Reliable detection of directional couplings using rank statistics.

@article{Chicharro2009ReliableDO,
  title={Reliable detection of directional couplings using rank statistics.},
  author={Daniel Chicharro and Ralph G. Andrzejak},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2009},
  volume={80 2 Pt 2},
  pages={026217}
}
To detect directional couplings from time series various measures based on distances in reconstructed state spaces were introduced. These measures can, however, be biased by asymmetries in the dynamics' structure, noise color, or noise level, which are ubiquitous in experimental signals. Using theoretical reasoning and results from model systems we identify the various sources of bias and show that most of them can be eliminated by an appropriate normalization. We furthermore diminish the… CONTINUE READING
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