Quantifying information transfer and mediation along causal pathways in complex systems

Information transfers and flows in Markov chains as dynamical causal effects

A logical sequence of information-theoretic quantifiers of directional (causal) couplings in Markov chains is generated within the framework of dynamical causal effects (DCEs), starting from the simplest DCEs (in terms of localization of their functional elements) and proceeding step-by-step to more complex ones. Thereby, a system of 11 quantifiers is readily obtained, some of them coinciding with previously known causality measures widely used in time series analysis and often called "information transfers" or "flows" (transfer entropy, Ay-Polani information flow, Liang-Kleeman information flow, information response, etc.,) By construction, this step-by-step generation reveals logical relationships between all these quantifiers as specific DCEs. As a further concretization, diverse quantitative relationships between the transfer entropy and the Liang-Kleeman information flow are found both rigorously and numerically for coupled two-state Markov chains.

Causal interaction in high frequency turbulence at the biosphere-atmosphere interface: Structure-function coupling

At the biosphere-atmosphere interface, nonlinear interdependencies among components of an ecohydrological complex system can be inferred using multivariate high frequency time series observations. Information flow among these interacting variables allows us to represent the causal dependencies in the form of a directed acyclic graph (DAG). We use high frequency multivariate data at 10 Hz from an eddy covariance instrument located at 25 m above agricultural land in the Midwestern US to quantify the evolutionary dynamics of this complex system using a sequence of DAGs by examining the structural dependency of information flow and the associated functional response. We investigate whether functional differences correspond to structural differences or if there are no functional variations despite the structural differences. We base our analysis on the hypothesis that causal dependencies are instigated through information flow, and the resulting interactions sustain the dynamics and its functionality. To test our hypothesis, we build upon causal structure analysis in the companion paper to characterize the information flow in similarly clustered DAGs from 3-min non-overlapping contiguous windows in the observational data. We characterize functionality as the nature of interactions as discerned through redundant, unique, and synergistic components of information flow. Through this analysis, we find that in turbulence at the biosphere-atmosphere interface, the variables that control the dynamic character of the atmosphere as well as the thermodynamics are driven by non-local conditions, while the scalar transport associated with CO2 and H2O is mainly driven by short-term local conditions.

Effects of Charge Traps on Hysteresis in Organic Field-Effect Transistors and Their Charge Trap Cause Analysis through Causal Inference Techniques

Hysteresis in organic field-effect transistors is attributed to the well-known bias stress effects. This is a phenomenon in which the measured drain-source current varies when sweeping the gate voltage from on to off or from off to on. Hysteresis is caused by various factors, and one of the most common is charge trapping. A charge trap is a defect that occurs in an interface state or part of a semiconductor, and it refers to an electronic state that appears distributed in the semiconductor's energy band gap. Extensive research has been conducted recently on obtaining a better understanding of charge traps for hysteresis. However, it is still difficult to accurately measure or characterize them, and their effects on the hysteresis of organic transistors remain largely unknown. In this study, we conduct a literature survey on the hysteresis caused by charge traps from various perspectives. We first analyze the driving principle of organic transistors and introduce various types of hysteresis. Subsequently, we analyze charge traps and determine their influence on hysteresis. In particular, we analyze various estimation models for the traps and the dynamics of the hysteresis generated through these traps. Lastly, we conclude this study by explaining the causal inference approach, which is a machine learning technique typically used for current data analysis, and its implementation for the quantitative analysis of the causal relationship between the hysteresis and the traps.

Contributions to surface air temperature trends estimated from climate time series: Medium-term causalities

Contributions of various natural and anthropogenic factors to trends of surface air temperatures at different latitudes of the Northern and Southern hemispheres on various temporal horizons are estimated from climate data since the 19th century in empirical autoregressive models. Along with anthropogenic forcing, we assess the impact of several natural climate modes including Atlantic Multidecadal Oscillation, El-Nino/Southern Oscillation, Interdecadal Pacific Oscillation, Pacific Decadal Oscillation, and Antarctic Oscillation. On relatively short intervals of the length of two or three decades, contributions of climate variability modes are considerable and comparable to the contributions of greenhouse gases and even exceed the latter. On longer intervals of about half a century and greater, the contributions of greenhouse gases dominate at all latitudinal belts including polar, middle, and tropical ones.

