Coupled nonlinear systems

EFFECT OF RARE SAMPLING ON ESTIMATION OF DIRECTIONAL COUPLINGS FROM TIME SERIES

The problem of detection and quantitative estimation of directional couplings (mutual influences) between systems from discrete records of their oscillations (time series) arises in different fields of research. This work shows that results of the traditional «Granger causality» approach depend essentially on a sampling interval (a time step). We have revealed the causes and character of the influence of a sampling interval on numerical values of coupling estimates.