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Record W2105698611 · doi:10.5194/npg-21-929-2014

Estimating time delays for constructing dynamical networks

2014· article· en· W2105698611 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueNonlinear processes in geophysics · 2014
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsUniversity of Calgary
FundersAlberta Innovates
KeywordsEstimatorRandom walkLagComputer scienceStatistical physicsUpper and lower boundsMathematicsStatisticsPhysicsMathematical analysis

Abstract

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Abstract. Dynamical networks – networks inferred from multivariate time series – have been widely applied to climate data and beyond, resulting in new insights into the underlying dynamics. However, these inferred networks can suffer from biases that need to be accounted for to properly interpret the results. Here, we report on a previously unrecognized bias in the estimate of time delays between nodes in dynamical networks inferred from cross-correlations, a method often used. This bias results in the maximum correlation occurring disproportionately often at large time lags. This is of particular concern in dynamical networks where the large number of possible links necessitates finding the correct time lag in an automated way. We show that this bias can arise due to the similarity of the estimator to a random walk, and are able to map them to each other explicitly for some cases. For the random walk there is an analytical solution for the bias that is closely related to the famous Lévy arcsine distribution, which provides an upper bound in many other cases. Finally, we show that estimating the cross-correlation in frequency space effectively eliminates this bias. Reanalysing large lag links (from a climate network) with this method results in a distribution peaked near zero instead, as well as additional peaks at the originally assigned lag. Links that are reassigned smaller time lags tend to have a smaller distance between them, which indicates that the new time delays are physically reasonable.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.649
Threshold uncertainty score0.784

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.013
GPT teacher head0.219
Teacher spread0.206 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it