Grouping time series by pairwise measures of redundancy

A novel approach is proposed to group redundant time series in the frame of causality. It assumes that (i) the dynamics of the system can be described using just a small number of characteristic modes, and that (ii) a pairwise measure of redundancy is sufficient to elicit the presence of correlated degrees of freedom. We show the application of the proposed approach on fMRI data from a resting human brain and gene expression profiles from HeLa cell culture.