Skip to main content

Advertisement

Log in

Inferring species interactions using Granger causality and convergent cross mapping

  • ORIGINAL PAPER
  • Published:
Theoretical Ecology Aims and scope Submit manuscript

Abstract

Identifying directed interactions between species from time series of their population densities has many uses in ecology. This key statistical task is equivalent to causal time series inference, which connects to the Granger causality (GC) concept: x causes y if x improves the prediction of y in a dynamic model. However, the entangled nature of nonlinear ecological systems has led to question the appropriateness of Granger causality, especially in its classical linear multivariate autoregressive (MAR) model form. Convergent cross mapping (CCM), a nonparametric method developed for deterministic dynamical systems, has been suggested as an alternative. Here, we show that linear GC and CCM are able to uncover interactions with surprisingly similar performance, for predator-prey cycles, 2-species deterministic (chaotic), or stochastic competition, as well as 10- and 20-species interaction networks. We found no correspondence between the degree of nonlinearity of the dynamics and which method performs best. Our results therefore imply that Granger causality, even in its linear MAR(p) formulation, is a valid method for inferring interactions in nonlinear ecological networks; using GC or CCM (or both) can instead be decided based on the aims and specifics of the analysis.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6

Similar content being viewed by others

References

  • Aalen OO (1987) Dynamic modelling and causality. Scand Actuar J 1987:177–190

    Google Scholar 

  • Aalen OO, Røysland K, Gran JM, Ledergerber B (2012) Causality, mediation and time: a dynamic viewpoint. J R Stat Soc Ser A (Stat Soc) 175:831–861

    Google Scholar 

  • Adler P, Ellner S, Levine J (2010) Coexistence of perennial plants: an embarrassment of niches. Ecol Lett 13:1019–1029

    PubMed  Google Scholar 

  • Adler P, Smull D, Beard K, Choi R, Furniss T, Kulmatiski A, Meiners J, Tredennick A, Veblen K (2018) Competition and coexistence in plant communities: intraspecific competition is stronger than interspecific competition. Ecol Lett 21:1319–1329

    PubMed  Google Scholar 

  • Amblard PO, Michel O (2013) The relation between G,ranger causality and directed information theory: a review. Entropy 15:113–143

    Google Scholar 

  • Barnett L, Barrett AB, Seth AK (2009) Granger causality and transfer entropy are equivalent for Gaussian variables. Phys Rev Lett 103:238701

    PubMed  Google Scholar 

  • Barnett L, Bossomaier T (2012) Transfer entropy as a log-likelihood ratio. Phys Rev Lett 109:138105

    PubMed  Google Scholar 

  • Barnett L, Seth AK (2014) The MVGC, multivariate Granger causality toolbox: A new approach to Granger-causal inference. J Neurosc Methods 223:50–68

    Google Scholar 

  • Barraquand F, Picoche C (2020) Code for Granger causality and CCM analyses. Zenodo, https://doi.org/10.5281/zenodo.3967591

  • Benjamini Y, Hochberg Y (1995) Controlling the false discovery rate: A practical and powerful approach to multiple testing. J R Stat Soc Ser B (Methodol) 57:289–300

    Google Scholar 

  • Berlow EL, Neutel AM, Cohen JE, De Ruiter PC, Ebenman B, Emmerson M, Fox JW, Jansen VA, Iwan Jones J, Kokkoris GD et al (2004) Interaction strengths in food webs: issues and opportunities. J Animal Ecol 73:585–598

  • Bjork JR, O’Hara RB, Ribes M, Coma R, Montoya JM (2017) The dynamic core microbiome: structure, stability and resistance. bioRxiv, pp 137885

  • Blanchet FG, Cazelles K, Gravel D (2020) Co-occurrence is not evidence of ecological interactions. Ecol Lett 23:1050–1063

    PubMed  Google Scholar 

  • Carr A, Diener C, Baliga NS, Gibbons SM (2019) Use and abuse of correlation analyses in microbial ecology. ISME J 13:2647–2655

