Reliable detection of directional couplings using rank statistics
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- dc.contributor.author Chicharro Raventós, Danielca
- dc.contributor.author Andrzejak, Ralph Gregorca
- dc.contributor.other Universitat Pompeu Fabraca
- dc.date.accessioned 2012-02-09T09:47:28Z
- dc.date.available 2012-02-09T09:47:28Z
- dc.date.issued 2009ca
- dc.description.abstract 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 remaining biases by introducing a measure based on ranks of distances. This rank-based measure outperforms existing distance-based measures concerning both sensitivity and specificity for directional couplings. Therefore, our findings are relevant for a reliable detection of directional couplings from experimental signals.en
- dc.description.sponsorship DC was supported by the grant 2008FI-B 00460 of the 'Generalitat de Catalunya' and European Social Funds./nRGA acknowledges grant BFU2007-61710 of the Spanish Ministry of Education and Science.en
- dc.format.mimetype application/pdfca
- dc.identifier.citation Chicharro D, Andrzejak R G. Reliable detection of directional couplings using rank statistics. Physical Review E. 2009;80(2):1-5. DOI: 10.1103/PhysRevE.80.026217ca
- dc.identifier.doi http://dx.doi.org/10.1103/PhysRevE.80.026217
- dc.identifier.issn 1539-3755ca
- dc.identifier.uri http://hdl.handle.net/10230/16204
- dc.language.iso engca
- dc.publisher American Physical Societyca
- dc.relation.ispartof Physical Review E. 2009;80(2):1-5
- dc.relation.isreferencedby http://hdl.handle.net/10230/42895
- dc.relation.projectID info:eu-repo/grantAgreement/ES/2PN/BFU2007-61710
- dc.rights © 2009 The American Physical Society. Published is article available at http://link.aps.org/doi/10.1103/PhysRevE.80.026217ca
- dc.rights.accessRights info:eu-repo/semantics/openAccessen
- dc.subject.other Sèries temporals -- Anàlisica
- dc.title Reliable detection of directional couplings using rank statisticsca
- dc.type info:eu-repo/semantics/articleca
- dc.type.version info:eu-repo/semantics/submittedVersionen