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. 2010 Aug 13;30(1):45–67. doi: 10.1007/s10827-010-0262-3

Table 1.

Detection of true and false effective connectivity for a fixed embedding dimension d of 7, and an embedding delay τ of 1 autocorrelation time

Dynamics δ Coupling u XY YX
True False
AR(10) 5 Lin 6 1 1
AR(10) 5 Lin 21 1 0
AR(10) 5 Lin 101 0 0
AR(10) 5 Threshold 6 1 1
AR(10) 5 Threshold 21 1 0
AR(10) 5 Threshold 101 0 0
AR(10) 5 Quadratic 6 1 1
AR(10) 5 Quadratic 21 1 0
AR(10) 5 Quadratic 101 0 0
AR(10) 20 Lin 6 1 1
AR(10) 20 Lin 21 1 0
AR(10) 20 Lin 101 1 0
AR(10) 20 Threshold 6 0 0
AR(10) 20 Threshold 21 1 0
AR(10) 20 Threshold 101 0 0
AR(10) 20 Quadratic 6 0 0
AR(10) 20 Quadratic 21 1 0
AR(10) 20 Quadratic 101 0 0
AR(10) 100 Lin 6 1 0
AR(10) 100 Lin 21 1 0
AR(10) 100 Lin 101 1 0
AR(10) 100 Threshold 6 0 0
AR(10) 100 Threshold 21 0 0
AR(10) 100 Threshold 101 1 0
AR(10) 100 Quadratic 6 1 0
AR(10) 100 Quadratic 21 1 0
AR(10) 100 Quadratic 101 1 0

Given is the detected effective connectivity in dependence of the parameter prediction time u for data with different interaction delays δ of 5, 20, and 100 samples. Data were simulated with autoregressive order ten dynamics and unidirectional coupling XY via three different coupling functions (linear, threshold, quadratic). Simulation results based on 120 trials. Note: false positives emerge for short interaction delays δ, i.e. the inclusion of more recent samples of X, i.e. samples that are just before the earliest embedding time-point; false positives in these cases are suppressed using a larger prediction time, i.e. moving the embedding of X and the samples of X that are transferred to Y further into the past; short interaction delays can robustly be detected with prediction times that are longer than the interaction delay, if the difference is not excessive