    PubMed  PubMed Central  Google Scholar 

  • Cazelles K, Araújo MB, Mouquet N, Gravel D (2016) A theory for species co-occurrence in interaction networks. Theor Ecol 9:39–48

    Google Scholar 

  • Certain G, Barraquand F, Gårdmark A (2018) How do MAR(1) models cope with hidden nonlinearities in ecological dynamics? Methods Ecol Evol 9:1975–1995

  • Charbonnier C, Chiquet J, Ambroise C (2010) Weighted-lasso for structured network inference from time course data. Stat Appl Genet Mol Biol:9

  • Chen Y, Bressler SL, Ding M (2006) Frequency decomposition of conditional Granger causality and application to multivariate neural field potential data. J Neurosci Methods 150:228–37

  • Chiquet J, Smith A, Grasseau G, Matias C, Ambroise C (2008) Simone: statistical inference for modular networks. Bioinformatics 25:417–418

    PubMed  Google Scholar 

  • Chiquet J, Mariadassou M, Robin S et al (2018) Variational inference for probabilistic poisson PCA. Ann Appl Stat 12:2674–2698

  • Cobey S, Baskerville EB (2016) Limits to causal inference with state-space reconstruction for infectious disease. PloS one 11:e0169050

    PubMed  PubMed Central  Google Scholar 

  • Coenen AR, Weitz JS (2018) Limitations of correlation-based inference in complex virus-microbe communities. mSystems:3

  • Commenges D, Gégout-Petit A (2009) A general dynamical statistical model with causal interpretation. J R Stat Soc Ser B (Stat Methodol) 71:719–736

    Google Scholar 

  • Coyte KZ, Schluter J, Foster KR (2015) The ecology of the microbiome: networks, competition, and stability. Science 350:663–666

    PubMed  CAS  Google Scholar 

  • Daudin JJ, Picard F, Robin S (2008) A mixture model for random graphs. Stat Comput 18:173–183

    Google Scholar 

  • Dennis B, Desharnais RA, Cushing JM, Henson SM, Costantino RF (2001) Estimating chaos and complex dynamics in an insect population. Ecol Monograph 71:277–303

    Google Scholar 

  • Detto M, Molini A, Katul G, Stoy P, Palmroth S, Baldocchi D (2012) Causality and persistence in ecological systems: a nonparametric spectral Granger causality approach. Amer Natur 179:524– 535

    Google Scholar 

  • Deyle E, Maher MC, Hernandez RD, Basu S, Sugihara G (2016a) Global environmental drivers of influenza. Proc Natl Acad Sci 113:13081–13086

    PubMed  CAS  Google Scholar 

  • Deyle E, May R, Munch SB, Sugihara G (2016b) Tracking and forecasting ecosystem interactions in real time. Proc R Soc B Biol Sci 283:20152258

    Google Scholar 

  • Ding M, Chen Y, Bressler S (2006) Granger causality: basic theory and application to neuroscience. Handbook of time series analysis, pp. 437–460

  • Dormann CF, Bobrowski M, Dehling DM, Harris DJ, Hartig F, Lischke H, Moretti MD, Pagel J, Pinkert S, Schleuning M et al (2018) Biotic interactions in species distribution modelling: 10 questions to guide interpretation and avoid false conclusions. Glob Ecol Biogeogr 27:1004–1016

  • Eichler M (2013) Causal inference with multiple time series: principles and problems. Philosophical Transactions of the Royal Society of London A: Mathematical. Phys Eng Sci 371:20110613

    Google Scholar 

  • Ellner S, Turchin P (2005) When can noise induce chaos and why does it matter: a critique. Oikos 111:620–631

    Google Scholar 

  • Geweke J (1982) Measurement of linear dependence and feedback between multiple time series. J Am Stat Assoc 77:304–313

    Google Scholar 

  • Geweke JF (1984) Measures of conditional linear dependence and feedback between time series. J Am Stat Assoc 79:907–915

