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

Training Echo State Networks with Regularization through Dimensionality Reduction

In this paper we introduce a new framework to train an Echo State Network to predict real valued time-series. The method consists in projecting the output of the internal layer of the network on a space with lower dimensionality, before training the output layer to learn the target task. Notably, we enforce a regularization constraint that leads to better generalization capabilities. We evaluate the performances of our approach on several benchmark tests, using different techniques to train the readout of the network, achieving superior predictive performance when using the proposed framework. Finally, we provide an insight on the effectiveness of the implemented mechanics through a visualization of the trajectory in the phase space and relying on the methodologies of nonlinear time-series analysis. By applying our method on well known chaotic systems, we provide evidence that the lower dimensional embedding retains the dynamical properties of the underlying system better than the full-dimensional internal states of the network

The identification of complex spatiotemporal patterns using Coupled map lattice model

Many complex and interesting spatiotemporal patterns have been observed in a wide range of scienti¯c areas. In this paper, two kinds of spatiotemporal patterns including spot replication and Turing systems are investigated and new identi¯cation methods are proposed to obtain Coupled Map Lattice (CML) models for this class of systems. Initially, a new correlation analysis method is introduced to determine an appropriate temporal and spatial data sampling step procedure for the identification of spatiotemporal systems. A new combined Orthogonal Forward Regression and Bayesian Learning algorithm with Laplace priors is introduced to identify sparse and robust CML models for complex spatiotemporal patterns. The final identified CML models are validated using correlation based model validation tests for spatiotemporal systems. Numerical re-sults illustrate the identification procedure and demonstrate the validity of the identified models

Synchronization of spatiotemporal semiconductor lasers and its application in color image encryption

Optical chaos is a topic of current research characterized by high-dimensional nonlinearity which is attributed to the delay-induced dynamics, high bandwidth and easy modular implementation of optical feedback. In light of these facts, which adds enough confusion and diffusion properties for secure communications, we explore the synchronization phenomena in spatiotemporal semiconductor laser systems. The novel system is used in a two-phase colored image encryption process. The high-dimensional chaotic attractor generated by the system produces a completely randomized chaotic time series, which is ideal in the secure encoding of messages. The scheme thus illustrated is a two-phase encryption method, which provides sufficiently high confusion and diffusion properties of chaotic cryptosystem employed with unique data sets of processed chaotic sequences. In this novel method of cryptography, the chaotic phase masks are represented as images using the chaotic sequences as the elements of the image. The scheme drastically permutes the positions of the picture elements. The next additional layer of security further alters the statistical information of the original image to a great extent along the three-color planes. The intermediate results during encryption demonstrate the infeasibility for an unauthorized user to decipher the cipher image. Exhaustive statistical tests conducted validate that the scheme is robust against noise and resistant to common attacks due to the double shield of encryption and the infinite dimensionality of the relevant system of partial differential equations.Comment: 20 pages, 11 figures; Article in press, Optics Communications (2011

Detecting Directed Interactions of Networks by Random Variable Resetting

We propose a novel method of detecting directed interactions of a general dynamic network from measured data. By repeating random state variable resetting of a target node and appropriately averaging over the measurable data, the pairwise coupling function between the target and the response nodes can be inferred. This method is applicable to a wide class of networks with nonlinear dynamics, hidden variables and strong noise. The numerical results have fully verified the validity of the theoretical derivation