Causal Decomposition in the Mutual Causation System (1712.07292v1)

Abstract: Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may overlook the simultaneous and reciprocal nature of causal interactions observed in real world phenomena. Here, we present a causal decomposition approach that is not based on prediction, but based on the instantaneous phase dependency between the intrinsic components of a decomposed time series. The method involves two assumptions: (1) any cause effect relationship can be quantified with instantaneous phase dependency between the source and target decomposed as intrinsic components at specific time scale, and (2) the phase dynamics in the target originating from the source are separable from the target itself. Using empirical mode decomposition, we show that the causal interaction is encoded in instantaneous phase dependency at a specific time scale, and this phase dependency is diminished when the causal-related intrinsic component is removed from the effect. Furthermore, we demonstrate the generic applicability of our method to both stochastic and deterministic systems, and show the consistency of the causal decomposition method compared to existing methods, and finally uncover the key mode of causal interactions in both the modelled and actual predator prey system. We anticipate that this novel approach will assist with revealing causal interactions in complex networks not accounted for by current methods.