In this work we propose a general nonparametric test of causality for weakly dependent time series. More precisely, we study the problem of attribution, i.e., the proper comparison of the relative influence that two or more external dynamics trigger on a given system of interest. We illustrate the possible applications of the proposed methodology in very different fields like physiology and climate science.

• Received 16 February 2005

DOI:https://doi.org/10.1103/PhysRevE.72.026222