Detecting functional relationships between simultaneous time series - art.no. 026221

We describe a method to characterize the predictability and functionality b etween two simultaneously generated time series. This nonlinear method requ ires minimal assumptions and can be applied to data measured either from co upled systems or from different positions on a spatially extended system. T his analysis generates a function statistic, Theta (c)o, that quantifies th e level of predictability between two time series. We illustrate the utilit y of this procedure by presenting results from a computer simulation and tw o experimental systems.