A Causality-guided Statistical Approach for Modeling Extreme Mei-yu Rainfall Based on Known Large-scale Modes-A Pilot Study

Extreme Mei-yu rainfall (MYR) can cause catastrophic impacts to the economic development and societal welfare in China. While significant improvements have been made in climate models, they often struggle to simulate local-to-regional extreme rainfall (e.g., MYR). Yet, large-scale climate modes (LSCMs) are relatively well represented in climate models. Since there exists a close relationship between MYR and various LSCMs, it might be possible to develop causality-guided statistical models for MYR prediction based on LSCMs. These statistical models could then be applied to climate model simulations to improve the representation of MYR in climate models. In this pilot study, it is demonstrated that skillful causality-guided statistical models for MYR can be constructed based on known LSCMs. The relevancy of the selected predictors for statistical models are found to be consistent with the literature. The importance of temporal resolution in constructing statistical models for MYR is also shown and is in good agreement with the literature. The results demonstrate the reliability of the causality-guided approach in studying complex circulation systems such as the East Asian summer monsoon (EASM). Some limitations and possible improvements of the current approach are discussed. The application of the causality-guided approach opens up a new possibility to uncover the complex interactions in the EASM in future studies.

Generative formalism of causality quantifiers for processes

The concept of dynamical causal effect (DCE) is generalized and equipped with a formalism which allows one to formulate in a unified manner and interrelate a variety of causality quantifiers used in time series analysis. An elementary DCE from a subsystem Y to a subsystem X is defined within the stochastic dynamical systems framework as a response of a future X state to an appropriate variation of an initial (X,Y)-state distribution or a certain parameter of Y or of the coupling element Y→X; this response is quantified in a probabilistic sense via a certain distinction functional; elementary DCEs are assembled over a set of initial variations via an assemblage functional. To include all those aspects, a "triple brackets formula" for the general DCE is suggested and serves as a first principle to produce specific causality quantifiers as realizations of the general DCE. As an application, transfer entropy and Liang-Kleeman information flow are related surprisingly as opposite limit cases in a family of DCEs; it is shown that their "nats per time unit" may differ drastically. The suggested DCE viewpoint links any formal causality quantifier to "intervention-effect" experiments, i.e., future responses to initial variations, and so provides its dynamical interpretation, opening a way to its further physical interpretations in studies of physical systems.

A framework for causal discovery in non-intervenable systems

Many frameworks exist to infer cause and effect relations in complex nonlinear systems, but a complete theory is lacking. A new framework is presented that is fully nonlinear, provides a complete information theoretic disentanglement of causal processes, allows for nonlinear interactions between causes, identifies the causal strength of missing or unknown processes, and can analyze systems that cannot be represented on directed acyclic graphs. The basic building blocks are information theoretic measures such as (conditional) mutual information and a new concept called certainty that monotonically increases with the information available about the target process. The framework is presented in detail and compared with other existing frameworks, and the treatment of confounders is discussed. While there are systems with structures that the framework cannot disentangle, it is argued that any causal framework that is based on integrated quantities will miss out potentially important information of the underlying probability density functions. The framework is tested on several highly simplified stochastic processes to demonstrate how blocking and gateways are handled and on the chaotic Lorentz 1963 system. We show that the framework provides information on the local dynamics but also reveals information on the larger scale structure of the underlying attractor. Furthermore, by applying it to real observations related to the El-Nino-Southern-Oscillation system, we demonstrate its power and advantage over other methodologies.

Phase-dynamic causalities within dynamical effects framework

This work investigates numerics of several widely known phase-dynamic quantifiers of directional (causal) couplings between oscillatory systems: transfer entropy (TE), differential quantifier, and squared-coefficients quantifier based on an evolution map. The study is performed on the system of two stochastic Kuramoto oscillators within the framework of dynamical causal effects. The quantifiers are related to each other and to an asymptotic effect of the coupling on phase diffusion. Several novel findings are listed as follows: (i) for a non-synchronous regime and high enough noise levels, the TE rate multiplied by a certain characteristic time (called here reduced TE) equals twice an asymptotic effect of a directional coupling on phase diffusion; (ii) "information flow" expressed by the TE rate unboundedly rises with the coupling coefficient even in the domain of effective synchronization; (iii) in any effective synchronization regime, the reduced TE is equal to 1/8 n.u. in each direction for equal coupling coefficients and equal noise intensities, and it is in general a simple function of the ratio of noise intensities and the ratio of coupling coefficients.

