Search results for "Multivariate autoregressive model"

Categorizing the Role of Respiration in Cardiovascular and Cerebrovascular Variability Interactions

2022

Objective: Respiration disturbs cardiovascular and cerebrovascular controls but its role is not fully elucidated. Methods: Respiration can be classified as a confounder if its observation reduces the strength of the causal relationship from source to target. Respiration is a suppressor if the opposite situation holds. We prove that a confounding/suppression (C/S) test can be accomplished by evaluating the sign of net redundancy/synergy balance in the predictability framework based on multivariate autoregressive modelling. In addition, we suggest that, under the hypothesis of Gaussian processes, the C/S test can be given in the transfer entropy decomposition framework as well. Experimental p…

A Novel Approach to Propagation Pattern Analysis in Intracardiac Atrial Fibrillation Signals

2010

The purpose of this study is to investigate propagation patterns in intracardiac signals recorded during atrial fibrillation (AF) using an approach based on partial directed coherence (PDC), which evaluates directional coupling between multiple signals in the frequency domain. The PDC is evaluated at the dominant frequency of AF signals and tested for significance using a surrogate data procedure specifically designed to assess causality. For significantly coupled sites, the approach allows also to estimate the delay in propagation. The methods potential is illustrated with two simulation scenarios based on a detailed ionic model of the human atrial myocyte as well as with real data recordi…

A framework for assessing frequency domain causality in physiological time series with instantaneous effects.

2013

We present an approach for the quantification of directional relations in multiple time series exhibiting significant zero-lag interactions. To overcome the limitations of the traditional multivariate autoregressive (MVAR) modelling of multiple series, we introduce an extended MVAR (eMVAR) framework allowing either exclusive consideration of time-lagged effects according to the classic notion of Granger causality, or consideration of combined instantaneous and lagged effects according to an extended causality definition. The spectral representation of the eMVAR model is exploited to derive novel frequency domain causality measures that generalize to the case of instantaneous effects the kno…

Multivariate autoregressive model with instantaneous effects to improve brain connectivity estimation

2009

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…