    Google Scholar 

  • Gibbons SM, Kearney SM, Smillie CS, Alm EJ (2017) Two dynamic regimes in the human gut microbiome. PLoS Comput Biol 13:e1005364

    PubMed  PubMed Central  Google Scholar 

  • Granger C (1969) Investigating causal relations by econometric models and cross-spectral methods. Econometrica 37:424–438

    Google Scholar 

  • Grziwotz F, Strauß JF, Hsieh Ch, Telschow A (2018) Empirical dynamic modelling identifies different responses of Aedes Polynesiensis subpopulations to natural environmental variables. Sci Rep 8:16768

    PubMed  PubMed Central  Google Scholar 

  • Hampton SE, Holmes EE, Scheef LP, Scheuerell MD, Katz SL, Pendleton DE, Ward EJ (2013) Quantifying effects of abiotic and biotic drivers on community dynamics with multivariate autoregressive (MAR) models. Ecology 94:2663–2669

  • Hannisdal B, Haaga KA, Reitan T, Diego D, Liow LH (2017) Common species link global ecosystems to climate change: dynamical evidence in the planktonic fossil record. Proc R Soc B Biol Sci 284:20170722

    Google Scholar 

  • Hannisdal B, Liow LH (2018) Causality from palaeontological time series. Palaeontology 61:495–509

    Google Scholar 

  • Harford WJ, Karnauskas M, Walter JF, Liu H (2017) Non-parametric modeling reveals environmental effects on bluefin tuna recruitment in Atlantic, Pacific, and Southern Oceans. Fisher Oceanogr 26:396–412

    Google Scholar 

  • Ives AR (1995) Predicting the response of populations to environmental change. Ecol 76:926–941

    Google Scholar 

  • Ives A, Dennis B, Cottingham K, Carpenter S (2003) Estimating community stability and ecological interactions from time-series data. Ecol Monogr 73:301–330

  • Jiang L, Shao N (2003) Autocorrelated exogenous factors and the detection of delayed density dependence. Ecology 84:2208–2213

    Google Scholar 

  • Jonzén N, Lundberg P, Ranta E, Kaitala V (2002) The irreducible uncertainty of the demography–environment interaction in ecology. Proc R Soc Lond Ser B: Biol Sci 269:221–225

    Google Scholar 

  • Jost C, Ellner SP (2000) Testing for predator dependence in predator-prey dynamics: a non-parametric approach. Proc R Soc Lond B Biol Sci 267:1611–1620

    CAS  Google Scholar 

  • Krakovská A, Jakubík J, Chvosteková M, Coufal D, Jajcay N, Paluš M (2018) Comparison of six methods for the detection of causality in a bivariate time series. Phys Rev E 97:042207

    PubMed  Google Scholar 

  • Langendorf RE, Doak DF (2019) Can community structure causally determine dynamics of constituent species? A test using a host-parasite community. The American Naturalist 194:E66–E80

    PubMed  Google Scholar 

  • Lindén A, Fowler MS, Jonzén N (2013) Mischaracterising density dependence biases estimated effects of coloured covariates on population dynamics. Popul Ecol 55:183–192

    Google Scholar 

  • Link JS (2002) What does ecosystem-based fisheries management mean. Fisheries 27:18–21

    Google Scholar 

  • Loreau M, de Mazancourt C (2008) Species synchrony and its drivers: neutral and nonneutral community dynamics in fluctuating environments. Amer Natur 172:E48–E66

    Google Scholar 

  • Lütkepohl H (2005) New Introduction to Multiple Time Series Analysis. Springer

  • Mainali K, Bewick S, Vecchio-Pagan B, Karig D, Fagan WF (2019) Detecting interaction networks in the human microbiome with conditional Granger causality. PLoS Comput Biol 15:e1007037

    PubMed  PubMed Central  CAS  Google Scholar 

  • Marinazzo D, Pellicoro M, Stramaglia S (2008) Kernel-Granger causality and the analysis of dynamical networks. Phys Rev E 77:1–9

