Detection of weak directional coupling: Phase-dynamics approach versus state-space approach

Abstract

We compare two conceptually different approaches to the detection of weak directional couplings between two oscillatory systems from bivariate time series. The first approach is based on the analysis of the systems' phase dynamics, whereas the other one tests for interdependencies in the reconstructed state spaces of the systems. We analyze the sensitivity of both techniques to weak couplings in numerical experiments by considering couplings between almost identical as well as between significantly different nonlinear systems. We study different degrees of phase diffusion, test the robustness of the two techniques against observational noise, and investigate the influence of the time series length. Our results show that none of the two approaches is generally superior to the other, and we conclude that it is probably the combination of both techniques that would allow the most comprehensive and reliable characterization of coupled systems. ©2005 The American Physical Society.