Rooted in dynamic systems theory, convergent cross mapping (CCM) has attracted increased attention recently due to its capability in detecting linear and nonlinear causal coupling in both random and deterministic settings. One limitation with CCM is that it uses both past and future values to predict the current value, which is inconsistent with the widely accepted definition of causality, where it is assumed that the future values of one process cannot influence the past of another. To overcome this obstacle, in our previous research, we introduced the concept of causalized convergent cross mapping (cCCM), where future values are no longer used to predict the current value. In this paper, we focus on the implementation of cCCM in causality analysis. More specifically, we demonstrate the effectiveness of cCCM in identifying both linear and nonlinear causal coupling in various settings through a large number of examples, including Gaussian random variables with additive noise, sinusoidal waveforms, autoregressive models, stochastic processes with a dominant spectral component embedded in noise, deterministic chaotic maps, and systems with memory, as well as experimental fMRI data. In particular, we analyze the impact of shadow manifold construction on the performance of cCCM and provide detailed guidelines on how to configure the key parameters of cCCM in different applications. Overall, our analysis indicates that cCCM is a promising and easy-to-implement tool for causality analysis in a wide spectrum of applications.
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Convergent cross sorting for estimating dynamic coupling
Abstract Natural systems exhibit diverse behavior generated by complex interactions between their constituent parts. To characterize these interactions, we introduce Convergent Cross Sorting (CCS), a novel algorithm based on convergent cross mapping (CCM) for estimating dynamic coupling from time series data. CCS extends CCM by using the relative ranking of distances within state-space reconstructions to improve the prior methods’ performance at identifying the existence, relative strength, and directionality of coupling across a wide range of signal and noise characteristics. In particular, relative to CCM, CCS has a large performance advantage when analyzing very short time series data and data from continuous dynamical systems with synchronous behavior. This advantage allows CCS to better uncover the temporal and directional relationships within systems that undergo frequent and short-lived switches in dynamics, such as neural systems. In this paper, we validate CCS on simulated data and demonstrate its applicability to electrophysiological recordings from interacting brain regions.
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- Award ID(s):
- 1932619
- PAR ID:
- 10400328
- Date Published:
- Journal Name:
- Scientific Reports
- Volume:
- 11
- Issue:
- 1
- ISSN:
- 2045-2322
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Abbott, Derek (Ed.)more » « less
Abstract Convergent cross-mapping (CCM) has attracted increased attention recently due to its capability to detect causality in nonseparable systems under deterministic settings, which may not be covered by the traditional Granger causality. From an information-theoretic perspective, causality is often characterized as the directed information (DI) flowing from one side to the other. As information is essentially nondeterministic, a natural question is: does CCM measure DI flow? Here, we first causalize CCM so that it aligns with the presumption in causality analysis—the future values of one process cannot influence the past of the other, and then establish and validate the approximate equivalence of causalized CCM (cCCM) and DI under Gaussian variables through both theoretical derivations and fMRI-based brain network causality analysis. Our simulation result indicates that, in general, cCCM tends to be more robust than DI in causality detection. The underlying argument is that DI relies heavily on probability estimation, which is sensitive to data size as well as digitization procedures; cCCM, on the other hand, gets around this problem through geometric cross-mapping between the manifolds involved. Overall, our analysis demonstrates that cross-mapping provides an alternative way to evaluate DI and is potentially an effective technique for identifying both linear and nonlinear causal coupling in brain neural networks and other settings, either random or deterministic, or both.
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Abstract As drought and wildfire frequency increase across the western United States, our ability to predict how water resources will respond to these disturbances depends on our understanding of the feedbacks that maintain watershed function and streamflow. Previous studies of non‐perennial headwater streams have ranked drivers of low‐flow conditions; however, there is a limited understanding of the interactions between these drivers and the processes through which these interactions affect streamflow. Here, we use stream water level, soil moisture, sap flow, and vapor pressure deficit data to investigate ecohydrological interactions along a mountainous headwater stream. Correlation and cross‐correlation analyses of these variables show that ecohydrological interactions are (a) nonlinear and (b) interconnected, suggesting that analyses assuming linearity and independence of each driver are inadequate for quantifying these interactions. To account for these issues and investigate causal linkages, we use convergent cross‐mapping (CCM) to characterize the feedbacks that influence non‐perennial streamflow. CCM is a nonlinear, dynamic method that has only recently been applied to hydrologic systems. CCM results reveal that atmospheric losses associated with local sap flow and vapor pressure deficit are driving changes in soil moisture and streamflow (
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Abstract Methane dynamics within salt marshes are complex because vegetation types, temperature, oscillating water levels, and changes in salinity and redox conditions influence CH4production, consumption, oxidation, and emissions. These non‐linear and complex interactions among variables affect the traditionally expected functional relationships and present challenges for interpreting and developing process‐based models. We employed empirical dynamic modeling (EDM) and convergent cross mapping (CCM) as a novel approach for characterizing seasonal/multiday and diurnal CH4dynamics by inferring causal variables, lags, and interconnections among multiple biophysical variables within a temperate salt marsh using 5 years of eddy covariance data. EDM/CCM is a nonparametric approach capable of quantifying the coupling between variables while determining time scales where variable interactions are the most relevant. We found that gross primary productivity, tidal creek dissolved oxygen, and temperature were important for seasonal/multiday dynamics (rho = 0.73–0.80), while water level was most important for diurnal dynamics during both the growing and dormancy phenoperiods (rho = 0.72 and 0.56, respectively). Lags for the top‐ranked variables (i.e., gross primary productivity, dissolved oxygen, temperature, water level) occurred between 1 and 5 weeks at the seasonal scale and 1–24 hr at the diurnal scale. The EDM had high prediction capabilities for intra‐/inter‐seasonal patterns and annual CH4sums but had limitations in representing large, infrequent fluxes. Results highlight the importance of non‐linearity, drivers, lag times, and interconnections among multiple biophysical variables that regulate CH4fluxes in tidal wetlands. This research introduces a novel approach to examining CH4fluxes, which will aid in evaluating current paradigms in wetlands and other ecosystems.
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1038/s41598-021-98864-2
