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Physical Review E
Given two time series, can one faithfully tell, in a rigorous and quantitative way, the cause and effect between them? Based on a recently rigorized physical notion namely information flow, we solve an inverse problem and give this important and challenging question, which is of interest in a wide variety of disciplines, a positive answer. Here causality is measured by the time rate of information flowing from one series to the other. The resulting formula is tight in form, involving only thedoi:10.1103/physreve.90.052150 pmid:25493782 fatcat:xobuxj6jxvbvfmt7pyakxnz7ji