论文标题
应对因果关系估计的约会错误
Coping with dating errors in causality estimation
论文作者
论文摘要
{我们考虑了估计时间序列的因果影响的问题，这可能会因时间变量（约会错误）而损坏的时间序列，这些过程在古气候，行星科学和天体物理学中是典型的。基于维纳尔（Wiener）的“因果关系” - 提出并研究了Granger因果关系，并研究了范式的模型系统类别，以揭示其正确指示单向耦合方向性的条件。有人认为，在{\ it先验}已知的方向性的情况下，因果关系允许表征约会误差和观察噪声。最后，我们将开发的方法应用于古气候数据，并量化了过去两千年中太阳能活动对热带大西洋气候动力学的影响。公元第一千年的太阳能影响更强。结果还表明，在同一时期的太阳代理时间序列中，约会误差约为20年。
{We consider the problem of estimating causal influences between observed processes from time series possibly corrupted by errors in the time variable (dating errors) which are typical in palaeoclimatology, planetary science and astrophysics. "Causality ratio" based on the Wiener -- Granger causality is proposed and studied for a paradigmatic class of model systems to reveal conditions under which it correctly indicates directionality of unidirectional coupling. It is argued that in case of {\it a priori} known directionality, the causality ratio allows a characterization of dating errors and observational noise. Finally, we apply the developed approach to palaeoclimatic data and quantify the influence of solar activity on tropical Atlantic climate dynamics over the last two millennia. A stronger solar influence in the first millennium A.D. is inferred. The results also suggest a dating error of about 20 years in the solar proxy time series over the same period.
