@Article{RamosBuPoGoMaKuMa:2017:ReMeCo,
author = "Ramos, Ant{\^o}nio M{\'a}rio de Torres and Builes-Jaramillo,
Alejandro and Poveda, Germ{\'a}n and Goswami, Bedartha and Macau,
Elbert Einstein Nehrer and Kurths, J{\"u}rgen and Marwan,
Norbert",
affiliation = "{Instituto Nacional de Pesquisas Espaciais (INPE)} and
{Universidad Nacional de Colombia} and {Universidad Nacional de
Colombia} and {Potsdam Institute for Climate Impact Research} and
{Instituto Nacional de Pesquisas Espaciais (INPE)} and {Potsdam
Institute for Climate Impact Research} and {Potsdam Institute for
Climate Impact Research}",
title = "Recurrence measure of conditional dependence and applications",
journal = "Physical Review E",
year = "2017",
volume = "95",
number = "5",
pages = "052206",
note = "{Setores de Atividade: Pesquisa e desenvolvimento
cient{\'{\i}}fico.}",
keywords = "Din{\^a}mica N{\~a}o Linear, An{\'a}lise de s{\'e}ries
temporais, Causalidade, Determina{\c{c}}{\~a}o de
Intera{\c{c}}{\~o}es, Gr{\'a}fico de Recorr{\^e}ncia.",
abstract = "Identifying causal relations from observational data sets has
posed great challenges in data-driven causality inference studies.
One of the successful approaches to detect direct coupling in the
information theory framework is transfer entropy. However, the
core of entropy-based tools lies on the probability estimation of
the underlying variables. Herewe propose a data-driven approach
for causality inference that incorporates recurrence plot features
into the framework of information theory. We define it as the
recurrence measure of conditional dependence (RMCD), and we
present some applications. The RMCD quantifies the causal
dependence between two processes based on joint recurrence
patterns between the past of the possible driver and present of
the potentially driven, excepting the contribution of the
contemporaneous past of the driven variable. Finally, it can
unveil the time scale of the influence of the sea-surface
temperature of the Pacific Ocean on the precipitation in the
Amazonia during recent major droughts.",
doi = "10.1103/physreve.95.052206",
url = "http://dx.doi.org/10.1103/physreve.95.052206",
issn = "1539-3755",
label = "lattes: 0793627832164040 5 RamosBuPoGoMaKuMa:2017:ReMeCo",
language = "en",
targetfile = "ramos_recurrence.pdf",
urlaccessdate = "25 abr. 2024"
}