the method by varying coupling strength and noise levels in coupled logistic maps. We find that CCM fails to infer accurate coupling strength and even causality direction in synchronized time-series and in the presence of intermediate coupling. We find that the presence of noise deterministically reduces the level of cross-mapping fidelity, while the convergence rate exhibits higher levels of robustness. Finally, we propose that controlled noise injections in intermediate-to-strongly coupled systems could enable more accurate causal inferences. Given the inherent noisy nature of real-world systems, our findings enable a more accurate evaluation of CCM applicability and advance suggestions on how to overcome its weaknesses.
Continuous, automated surveillance systems that incorporate machine learning models are becoming increasingly more common in healthcare environments. These models can capture temporally dependent changes across multiple patient variables and can enha
We present an adaptation of the standard Grassberger-Proccacia (GP) algorithm for estimating the Correlation Dimension of a time series in a non subjective manner. The validity and accuracy of this approach is tested using different types of time ser
We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake. SSA and P
Complex systems, such as airplanes, cars, or financial markets, produce multivariate time series data consisting of a large number of system measurements over a period of time. Such data can be interpreted as a sequence of states, where each state re
Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental research. A number