  • May R (1973) Stability and complexity in model ecosystems. Princeton University Press, Princeton

  • Mayr E (1961) Cause and effect in biology. Science 134:1501–1506

    PubMed  CAS  Google Scholar 

  • Michailidis G, D’alché Buc F (2013) Autoregressive models for gene regulatory network inference: sparsity, stability and causality issues. Math Biosci 246:326–334

    PubMed  Google Scholar 

  • Mønster D, Fusaroli R, Tylén K, Roepstorff A, Sherson JF (2017) Causal inference from noisy time-series data—testing the convergent cross-mapping algorithm in the presence of noise and external influence. Futur Gener Comput Syst 73:52–62

    Google Scholar 

  • Mukhopadhyay ND, Chatterjee S (2006) Causality and pathway search in microarray time series experiment. Bioinformatics 23:442–449

    PubMed  Google Scholar 

  • Mutshinda CM, O’Hara RB, Woiwod IP (2009) What drives community dynamics?. Proc R Soc B: Biol Sci 276:2923–2929

    Google Scholar 

  • Mutshinda CM, O’Hara RB, Woiwod IP (2011) A multispecies perspective on ecological impacts of climatic forcing. J Anim Ecol 80:101–107

    PubMed  Google Scholar 

  • Nicholson W, Matteson D, Bien J (2017) BigVar: Tools for modeling sparse high-dimensional multivariate time series. arXiv:1702.07094

  • North BV, Curtis D, Sham PC (2002) A note on the calculation of empirical p values from Monte Carlo procedures. Amer J Human Gen 71:439–441

    CAS  Google Scholar 

  • Ovaskainen O, Tikhonov G, Norberg A, Guillaume Blanchet F, Duan L, Dunson D, Roslin T, Abrego N (2017) How to make more out of community data? A conceptual framework and its implementation as models and software. Ecol Lett 20:561–576

    PubMed  Google Scholar 

  • Paluš M (2008) From nonlinearity to causality: statistical testing and inference of physical mechanisms underlying complex dynamics. ContempPhys 48:307–348

  • Papana A, Kyrtsou C, Kugiumtzis D, Diks C (2013) Simulation study of direct causality measures in multivariate time series. Entropy 15:2635–2661

    Google Scholar 

  • Pearl J (2009) Causal inference in statistics: an overview. Stat Surv 3:96–146

    Google Scholar 

  • Pfaff B (2008) VAR, SVAR and SVEC Models: implementation within R package vars. J Stat Softw:27

  • Pikitch E, Santora E, Babcock A, Bakun A, Bonfil R, Conover D, Dayton P, Doukakis P, Fluharty D, Heheman B et al (2004) Ecosystem-based fishery management. Science 305:346–347

  • Runge J (2014) Detecting and quantifying causality from time series of complex systems. Ph.D thesis, Humboldt-Universitätzu, Berlin. Mathematisch-Naturwissenschaftliche Fakultät

  • Runge J (2018) Causal network reconstruction from time series: f theoretical assumptions to practical estimation. Chaos: Interdiscip J Nonlinear Sci 28:075310

    CAS  Google Scholar 

  • Runge J, Bathiany S, Bollt E, Camps-Valls G, Coumou D, Deyle E, Glymour C, Kretschmer M, Mahecha MD, Muñoz-marí J et al (2019a) Inferring causation from time series in earth system sciences. Nat Commun 10:2553

    PubMed  PubMed Central  Google Scholar 

  • Runge J, Nowack P, Kretschmer M, Flaxman S, Sejdinovic D (2019b) Detecting and quantifying causal associations in large nonlinear time series datasets. Sci Adv 5:eaau4996

  • Schreiber T (2000) Measuring information transfer. Phys Rev Lett 85:461

    PubMed  CAS  Google Scholar 

  • Schreiber T, Schmitz A (2000) Surrogate time series. Physica D: Nonlinear Phenom 142:346–382

