Quantifying 'causality' in complex systems: understanding transfer entropy

PLoS One. 2014 Jun 23;9(6):e99462. doi: 10.1371/journal.pone.0099462. eCollection 2014.

Abstract

'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between the different observables. Here we investigate the ability of the Transfer Entropy measure to identify causal relations embedded in emergent coherent correlations. We do this by firstly applying Transfer Entropy to an amended Ising model. In addition we use a simple Random Transition model to test the reliability of Transfer Entropy as a measure of 'causal' direction in the presence of stochastic fluctuations. In particular we systematically study the effect of the finite size of data sets.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Causality*
  • Entropy*
  • Models, Theoretical
  • Temperature
  • Time Factors

Grants and funding

The authors gratefully acknowledge the financial support received in the form of research grants from Universiti Kebangsaan Malaysia (GGPM-2013-067 and DLP-2013-007). The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.