Neural Estimator of Information for Time-Series Data with Dependency

Novel approaches to estimate information measures using neural networks are well-celebrated in recent years both in the information theory and machine learning communities. These neural-based estimators are shown to converge to the true values when estimating mutual information and conditional mutual information using independent samples. However, if the samples in the dataset are not independent, the consistency of these estimators requires further investigation. This is of particular interest for a more complex measure such as the directed information, which is pivotal in characterizing causality and is meaningful over time-dependent variables. The extension of the convergence proof for such cases is not trivial and demands further assumptions on the data. In this paper, we show that our neural estimator for conditional mutual information is consistent when the dataset is generated with samples of a stationary and ergodic source. In other words, we show that our information estimator using neural networks converges asymptotically to the true value with probability one. Besides universal functional approximation of neural networks, a core lemma to show the convergence is Birkhoff’s ergodic theorem. Additionally, we use the technique to estimate directed information and demonstrate the effectiveness of our approach in simulations.

Variable Selection for Fault Detection Based on Causal Discovery Methods: Analysis of an Actual Industrial Case

Variable selection constitutes an essential step to reduce dimensionality and improve performance of fault detection and diagnosis in large scale industrial processes. For this reason, in this paper, variable selection approaches based on causality are proposed and compared, in terms of model adjustment of available data and fault detection performance, with several other filter-based, wrapper-based, and embedded-based variable selection methods. These approaches are applied in a simulated benchmark case and an actual oil and gas industrial case considering four different learning models. The experimental results show that obtained models presented better performance during the fault detection stage when variable selection procedures based on causality were used for purpose of model building.

Constructing Brain Connectivity Model Using Causal Network Reconstruction Approach

Studying brain function is a challenging task. In the past, we could only study brain anatomical structures post-mortem, or infer brain functions from clinical data of patients with a brain injury. Nowadays technology, such as functional magnetic resonance imaging (fMRI), enable non-invasive brain activity observation. Several approaches have been proposed to interpret brain activity data. The brain connectivity model is a graphical tool that represents the interaction between brain regions, during certain states. It depicts how a brain region cause changes to other parts of the brain, which can be implied as information flow. This model can be used to help interpret how the brain works. There are several mathematical frameworks that can be used to infer the connectivity model from brain activity signals. Granger causality is one such approach and is one of the first that has been applied to brain activity data. However, due to the concept of the framework, such as the use of pairwise correlation, combined with the limitation of brain activity data such as low temporal resolution in case of fMRI signal, makes the interpretation of the connectivity difficult. We therefore propose the application of the Tigramite causal discovery framework on fMRI data. The Tigramite framework uses measures such as causal effect to analyze causal relations in the system. This enables the framework to identify both direct and indirect pathways or connectivities. In this paper, we applied the framework to the Human Connectome Project motor task-fMRI dataset. We then present the results and discuss how the framework improves interpretability of the connectivity model. We hope that this framework will help us understand more complex brain functions such as memory, consciousness, or the resting-state of the brain, in the future.

Direct and Indirect Effects-An Information Theoretic Perspective

Information theoretic (IT) approaches to quantifying causal influences have experienced some popularity in the literature, in both theoretical and applied (e.g., neuroscience and climate science) domains. While these causal measures are desirable in that they are model agnostic and can capture non-linear interactions, they are fundamentally different from common statistical notions of causal influence in that they (1) compare distributions over the effect rather than values of the effect and (2) are defined with respect to random variables representing a cause rather than specific values of a cause. We here present IT measures of direct, indirect, and total causal effects. The proposed measures are unlike existing IT techniques in that they enable measuring causal effects that are defined with respect to specific values of a cause while still offering the flexibility and general applicability of IT techniques. We provide an identifiability result and demonstrate application of the proposed measures in estimating the causal effect of the El Niño-Southern Oscillation on temperature anomalies in the North American Pacific Northwest.

