Direction of Coupling from Phases of Interacting Oscillators: A Permutation Information Approach

We introduce a directionality index for a time series based on a comparison of neighboring values. It can distinguish unidirectional from bidirectional coupling, as well as reveal and quantify asymmetry in bidirectional coupling. It is tested on a numerical model of coupled van der Pol oscillators, and applied to cardiorespiratory data from healthy subjects. There is no need for preprocessing and fine-tuning the parameters, which makes the method very simple, computationally fast and robust.