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 | X →Y | Y →X |
---|---|---|---|---|---|
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 X →Y 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