Bundled Causal History Interaction

Complex systems arise as a result of the nonlinear interactions between components. In particular, the evolutionary dynamics of a multivariate system encodes the ways in which different variables interact with each other individually or in groups. One fundamental question that remains unanswered is: How do two non-overlapping multivariate subsets of variables interact to causally determine the outcome of a specific variable? Here, we provide an information-based approach to address this problem. We delineate the temporal interactions between the bundles in a probabilistic graphical model. The strength of the interactions, captured by partial information decomposition, then exposes complex behavior of dependencies and memory within the system. The proposed approach successfully illustrated complex dependence between cations and anions as determinants of pH in an observed stream chemistry system. In the studied catchment, the dynamics of pH is a result of both cations and anions through mainly synergistic effects of the two and their individual influences as well. This example demonstrates the potentially broad applicability of the approach, establishing the foundation to study the interaction between groups of variables in a range of complex systems.

Quantification of Information Exchange in Idealized and Climate System Applications

Often in climate system studies, linear and symmetric statistical measures are applied to quantify interactions among subsystems or variables. However, they do not allow identification of the driving and responding subsystems. Therefore, in this study, we aimed to apply asymmetric measures from information theory: the axiomatically proposed transfer entropy and the first principle-based information flow to detect and quantify climate interactions. As their estimations are challenging, we initially tested nonparametric estimators like transfer entropy (TE)-binning, TE-kernel, and TE k-nearest neighbor and parametric estimators like TE-linear and information flow (IF)-linear with idealized two-dimensional test cases along with their sensitivity on sample size. Thereafter, we experimentally applied these methods to the Lorenz-96 model and to two real climate phenomena, i.e., (1) the Indo-Pacific Ocean coupling and (2) North Atlantic Oscillation (NAO)–European air temperature coupling. As expected, the linear estimators work for linear systems but fail for strongly nonlinear systems. The TE-kernel and TE k-nearest neighbor estimators are reliable for linear and nonlinear systems. Nevertheless, the nonparametric methods are sensitive to parameter selection and sample size. Thus, this work proposes a composite use of the TE-kernel and TE k-nearest neighbor estimators along with parameter testing for consistent results. The revealed information exchange in Lorenz-96 is dominated by the slow subsystem component. For real climate phenomena, expected bidirectional information exchange between the Indian and Pacific SSTs was detected. Furthermore, expected information exchange from NAO to European air temperature was detected, but also unexpected reversal information exchange. The latter might hint to a hidden process driving both the NAO and European temperatures. Hence, the limitations, availability of time series length and the system at hand must be taken into account before drawing any conclusions from TE and IF-linear estimations.

Detecting and quantifying causal associations in large nonlinear time series datasets

Identifying causal relationships and quantifying their strength from observational time series data are key problems in disciplines dealing with complex dynamical systems such as the Earth system or the human body. Data-driven causal inference in such systems is challenging since datasets are often high dimensional and nonlinear with limited sample sizes. Here, we introduce a novel method that flexibly combines linear or nonlinear conditional independence tests with a causal discovery algorithm to estimate causal networks from large-scale time series datasets. We validate the method on time series of well-understood physical mechanisms in the climate system and the human heart and using large-scale synthetic datasets mimicking the typical properties of real-world data. The experiments demonstrate that our method outperforms state-of-the-art techniques in detection power, which opens up entirely new possibilities to discover and quantify causal networks from time series across a range of research fields.

An information-theoretic approach to extracting climate signals from deep polar ice cores

Paleoclimate records are rich sources of information about the past history of the Earth system. Information theory provides a new means for studying these records. We demonstrate that weighted permutation entropy of water-isotope data from the West Antarctica Ice Sheet (WAIS) Divide ice core reveals meaningful climate signals in this record. We find that this measure correlates with accumulation (meters of ice equivalent per year) and may record the influence of geothermal heating effects in the deepest parts of the core. Dansgaard-Oeschger and Antarctic Isotope Maxima events, however, do not appear to leave strong signatures in the information record, suggesting that these abrupt warming events may actually be predictable features of the climate's dynamics. While the potential power of information theory in paleoclimatology is significant, the associated methods require well-dated and high-resolution data. The WAIS Divide core is the first paleoclimate record that can support this kind of analysis. As more high-resolution records become available, information theory could become a powerful forensic tool in paleoclimate science.

Inferring causation from time series in Earth system sciences

The heart of the scientific enterprise is a rational effort to understand the causes behind the phenomena we observe. In large-scale complex dynamical systems such as the Earth system, real experiments are rarely feasible. However, a rapidly increasing amount of observational and simulated data opens up the use of novel data-driven causal methods beyond the commonly adopted correlation techniques. Here, we give an overview of causal inference frameworks and identify promising generic application cases common in Earth system sciences and beyond. We discuss challenges and initiate the benchmark platform causeme.net to close the gap between method users and developers.

