causal-decomposition-analysis

Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may underestimate the simultaneous and reciprocal nature of causal interactions observed in real-world phenomena. Here, we present a causal-decomposition approach that is not based on prediction, but based on the covariation of cause and effect: cause is that which put, the effect follows; and removed, the effect is removed. Using empirical mode decomposition, we show that causal interaction is encoded in instantaneous phase dependency at a specific time scale, and this phase dependency is diminished when the causal-related intrinsic component is removed from the effect. Furthermore, we demonstrate the generic applicability of our method to both stochastic and deterministic systems, and show the consistency of causal-decomposition method compared to existing methods, and finally uncover the key mode of causal interactions in both modelled and actual predator–prey systems.