Search results for "Time serie"
showing 10 items of 261 documents
Global, regional, and national burden of mortality associated with non-optimal ambient temperatures from 2000 to 2019: a three-stage modelling study
2021
Background: Exposure to cold or hot temperatures is associated with premature deaths. We aimed to evaluate the global, regional, and national mortality burden associated with non-optimal ambient temperatures. Methods: In this modelling study, we collected time-series data on mortality and ambient temperatures from 750 locations in 43 countries and five meta-predictors at a grid size of 0·5° × 0·5° across the globe. A three-stage analysis strategy was used. First, the temperature–mortality association was fitted for each location by use of a time-series regression. Second, a multivariate meta-regression model was built between location-specific estimates and meta-predictors. Finally, the gri…
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…
Stochastic Nonlinear Time Series Forecasting Using Time-Delay Reservoir Computers: Performance and Universality
2014
International audience; Reservoir computing is a recently introduced machine learning paradigm that has already shown excellent performances in the processing of empirical data. We study a particular kind of reservoir computers called time-delay reservoirs that are constructed out of the sampling of the solution of a time-delay diFFerential equation and show their good performance in the forecasting of the conditional covariances associated to multivariate discrete-time nonlinear stochastic processes of VEC-GARCH type as well as in the prediction of factual daily market realized volatilities computed with intraday quotes, using as training input daily log-return series of moderate size. We …
Information decomposition in the frequency domain: a new framework to study cardiovascular and cardiorespiratory oscillations
2021
While cross-spectral and information-theoretic approaches are widely used for the multivariate analysis of physiological time series, their combined utilization is far less developed in the literature. This study introduces a framework for the spectral decomposition of multivariate information measures, which provides frequency-specific quantifications of the information shared between a target and two source time series and of its expansion into amounts related to how the sources contribute to the target dynamics with unique, redundant and synergistic information. The framework is illustrated in simulations of linearly interacting stochastic processes, showing how it allows us to retrieve …
Locally optimal invariant detector for testing equality of two power spectral densities
2018
This work addresses the problem of determining whether two multivariate random time series have the same power spectral density (PSD), which has applications, for instance, in physical-layer security and cognitive radio. Remarkably, existing detectors for this problem do not usually provide any kind of optimality. Thus, we study here the existence under the Gaussian assumption of optimal invariant detectors for this problem, proving that the uniformly most powerful invariant test (UMPIT) does not exist. Thus, focusing on close hypotheses, we show that the locally most powerful invariant test (LMPIT) only exists for univariate time series. In the multivariate case, we prove that the LMPIT do…
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…
Multivariate correlation measures reveal structure and strength of brain–body physiological networks at rest and during mental stress
2021
In this work, we extend to the multivariate case the classical correlation analysis used in the field of network physiology to probe dynamic interactions between organ systems in the human body. To this end, we define different correlation-based measures of the multivariate interaction (MI) within and between the brain and body subnetworks of the human physiological network, represented, respectively, by the time series of delta, theta, alpha, and beta electroencephalographic (EEG) wave amplitudes, and of heart rate, respiration amplitude, and pulse arrival time (PAT) variability. MI is computed: (i) considering all variables in the two subnetworks to evaluate overall brain–body interaction…
Detecting nonlinear causal interactions between dynamical systems by non-uniform embedding of multiple time series.
2010
This study introduces a new approach for the detection of nonlinear Granger causality between dynamical systems. The approach is based on embedding the multivariate (MV) time series measured from the systems X and Y by means of a sequential, non-uniform procedure, and on using the corrected conditional entropy (CCE) as unpredictability measure. The causal coupling from X to Y is quantified as the relative decrease of CCE measured after allowing the series of X to enter the embedding procedure for the description of Y. The ability of the approach to quantify nonlinear causality is assessed on MV time series measured from simulated dynamical systems with unidirectional coupling (the Rössler-…
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…