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Causality detection: Difference between revisions
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In the context of data analysis, it is more productive to adopt [[Wikipedia:Norbert_Wiener|Wiener]]'s 'quantifiable causality'. <ref>N. Wiener. ''The theory of prediction.'' Modern Mathematics for Engineers, Mc-Graw Hill, New York, 1956, ISBN 0486497461</ref> It states: | In the context of data analysis, it is more productive to adopt [[Wikipedia:Norbert_Wiener|Wiener]]'s 'quantifiable causality'. <ref>N. Wiener. ''The theory of prediction.'' Modern Mathematics for Engineers, Mc-Graw Hill, New York, 1956, ISBN 0486497461</ref> It states: | ||
* if we can predict X better by using the past information from Y than without it, then we call Y causal to X. | * if we can predict X better by using the past information from Y than without it, then we call Y causal to X. | ||
== Traditional approaches == | |||
Traditional approaches to the determination of causal relationships between various (fluctuating) variables include a wide range of methods. | |||
* If intervention in the system is possible, one may control (modulate) one variable and observe the (delayed) effect on other variables. | |||
* Observe systematic time delays between characteristic events or observe systematic precursors to charactaristic events. | |||
* Predict the system evolution from a (numerical) model. If successful, the model equations may reveal causal relations. | |||
* Quantify parameters related to system evolution (growth rates, damping rates). | |||
* Use techniques such as correlations, conditional averages; these linear analysis techniques by themselves cannot reveal causality, but additioal reasoning (based on physical insight or models) may allow drawing conclusions. | |||
In the fusion context, see <ref>K.H. Burrell, ''Tests of causality: Experimental evidence that sheared <math>E \times B</math> flow alters turbulence and transport in tokamaks,[[doi:10.1063/1.873728|'' Phys. Plasmas, '''6'''(12):4418, 1999]]</ref>. | |||
== Analysis techniques == | == Analysis techniques == | ||
Several techniques have been elaborated to quantify | Several techniques have been elaborated to quantify Wiener's causality on the basis of measured time series. | ||
<ref>K. Hlaváková-Schindler, M. Palus, M. Vejmelka, and J. Bhattacharya. ''Causality detection based on information-theoretic approaches in time series analysis'', [[doi:10.1016/j.physrep.2006.12.004|Phys. Reports, '''441'''(1):1, 2007]]</ref> | <ref>K. Hlaváková-Schindler, M. Palus, M. Vejmelka, and J. Bhattacharya. ''Causality detection based on information-theoretic approaches in time series analysis'', [[doi:10.1016/j.physrep.2006.12.004|Phys. Reports, '''441'''(1):1, 2007]]</ref> | ||