Detection of Coupling Delay: A Problem not yet Solved

0477035 - ÚI 2018 RIV US eng J - Journal Article
Coufal, David - Jakubík, J. - Jajcay, Nikola - Hlinka, Jaroslav - Krakovská, A. - Paluš, Milan
Detection of Coupling Delay: A Problem not yet Solved.
Chaos. Roč. 27, č. 8 (2017), č. článku 083109. ISSN 1054-1500. E-ISSN 1089-7682
R&D Projects: GA MZd(CZ) NV15-33250A
Grant - others:bilateral cooperation of the Czech and Slovak Academies of Sciences(CZ-SK) SAV-15-18; Slovak Grant Agency(SK) 2/0011/16; Slovak Development Agency(SK) APVV-15-0295
Program: Bilaterální spolupráce
Institutional support: RVO:67985807
Keywords : coupling delay * conditional mutual information * transfer entropy * convergent cross-mapping * synchronization * causality
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Impact factor: 2.415, year: 2017

Nonparametric detection of coupling delay in unidirectionally and bidirectionally coupled nonlinear dynamical systems is examined. Both continuous and discrete-time systems are considered. Two methods of detection are assessed - the method based on conditional mutual information - the CMI method (also known as the transfer entropy method) and the method of convergent cross mapping - the CCM method. Computer simulations show that neither method is generally reliable in the detection of coupling delays. For continuous-time chaotic systems, the CMI method appears to be more sensitive and applicable in a broader range of coupling parameters than the CCM method. In the case of tested discrete-time dynamical systems, the CCM method has been found to be more sensitive, while the CMI method required much stronger coupling strength in order to bring correct results. However, when studied systems contain a strong oscillatory component in their dynamics, results of both methods become ambiguous. The presented study suggests that results of the tested algorithms should be interpreted with utmost care and the nonparametric detection of coupling delay, in general, is a problem not yet solved.
Permanent Link: http://hdl.handle.net/11104/0273430