Presentation 2000/3/17
Embedding Theorem for Multivariable Input Systems and Causality Analyses
Tohru Ikeguchi,
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Abstract(in English) We propose a method for analyzing causal relations between time series sets from the view point of nonlinear dynamical systems. Mathematical background for the present issue is an extension of embedding theories of autonomous systems to forced systems, or input-output systems. We extend the conventional embedding theorem to a new version, which can be applied to not only systems with a single input but also those with multivariable inputs. We discuss possible detection of nonlinear causal relation by nonlinear predictability of output sequences with information of input sequences. We show several examples for confirming the proposed framework.
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Keyword(in English) Nonlinear / Chaos / Embedding theorem / Causality / Surrogate data
Paper # NLP99-154
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Conference Information
Committee NLP
Conference Date 2000/3/17(1days)
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Paper Information
Registration To Nonlinear Problems (NLP)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Embedding Theorem for Multivariable Input Systems and Causality Analyses
Sub Title (in English)
Keyword(1) Nonlinear
Keyword(2) Chaos
Keyword(3) Embedding theorem
Keyword(4) Causality
Keyword(5) Surrogate data
1st Author's Name Tohru Ikeguchi
1st Author's Affiliation Department of Applied Electronics, Science University of Tokyo()
Date 2000/3/17
Paper # NLP99-154
Volume (vol) vol.99
Number (no) 714
Page pp.pp.-
#Pages 8
Date of Issue