Mental Workload Alters Heart Rate Variability, Lowering Non-linear Dynamics

Mental workload is known to alter cardiovascular function leading to increased cardiovascular risk. Nevertheless, there is no clear autonomic nervous system unbalance to be quantified during mental stress. We aimed to characterize the mental workload impact on the cardiovascular function with a focus on heart rate variability (HRV) non-linear indexes. A 1-h computerized switching task (letter recognition) was performed by 24 subjects while monitoring their performance (accuracy, response time), electrocardiogram and blood pressure waveform (finger volume clamp method). The HRV was evaluated from the beat-to-beat RR intervals (RRI) in time-, frequency-, and informational- domains, before (Control) and during the task. The task induced a significant mental workload (visual analog scale of fatigue from 27 ± 26 to 50 ± 31 mm, p < 0.001, and NASA-TLX score of 56 ± 17). The heart rate, blood pressure and baroreflex function were unchanged, whereas most of the HRV parameters markedly decreased. The maximum decrease occurred during the first 15 min of the task (P1), before starting to return to the baseline values reached at the end of the task (P4). The RRI dimension correlation (D2) decrease was the most significant (P1 vs. Control: 1.42 ± 0.85 vs. 2.21 ± 0.8, p < 0.001) and only D2 lasted until the task ended (P4 vs. Control: 1.96 ± 0.9 vs. 2.21 ± 0.9, p < 0.05). D2 was identified as the most robust cardiovascular variable impacted by the mental workload as determined by posterior predictive simulations (p = 0.9). The Spearman correlation matrix highlighted that D2 could be a marker of the generated frustration (R = -0.61, p < 0.01) induced by a mental task, as well as the myocardial oxygen consumption changes assessed by the double product (R = -0.53, p < 0.05). In conclusion, we showed that mental workload sharply lowered the non-linear RRI dynamics, particularly the RRI correlation dimension.

Information transfer from causal history in complex system dynamics

In a multivariate evolutionary system, the present state of a variable is a resultant outcome of all interacting variables through the temporal history of the system. How can we quantify the information transfer from the history of all variables to the outcome of a specific variable at a specific time? We develop information theoretic metrics to quantify the information transfer from the entire history, called causal history. Further, we partition this causal history into immediate causal history, as a function of lag τ from the recent time, to capture the influence of recent dynamics, and the complementary distant causal history. Further, each of these influences are decomposed into self- and cross-feedbacks. By employing a Markov property for directed acyclic time-series graph, we reduce the dimensions of the proposed information-theoretic measure to facilitate an efficient estimation algorithm. This approach further reveals an information aggregation property, that is, the information from historical dynamics are accumulated at the preceding time directly influencing the present state of variable(s) of interest. These formulations allow us to analyze complex inter-dependencies in unprecedented ways. We illustrate our approach for: (1) characterizing memory dependency by analyzing a synthetic system with short memory; (2) distinguishing from traditional methods such as lagged mutual information using the Lorenz chaotic model; (3) comparing the memory dependencies of two long-memory processes with and without the strange attractor using the Lorenz model and a linear Ornstein-Uhlenbeck process; and (4) illustrating how dynamics in a complex system is sustained through the interactive contribution of self- and cross-dependencies in both immediate and distant causal histories, using the Lorenz model and observed stream chemistry data known to exhibit 1/f long memory.

Common solar wind drivers behind magnetic storm-magnetospheric substorm dependency

The dynamical relationship between magnetic storms and magnetospheric substorms is one of the most controversial issues of contemporary space research. Here, we address this issue through a causal inference approach to two corresponding indices in conjunction with several relevant solar wind variables. We find that the vertical component of the interplanetary magnetic field is the strongest and common driver of both storms and substorms. Further, our results suggest, at least based on the analyzed indices, that there is no statistical evidence for a direct or indirect dependency between substorms and storms and their statistical association can be explained by the common solar drivers. Given the powerful statistical tests we performed (by simultaneously taking into account time series of indices and solar wind variables), a physical mechanism through which substorms directly or indirectly drive storms or vice versa is, therefore, unlikely.

