Identifying causal networks is important for effective policy and management recommendations on climate, epidemiology, financial regulation, and much else. We introduce a method, based on nonlinear state space reconstruction, that can distinguish causality from correlation. It extends to nonseparable weakly connected dynamic systems (cases not covered by the current Granger causality paradigm). The approach is illustrated both by simple models (where, in contrast to the real world, we know the underlying equations/relations and so can check the validity of our method) and by application to real ecological systems, including the controversial sardine-anchovy-temperature problem.
Detecting Causality in Complex Ecosystems
George Sugihara, Robert May, Hao Ye, Chih-hao Hsieh, Ethan Deyle, Michael Fogarty, Stephan Munch
Science 26 October 2012:
Vol. 338 no. 6106 pp. 496-500
Via Complexity Digest