Improved CCM for variable causality detection in complex systems

摘要

Convergent cross-mapping (CCM), has been largely implemented for variable causality detection in complex systems like chemical process. However, this method is susceptible to problems regarding parameter selection and threshold determination. The synchronization phenomenon and the Moran effect, which are two interference terms in causality detection, must also be addressed. Therefore, an improved CCM is proposed to overcome these limitations in this paper. In the improved CCM, the optimal embedding dimension is selected based on the pseudo-nearest-neighbor theory. Also, Monte Carlo simulation is adopted to evaluate the convergence threshold. Next, by using the defined time delay detection function, the synchronization phenomenon and the Moran effect are identified to reduce the interference terms and further improve the accuracy. Finally, the improved CCM method is applied in a numerical example and a hydrocracking process to demonstrate its feasibility and superior performance than other methods.