ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

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Smirnov D. A., Bezruchko B. P. Effect of rare sampling on estimation of directional couplings from time series. Izvestiya VUZ. Applied Nonlinear Dynamics, 2013, vol. 21, iss. 2, pp. 61-73. DOI: 10.18500/0869-6632-2013-21-2-61-73

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Language: 
Russian
Heading: 
Applied Problems of Nonlinear Oscillation and Wave Theory
Article type: 
Article
UDC: 
530.18
DOI: 
10.18500/0869-6632-2013-21-2-61-73

Effect of rare sampling on estimation of directional couplings from time series

Autors: 
Smirnov Dmitrij Alekseevich, Saratov Branch of Kotel`nikov Institute of Radiophysics and Electronics of Russian Academy of Sciences
Bezruchko Boris Petrovich, Saratov State University
Abstract: 

The problem of detection and quantitative estimation of directional couplings (mutual influences) between systems from discrete records of their oscillations (time series) arises in different fields of research. This work shows that results of the traditional «Granger causality» approach depend essentially on a sampling interval (a time step). We have revealed the causes and character of the influence of a sampling interval on numerical values of coupling estimates. As well, we have explained why one can get erroneous conclusions about bidirectional coupling for unidirectionally coupled systems in the case of a large sampling interval (rare sampling). The rare sampling effect is demonstrated both for linear and nonlinear systems in different dynamical regimes.

Key words: 
Coupled nonlinear systems
time series
unidirectional coupling
bidirectional coupling
Granger causality
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Received: 
03.10.2012
Accepted: 
29.04.2013
Published: 
31.07.2013
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