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Data Analysis & Modelling

Mamen Romano

Detection and Quantification of Directional Coupling Using Recurrences

Abstract:
A new index for the detection and quantification of directional 
coupling in complex systems is proposed. This index is applied to weakly 
as well as strongly coupled systems. This method is based on the recurrence 
properties of the coupled systems. We investigate the sensitivity of the 
technique in various numerical experiments and the influence of 
observational noise.

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