Precursors of September Arctic Sea-Ice Extent Based on Causal Effect Networks

Although standard statistical methods and climate models can simulate and predict sea-ice changes well, it is still very hard to distinguish some direct and robust factors associated with sea-ice changes from its internal variability and other noises. Here, with long-term observations (38 years from 1980 to 2017), we apply the causal effect networks algorithm to explore the direct precursors of September Arctic sea-ice extent by adjusting the maximal lead time from one to eight months. For lead time of more than three months, June downward longwave radiation flux in the Canadian Arctic Archipelago is the only one precursor. However, for lead time of 1–3 months, August sea-ice concentration in Western Arctic represents the strongest positive correlation with September sea-ice extent, while August sea-ice concentration factors in other regions have weaker influences on the marginal seas. Other precursors include August wind anomalies in the lower latitudes accompanied with an Arctic high pressure anomaly, which induces the sea-ice loss along the Eurasian coast. These robust precursors can be used to improve the seasonal predictions of Arctic sea ice and evaluate the climate models.

New Insights on Land Surface-Atmosphere Feedbacks over Tropical South America at Interannual Timescales

We present a simplified overview of land-atmosphere feedbacks at interannual timescales over tropical South America as structural sets of linkages among surface air temperature (T), specific humidity at 925 hPa (q925), volumetric soil water content (Θ), precipitation (P), and evaporation (E), at monthly scale during 1979–2010. Applying a Maximum Covariance Analysis (MCA), we identify the modes of greatest interannual covariability in the datasets. Time series extracted from the MCAs were used to quantify linear and non-linear metrics at up to six-month lags to establish connections among variables. All sets of metrics were summarized as graphs (Graph Theory) grouped according to their highest ENSO-degree association. The core of ENSO-activated interactions is located in the Amazon River basin and in the Magdalena-Cauca River basin in Colombia. Within the identified multivariate structure, Θ enhances the interannual connectivity since it often exhibits two-way feedbacks with the whole set of variables. That is, Θ is a key variable in defining the spatiotemporal patterns of P and E at interannual time-scales. For both the simultaneous and lagged analysis, T activates non-linear associations with q925 and Θ. Under the ENSO influence, T is a key variable to diagnose the dynamics of interannual feedbacks of the lower troposphere and soil interfaces over tropical South America. ENSO increases the interannual connectivity and memory of the feedback mechanisms.

Space-time nature of causality

In a causal world the direction of the time arrow dictates how past causal events in a variable X produce future effects in Y. X is said to cause an effect in Y, if the predictability (uncertainty) about the future states of Y increases (decreases) as its own past and the past of X are taken into consideration. Causality is thus intrinsic dependent on the observation of the past events of both variables involved, to the prediction (or uncertainty reduction) of future event of the other variable. We will show that this temporal notion of causality leads to another natural spatiotemporal definition for it, and that can be exploited to detect the arrow of influence from X to Y, either by considering shorter time-series of X and longer time-series of Y (an approach that explores the time nature of causality) or lower precision measured time-series in X and higher precision measured time-series in Y (an approach that explores the spatial nature of causality). Causality has thus space and time signatures, causing a break of symmetry in the topology of the probabilistic space, or causing a break of symmetry in the length of the measured time-series, a consequence of the fact that information flows from X to Y.

Introduction to Focus Issue: Causation inference and information flow in dynamical systems: Theory and applications

Questions of causation are foundational across science and often relate further to problems of control, policy decisions, and forecasts. In nonlinear dynamics and complex systems science, causation inference and information flow are closely related concepts, whereby "information" or knowledge of certain states can be thought of as coupling influence onto the future states of other processes in a complex system. While causation inference and information flow are by now classical topics, incorporating methods from statistics and time series analysis, information theory, dynamical systems, and statistical mechanics, to name a few, there remain important advancements in continuing to strengthen the theory, and pushing the context of applications, especially with the ever-increasing abundance of data collected across many fields and systems. This Focus Issue considers different aspects of these questions, both in terms of founding theory and several topical applications.

Causal network reconstruction from time series: From theoretical assumptions to practical estimation

Causal network reconstruction from time series is an emerging topic in many fields of science. Beyond inferring directionality between two time series, the goal of causal network reconstruction or causal discovery is to distinguish direct from indirect dependencies and common drivers among multiple time series. Here, the problem of inferring causal networks including time lags from multivariate time series is recapitulated from the underlying causal assumptions to practical estimation problems. Each aspect is illustrated with simple examples including unobserved variables, sampling issues, determinism, stationarity, nonlinearity, measurement error, and significance testing. The effects of dynamical noise, autocorrelation, and high dimensionality are highlighted in comparison studies of common causal reconstruction methods. Finally, method performance evaluation approaches and criteria are suggested. The article is intended to briefly review and accessibly illustrate the foundations and practical problems of time series-based causal discovery and stimulate further methodological developments.

