Search results for "Predictability"

Assessment of Granger causality by nonlinear model identification: application to short-term cardiovascular variability.

2007

A method for assessing Granger causal relationships in bivariate time series, based on nonlinear autoregressive (NAR) and nonlinear autoregressive exogenous (NARX) models is presented. The method evaluates bilateral interactions between two time series by quantifying the predictability improvement (PI) of the output time series when the dynamics associated with the input time series are included, i.e., moving from NAR to NARX prediction. The NARX model identification was performed by the optimal parameter search (OPS) algorithm, and its results were compared to the least-squares method to determine the most appropriate method to be used for experimental data. The statistical significance of…

Mutual nonlinear prediction of cardiovascular variability series: Comparison between exogenous and autoregressive exogenous models

2007

A model-based approach to perform mutual nonlinear prediction of short cardiovascular variability series is presented. The approach is based on identifying exogenous (X) and autoregressive exogenous (ARX) models by K-nearest neighbors local linear approximation, and estimates the predictability of a series given the other as the squared correlation between original and predicted values of the series. The method was first tested on simulations reproducing different types of interaction between non-identical Henon maps, and then applied to heart rate (HR) and blood pressure (BP) variability series measured in healthy subjects at rest and after head-up tilt. Simulations showed that different c…

Bivariate nonlinear prediction to quantify the strength of complex dynamical interactions in short-term cardiovascular variability.

2005

A nonlinear prediction method for investigating the dynamic interdependence between short length time series is presented. The method is a generalization to bivariate prediction of the univariate approach based on nearest neighbor local linear approximation. Given the input and output series x and y, the relationship between a pattern of samples of x and a synchronous sample of y was approximated with a linear polynomial whose coefficients were estimated from an equation system including the nearest neighbor patterns in x and the corresponding samples in y. To avoid overfitting and waste of data, the training and testing stages of the prediction were designed through a specific out-of-sampl…

Predictability, chaos and coordination in bird vigilant behaviour

1999

Dynamics and Predictability of a Heavy Dry-Season Precipitation Event over West Africa—Sensitivity Experiments with a Global Model

2009

Abstract In January 2002 the Cape Verde region in tropical West Africa was hit by an exceptionally heavy precipitation event. Rain rates of up to 116 mm (48 h)−1 caused harmful impacts on the local population. The rainfall was triggered by a series of two upper-level disturbances penetrating from the extratropics to the West African coast. This study investigates the dynamics and predictability of this event on the basis of simulations with the global model Global Model Europe (GME) of the German Weather Service [i.e., Deutscher Wetterdienst (DWD)] initialized by the European Centre for Medium-Range Weather Forecasts (ECMWF) analysis data. Free forecasts satisfactorily reproduce the upper-l…

Linear and nonlinear parametric model identification to assess granger causality in short-term cardiovascular interactions

2008

We assessed directional relationships between short RR interval and systolic arterial pressure (SAP) variability series according to the concept of Granger causality. Causality was quantified as the predictability improvement (PI) of a time series obtained when samples of the other series were used for prediction, i.e. moving from autoregressive (AR) to AR exogenous (ARX) prediction. AR and ARX predictions were performed both by linear and nonlinear parametric models. The PIs of RR given SAP and of SAP given RR, measuring baroreflex and mechanical couplings, were calculated in 15 healthy subjects in the resting supine and upright tilt positions. Using nonlinear models we found a bilateral i…

Sequential analyses in coercive mother-child interaction: the predictability hypothesis in abusive versus nonabusive dyads.

1999

Abstract Objective: A two-fold purpose guided the present study: 1) To test the sequential relationship between the child’s aversive behavior and both the predictability and the compliance episodes, as well as the sequential relationship between these two mothering episodes proposed by the new predictability hypothesis (Wahler, Williams, & Cerezo, 1990) ; 2) to explore whether or not these patterns are specific to these dysfunctional dyads by using a nonabusive comparison group. Method: Fifty mother-child dyads, 25 abusive and 25 nonabusive, participated in this study. Lag sequential analyses were carried out on 302 hours of direct observation, 178 hours in the abusive group, and 124 in the…

Entropic Profiles, Maximal Motifs and the Discovery of Significant Repetitions in Genomic Sequences

2014

The degree of predictability of a sequence can be measured by its entropy and it is closely related to its repetitiveness and compressibility. Entropic profiles are useful tools to study the under- and over-representation of subsequences, providing also information about the scale of each conserved DNA region. On the other hand, compact classes of repetitive motifs, such as maximal motifs, have been proved to be useful for the identification of significant repetitions and for the compression of biological sequences. In this paper we show that there is a relationship between entropic profiles and maximal motifs, and in particular we prove that the former are a subset of the latter. As a furt…

Lists of Spanish sentences with equivalent predictability, phonetic content, length, and frequency of the last word.

2010

This paper presents a pool of Spanish sentences designed for use in cognitive research and speech processing in circumstances in which the effects of context are relevant. These lists of sentences are divided into six lists of 25 equivalent high-predictability sentences and six lists of 25 low-predictability sentences according to the extent to which the last word can be predicted by the preceding context. These lists were also equivalent in phonetic content, length and frequency of the last word. These lists are intended for use in psycholinguistic research with Spanish-speaking listeners.

Information-based detection of nonlinear Granger causality in multivariate processes via a nonuniform embedding technique

2010

We present an approach, framed in information theory, to assess nonlinear causality between the subsystems of a whole stochastic or deterministic dynamical system. The approach follows a sequential procedure for nonuniform embedding of multivariate time series, whereby embedding vectors are built progressively on the basis of a minimization criterion applied to the entropy of the present state of the system conditioned to its past states. A corrected conditional entropy estimator compensating for the biasing effect of single points in the quantized hyperspace is used to guarantee the existence of a minimum entropy rate at which to terminate the procedure. The causal coupling is detected acc…