Search results for "Grange"
showing 10 items of 164 documents
Information Dynamics Analysis: A new approach based on Sparse Identification of Linear Parametric Models*
2020
The framework of information dynamics allows to quantify different aspects of the statistical structure of multivariate processes reflecting the temporal dynamics of a complex network. The information transfer from one process to another can be quantified through Transfer Entropy, and under the assumption of joint Gaussian variables it is strictly related to the concept of Granger Causality (GC). According to the most recent developments in the field, the computation of GC entails representing the processes through a Vector Autoregressive (VAR) model and a state space (SS) model typically identified by means of the Ordinary Least Squares (OLS). In this work, we propose a new identification …
Decomposing the transfer entropy to quantify lag-specific Granger causality in cardiovascular variability.
2013
We present a modification of the well known transfer entropy (TE) which makes it able to detect, besides the direction and strength of the information transfer between coupled processes, its exact timing. The approach follows a decomposition strategy which identifies--according to a lag-specific formulation of the concept of Granger causality--the set of time delays carrying significant information, and then assigns to each of these delays an amount of information transfer such that the total contribution yields the overall TE. We propose also a procedure for the practical estimation from time series data of the relevant delays and lag-specific TE in both bivariate and multivariate settings…
Algorithms for the inference of causality in dynamic processes: Application to cardiovascular and cerebrovascular variability
2015
This study faces the problem of causal inference in multivariate dynamic processes, with specific regard to the detection of instantaneous and time-lagged directed interactions. We point out the limitations of the traditional Granger causality analysis, showing that it leads to false detection of causality when instantaneous and time-lagged effects coexist in the process structure. Then, we propose an improved algorithm for causal inference that combines the Granger framework with the approach proposed by Pearl for the study of causality among multiple random variables. This new approach is compared with the traditional one in theoretical and simulated examples of interacting processes, sho…
Non-uniform multivariate embedding to assess the information transfer in cardiovascular and cardiorespiratory variability series
2012
The complexity of the short-term cardiovascular control prompts for the introduction of multivariate (MV) nonlinear time series analysis methods to assess directional interactions reflecting the underlying regulatory mechanisms. This study introduces a new approach for the detection of nonlinear Granger causality in MV time series, based on embedding the series by a sequential, non-uniform procedure, and on estimating the information flow from one series to another by means of the corrected conditional entropy. The approach is validated on short realizations of linear stochastic and nonlinear deterministic processes, and then evaluated on heart period, systolic arterial pressure and respira…
Measuring frequency domain granger causality for multiple blocks of interacting time series
2011
In the past years, several frequency-domain causality measures based on vector autoregressive time series modeling have been suggested to assess directional connectivity in neural systems. The most followed approaches are based on representing the considered set of multiple time series as a realization of two or three vector-valued processes, yielding the so-called Geweke linear feedback measures, or as a realization of multiple scalar-valued processes, yielding popular measures like the directed coherence (DC) and the partial DC (PDC). In the present study, these two approaches are unified and generalized by proposing novel frequency-domain causality measures which extend the existing meas…
Extended causal modeling to assess Partial Directed Coherence in multiple time series with significant instantaneous interactions.
2010
The Partial Directed Coherence (PDC) and its generalized formulation (gPDC) are popular tools for investigating, in the frequency domain, the concept of Granger causality among multivariate (MV) time series. PDC and gPDC are formalized in terms of the coefficients of an MV autoregressive (MVAR) model which describes only the lagged effects among the time series and forsakes instantaneous effects. However, instantaneous effects are known to affect linear parametric modeling, and are likely to occur in experimental time series. In this study, we investigate the impact on the assessment of frequency domain causality of excluding instantaneous effects from the model underlying PDC evaluation. M…
Testing different methodologies for Granger causality estimation: A simulation study
2021
Granger causality (GC) is a method for determining whether and how two time series exert causal influences one over the other. As it is easy to implement through vector autoregressive (VAR) models and can be generalized to the multivariate case, GC has spread in many different areas of research such as neuroscience and network physiology. In its basic formulation, the computation of GC involves two different regressions, taking respectively into account the whole past history of the investigated multivariate time series (full model) and the past of all time series except the putatively causal time series (restricted model). However, the restricted model cannot be represented through a finit…
Astronomiskās un dabas parādības aizvēsturē Ziemeļeiropā: atspoguļojums vēstures avotos un arheoloģiskajā materiālā
2021
Cilvēka dzīve aizvēsturē bija ļoti cieši saista ar dabu. Līdz ar pāreju uz ražotājsaimniecību vēlā akmens laikmeta beigās, bet īpaši sākot ar bronzas laikmetu, izveidojās ideoloģija, kurā centrālo vietu ieņēma Saule un ar to saistīto gadskārtu cikli. Solārā un lunārā simbolika plaši pārstāvēta Ziemeļeiropas, arī Latvijas arheoloģiskajā materiālā. Dabas un astronomiskās parādības minētas arī pirmajos rakstītajos avotos, bet to sekas – īpaši dabas katastrofu sekas, fiksējamas arī arheoloģiskajā materiālā.
Fingerprints of heavy scales in electroweak effective Lagrangians
2017
The couplings of the electroweak effective theory contain information on the heavy-mass scales which are no-longer present in the low-energy Lagrangian. We build a general effective Lagrangian, implementing the electroweak chiral symmetry breaking $SU(2)_L\otimes SU(2)_R\to SU(2)_{L+R}$, which couples the known particle fields to heavier states with bosonic quantum numbers $J^P=0^\pm$ and $1^\pm$. We consider colour-singlet heavy fields that are in singlet or triplet representations of the electroweak group. Integrating out these heavy scales, we analyze the pattern of low-energy couplings among the light fields which are generated by the massive states. We adopt a generic non-linear realiz…
Global analysis of fragmentation functions for eta mesons
2011
Fragmentation functions for eta mesons are extracted at next-to-leading order accuracy of QCD in a global analysis of data taken in electron-positron annihilation and proton-proton scattering experiments. The obtained parametrization is in good agreement with all data sets analyzed and can be utilized, for instance, in future studies of double-spin asymmetries for single-inclusive eta production. The Lagrange multiplier technique is used to estimate the uncertainties of the fragmentation functions and to assess the role of the different data sets in constraining them.