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Unifying Pairwise Interactions in Complex Dynamics

01/28/2022
by   Oliver M. Cliff, et al.
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Scientists have developed hundreds of techniques to measure the interactions between pairs of processes in complex systems. But these computational methods – from correlation coefficients to causal inference – rely on distinct quantitative theories that remain largely disconnected. Here we introduce a library of 249 statistics for pairwise interactions and assess their behavior on 1053 multivariate time series from a wide range of real-world and model-generated systems. Our analysis highlights new commonalities between different mathematical formulations, providing a unified picture of a rich, interdisciplinary literature. We then show that leveraging many methods from across science can uncover those most suitable for addressing a given problem, yielding high accuracy and interpretable understanding. Our framework is provided in extendable open software, enabling comprehensive data-driven analysis by integrating decades of methodological advances.

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