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Home arrow Departments arrow Theoretical Methods arrow Department Projects arrow Synchronization and causality in complex systems: time series methods
Synchronization and causality in complex systems: time series methods

Other International Project

Project duration: 01/2015 – 12/2017

Principal investigator: RNDr. Anna Krakovská, CSc.

Co-operating institutions: AS CR 

 

Two fundamentally different approaches to detect interactions and direction of coupling (causality in the Granger sense) will be tested and compared using benchmark data generated by different mathematical models. Common and complementary features of the approaches will be identified and criteria for informed choice of an appropriate method for a particular application will be proposed. The acquired knowledge and developed computer algorithms based on originally advanced mathematical methods will be applied in analyses of experimental time series recording brain dynamics and climate variability.

In June 2015 at the Institute of Computer Science, Academy of Sciences of the Czech Republic the next results of the cooperation were reported:

  • Anna Krakovská: Causality between dynamic system studied in state space
    Jozef Jakubík: Comparing the method of Sugihara with other methods of causality detection between unidirectionally connected chaotic systems

Publications:

  1. KRAKOVSKÁ, Anna - JAKUBÍK, Jozef - BUDÁČOVÁ, Hana - HOLECYOVÁ, Mária. Causality studied in reconstructed state space. Examples of uni-directionally connected chaotic systems. In arXiv:1511.00505 [nlin.CD], 2015, p. 1-41.
 
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