Empirical dynamic modeling for beginners
By Chun‐Wei Chang, Masayuki Ushio, C. Hsieh. Ecological research, 2017
210 citations recorded by the source corpus.
Natural systems are often complex and dynamic (i.e. nonlinear), making them difficult to understand using linear statistical approaches. Linear approaches are fundamentally based on correlation. Thus, they are ill-posed for dynamical systems, where correlation can occur without causation, and causation may also occur in the absence of correlation. “Mirage correlation” (i.e., the sign and magnitude of the correlation change with time) is a hallmark of nonlinear systems that results from state dependency. State dependency means that the relationships among interacting variables change with different states of the system. In recent decades, nonlinear methods that acknowledge state dependence have been developed. These nonlinear statistical methods are rooted in state space reconstruction, i.e. lagged coordinate embedding of time series data. These methods do not assume any set of equations governing the system but recover the dynamics from time series data, thus called empirical dynamic modeling (EDM). EDM bears a variety of utilities to investigating dynamical systems. Here, we provide a step-by-step tutorial for EDM applications with rEDM, a free software package written in the R language. Using model examples, we aim to guide users through several basic applications of EDM, including (1) determining the complexity (dimensionality) of a system, (2) distinguishing nonlinear dynamical systems from linear stochastic systems, and quantifying the nonlinearity (i.e. state dependence), (3) determining causal variables, (4) forecasting, (5) tracking the strength and sign of interaction, and (6) exploring the scenario of external perturbation. These methods and applications can be used to provide a mechanistic understanding of dynamical systems.
Subfields: Economics and Econometrics, Environmental Engineering, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/2335cbf899d4df0063eaef55c33df9ba6b6e425a
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In Global and Planetary Change
Citations in the corpus
- Core microbiomes for sustainable agroecosystems (2018, background): “The precision and applicability of these analyses, however, depend on the length and stochastic noise of particular time series as well as properties of the target system’s dynamics (for example, its dimensionality and nonlinearity) 78 .”