Interactions of information transfer along separable causal paths

Complex systems arise as a result of interdependences between multiple variables, whose causal interactions can be visualized in a time-series graph. Transfer entropy and information partitioning approaches have been used to characterize such dependences. However, these approaches capture net information transfer occurring through a multitude of pathways involved in the interaction and as a result mask our ability to discern the causal interaction within a subgraph of interest through specific pathways. We build on recent developments of momentary information transfer along causal paths proposed by Runge [Phys. Rev. E 92, 062829 (2015)PLEEE81539-375510.1103/PhysRevE.92.062829] to develop a framework for quantifying information partitioning along separable causal paths. Momentary information transfer along causal paths captures the amount of information transfer between any two variables lagged at two specific points in time. Our approach expands this concept to characterize the causal interaction in terms of synergistic, unique, and redundant information transfer through separable causal paths. Through a graphical model, we analyze the impact of the separable and nonseparable causal paths and the causality structure embedded in the graph as well as the noise effect on information partitioning by using synthetic data generated from two coupled logistic equation models. Our approach can provide a valuable reference for an autonomous information partitioning along separable causal paths which form a causal subgraph influencing a target.

Inference of topology and the nature of synapses, and the flow of information in neuronal networks

The characterization of neuronal connectivity is one of the most important matters in neuroscience. In this work, we show that a recently proposed informational quantity, the causal mutual information, employed with an appropriate methodology, can be used not only to correctly infer the direction of the underlying physical synapses, but also to identify their excitatory or inhibitory nature, considering easy to handle and measure bivariate time series. The success of our approach relies on a surprising property found in neuronal networks by which nonadjacent neurons do "understand" each other (positive mutual information), however, this exchange of information is not capable of causing effect (zero transfer entropy). Remarkably, inhibitory connections, responsible for enhancing synchronization, transfer more information than excitatory connections, known to enhance entropy in the network. We also demonstrate that our methodology can be used to correctly infer directionality of synapses even in the presence of dynamic and observational Gaussian noise, and is also successful in providing the effective directionality of intermodular connectivity, when only mean fields can be measured.

Distinguishing between direct and indirect directional couplings in large oscillator networks: Partial or non-partial phase analyses?

We investigate the relative merit of phase-based methods for inferring directional couplings in complex networks of weakly interacting dynamical systems from multivariate time-series data. We compare the evolution map approach and its partialized extension to each other with respect to their ability to correctly infer the network topology in the presence of indirect directional couplings for various simulated experimental situations using coupled model systems. In addition, we investigate whether the partialized approach allows for additional or complementary indications of directional interactions in evolving epileptic brain networks using intracranial electroencephalographic recordings from an epilepsy patient. For such networks, both direct and indirect directional couplings can be expected, given the brain's connection structure and effects that may arise from limitations inherent to the recording technique. Our findings indicate that particularly in larger networks (number of nodes ≫10), the partialized approach does not provide information about directional couplings extending the information gained with the evolution map approach.

Identifying causal gateways and mediators in complex spatio-temporal systems

Identifying regions important for spreading and mediating perturbations is crucial to assess the susceptibilities of spatio-temporal complex systems such as the Earth's climate to volcanic eruptions, extreme events or geoengineering. Here a data-driven approach is introduced based on a dimension reduction, causal reconstruction, and novel network measures based on causal effect theory that go beyond standard complex network tools by distinguishing direct from indirect pathways. Applied to a data set of atmospheric dynamics, the method identifies several strongly uplifting regions acting as major gateways of perturbations spreading in the atmosphere. Additionally, the method provides a stricter statistical approach to pathways of atmospheric teleconnections, yielding insights into the Pacific-Indian Ocean interaction relevant for monsoonal dynamics. Also for neuroscience or power grids, the novel causal interaction perspective provides a complementary approach to simulations or experiments for understanding the functioning of complex spatio-temporal systems with potential applications in increasing their resilience to shocks or extreme events.