Compression complexity with ordinal patterns for robust causal inference in irregularly sampled time series
Identifikátory výsledku
Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F22%3A00562624" target="_blank" >RIV/67985807:_____/22:00562624 - isvavai.cz</a>
Výsledek na webu
<a href="https://dx.doi.org/10.1038/s41598-022-18288-4" target="_blank" >https://dx.doi.org/10.1038/s41598-022-18288-4</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1038/s41598-022-18288-4" target="_blank" >10.1038/s41598-022-18288-4</a>
Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
Compression complexity with ordinal patterns for robust causal inference in irregularly sampled time series
Popis výsledku v původním jazyce
Distinguishing cause from effect is a scientific challenge resisting solutions from mathematics, statistics, information theory and computer science. Compression-Complexity Causality (CCC) is a recently proposed interventional measure of causality, inspired by Wiener-Granger's idea. It estimates causality based on change in dynamical compression-complexity (or compressibility) of the effect variable, given the cause variable. CCC works with minimal assumptions on given data and is robust to irregular-sampling, missing-data and finite-length effects. However, it only works for one-dimensional time series. We propose an ordinal pattern symbolization scheme to encode multidimensional patterns into one-dimensional symbolic sequences, and thus introduce the Permutation CCC (PCCC). We demonstrate that PCCC retains all advantages of the original CCC and can be applied to data from multidimensional systems with potentially unobserved variables which can be reconstructed using the embedding theorem. PCCC is tested on numerical simulations and applied to paleoclimate data characterized by irregular and uncertain sampling and limited numbers of samples.
Název v anglickém jazyce
Compression complexity with ordinal patterns for robust causal inference in irregularly sampled time series
Popis výsledku anglicky
Distinguishing cause from effect is a scientific challenge resisting solutions from mathematics, statistics, information theory and computer science. Compression-Complexity Causality (CCC) is a recently proposed interventional measure of causality, inspired by Wiener-Granger's idea. It estimates causality based on change in dynamical compression-complexity (or compressibility) of the effect variable, given the cause variable. CCC works with minimal assumptions on given data and is robust to irregular-sampling, missing-data and finite-length effects. However, it only works for one-dimensional time series. We propose an ordinal pattern symbolization scheme to encode multidimensional patterns into one-dimensional symbolic sequences, and thus introduce the Permutation CCC (PCCC). We demonstrate that PCCC retains all advantages of the original CCC and can be applied to data from multidimensional systems with potentially unobserved variables which can be reconstructed using the embedding theorem. PCCC is tested on numerical simulations and applied to paleoclimate data characterized by irregular and uncertain sampling and limited numbers of samples.
Klasifikace
Druh
J<sub>imp</sub> - Článek v periodiku v databázi Web of Science
CEP obor
—
OECD FORD obor
10102 - Applied mathematics
Návaznosti výsledku
Projekt
<a href="/cs/project/GA19-16066S" target="_blank" >GA19-16066S: Nelineární interakce a přenos informace v komplexních systémech s extrémními událostmi</a><br>
Návaznosti
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Ostatní
Rok uplatnění
2022
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Údaje specifické pro druh výsledku
Název periodika
Scientific Reports
ISSN
2045-2322
e-ISSN
2045-2322
Svazek periodika
12
Číslo periodika v rámci svazku
1
Stát vydavatele periodika
GB - Spojené království Velké Británie a Severního Irska
Počet stran výsledku
14
Strana od-do
14170
Kód UT WoS článku
000842561700007
EID výsledku v databázi Scopus
2-s2.0-85137007420