  • Schweder T (1970) Composable Markov processes. J Appl Probab 7:400–410

    Google Scholar 

  • Sims C (1980) Macroeconomics and reality. Econometrica 48:1–48

    Google Scholar 

  • Stone L, Roberts A (1991) Conditions for a species to gain advantage from the presence of competitors. Ecology 72:1964–1972

    Google Scholar 

  • Sugihara G, May RM (1990) Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series. Nature 344:734

    PubMed  CAS  Google Scholar 

  • Sugihara G, May R, Ye H, Hsieh Ch, Deyle E, Fogarty M, Munch S (2012) Detecting causality in complex ecosystems. Science 338:496–500

    PubMed  CAS  Google Scholar 

  • Tibshirani R, Wainwright M, Hastie T (2015) Statistical learning with sparsity: the Lasso and generalizations. Chapman and Hall/CRC

  • Veilleux BG (1979) An analysis of the predatory interaction between Paramecium and Didinium. J Anim Ecol 48:787–803

  • Warton DI, Blanchet FG, O’Hara RB, Ovaskainen O, Taskinen S, Walker SC, Hui FK (2015) So many variables: joint modeling in community ecology. Trends Ecol Evol 30:766–779

    PubMed  Google Scholar 

  • Wootton J, Emmerson M (2005) Measurement of interaction strength in nature. Annual Review of Ecology. Evol Syst 36:419–444

  • Yang G, Wang L, Wang X (2017) Reconstruction of complex directional networks with group lasso nonlinear conditional Granger causality. Sci Rep 7:2991

    PubMed  PubMed Central  Google Scholar 

  • Ye H, Deyle E, Gilarranz LJ, Sugihara G (2015) Distinguishing time-delayed causal interactions using convergent cross mapping. Scientific Reports 5

  • Ye H, Sugihara G (2016) Information leverage in interconnected ecosystems: overcoming, the curse of dimensionality. Science 353:922–925

    PubMed  CAS  Google Scholar 

  • Ye H, Clark A, Deyle E, Munch S, Cai J, Cowles J, Daon Y, Edwards A, Keyes O, Stagge J, Ushio M, White E, Sugihara G (2018) rEDM: applications of empirical dynamic modeling from time series. R package version 0.7.1

  • Yodzis P (1998) Local trophodynamics and the interaction of marine mammals and fisheries in the Benguela ecosystem. J Anim Ecol 67:635–658

    Google Scholar 

  • Zeileis A, Hothorn T (2002) Diagnostic checking in regression relationships. R News 2:7–10

    Google Scholar 

Download references

Acknowledgments

FB thank Julien Chiquet and Camille Charbonnier for advice on the structured LASSO and Grégoire Certain for discussions on MAR modelling. FB and CP were supported by the French ANR through LabEx COTE (ANR-10-LABX-45). We thank Ethan Deyle, Adam Clark and Hao Ye for feedback, notably regarding surrogate time series testing for CCM. Constructive referee suggestions improved the manuscript, notably the figures.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Frédéric Barraquand.

Additional information

Publisher’s Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Author contributions

All authors contributed to the project design. FB and CP constructed the case studies, wrote the computer code, and analyzed the real and simulated data. All authors contributed to the interpretation of the results. FB wrote a first draft of the manuscript, which was then edited by all authors.

Data availability

Codes for the analyses presented in this paper are available at https://github.com/fbarraquand/GCausality and are published at Zenodo with DOI https://doi.org/10.5281/zenodo.3967591 (Barraquand and Picoche, 2020).

Electronic supplementary material

Below is the link to the electronic supplementary material.

(PDF 1.00 MB)

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Barraquand, F., Picoche, C., Detto, M. et al. Inferring species interactions using Granger causality and convergent cross mapping. Theor Ecol 14, 87–105 (2021). https://doi.org/10.1007/s12080-020-00482-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s12080-020-00482-7

Keywords

Navigation