Abstract

We analyze by means of Granger causality the effect of synergy and redundancy in the inference (from time series data) of the information flow between subsystems of a complex network. Whilst fully conditioned Granger causality is not affected by synergy, the pairwise analysis fails to put in evidence synergetic effects. We show that maximization of the total Granger causality to a given target, over all the possible partitions of the set of driving variables, puts in evidence redundant multiplets of variables influencing the target, provided that an unnormalized definition of Granger causality is adopted. Along the same lines we also introduce a pairwise index of synergy (w.r.t. to information flow to a third variable) which is zero when two independent sources additively influence a common target; thus, this definition differs from previous definitions of synergy.

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