Search results for "causality"
showing 10 items of 258 documents
Assessing causality in brain dynamics and cardiovascular control
2013
Understanding how different cerebral areas interact to produce an integrated behaviour and disentangling the mechanisms that contribute to cardiovascular control are two of the major challenges of brain and cardiovascular neuroscience. The increasing availability of simultaneous continuous
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 new Frequency Domain Measure of Causality based on Partial Spectral Decomposition of Autoregressive Processes and its Application to Cardiovascular…
2019
We present a new method to quantify in the frequency domain the strength of directed interactions between linear stochastic processes. This issue is traditionally addressed by the directed coherence (DC), a popular causality measure derived from the spectral representation of vector autoregressive (AR) processes. Here, to overcome intrinsic limitations of the DC when it needs to be objectively quantified within specific frequency bands, we propose an approach based on spectral decomposition, which allows to isolate oscillatory components related to the pole representation of the vector AR process in the Z-domain. Relating the causal and non-causal power content of these components we obtain…
The Nexus between Sovereign CDS and Stock Market Volatility: New Evidence
2021
This paper extends the studies published to date by performing an analysis of the causal relationships between sovereign CDS spreads and the estimated conditional volatility of stock indices. This estimation is performed using a vector autoregressive model (VAR) and dynamically applying the Granger causality test. The conditional volatility of the stock market has been obtained through various univariate GARCH models. This methodology allows us to study the information transmissions, both unidirectional and bidirectional, that occur between CDS spreads and stock volatility between 2004 and 2020. We conclude that CDS spread returns cause (in the Granger sense) conditional stock volatility, m…
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…
Extending the spectral decomposition of Granger causality to include instantaneous influences: application to the control mechanisms of heart rate va…
2021
Assessing Granger causality (GC) intended as the influence, in terms of reduction of variance of surprise, that a driver variable exerts on a given target, requires a suitable treatment of ‘instantaneous’ effects, i.e. influences due to interactions whose time scale is much faster than the time resolution of the measurements, due to unobserved confounders or insufficient sampling rate that cannot be increased because the mechanism of generation of the variable is inherently slow (e.g. the heartbeat). We exploit a recently proposed framework for the estimation of causal influences in the spectral domain and include instantaneous interactions in the modelling, thus obtaining (i) a novel index…
Centres and peripheries in Finland: Granger causality tests using panel data
2009
Abstract Despite their importance from a policy point of view, empirical studies on the effects of growth centres in their regions are rare. This paper analyses mutual relationships between growth processes in centres and their surrounding hinterlands in 19 Finnish regions. Annual population data from the period 1970–2004 are used. A novel testing procedure based on an extension of the Granger causality definition in a panel data context is applied. Heterogeneity between regions is allowed. Both the homogeneous non-causality hypothesis and the homogeneous causality hypothesis are rejected. Causal processes prove to be heterogeneous. Causality from centres to peripheries is found for nine re…
Testing a new health indicator: using avoidable causes of death and life expectancy for Spain between 1975-1986.
1993
The concept of avoidable cause of death serves as the basis for measuring the quality and diversity of a health care system. In this study the authors propose a new way to use this kind of mortality by combining with the concept of life expectancy to obtain what they call "life expectancy free of avoidable mortality" (LEFAM). This indicator was 76.9 in 1986 in Spain while life expectancy was 75.83. If these deaths were avoidable there would be a gain of 1.09 years per person born. There is an important difference between the would-be male gain of 1.76 years and the would-be female gain of 0.6. In the ecological study, LEFAM would better explain the year to year changes of the resources in t…
Effects of 32-year leisure time physical activity discordance in twin pairs on health (TWINACTIVE study): aims, design and results for physical fitne…
2009
AbstractThe physically active lifestyle is associated with low future morbidity and mortality, but the causality between physical activity and health is not always clear. As some inherited biological characteristics and childhood experiences may cause selection bias in observational studies, we sought to take them into account by identifying 16 twin pairs (7 MZ, 9 DZ, mean age 60 years) discordant for leisure time physical activity habits for thirty years. We conducted detailed health-related examinations among these twin pairs. Our main aims were to study the effects of physical activity and genes on fitness and body composition, with special reference to body fat compartments, metabolic s…
Chance and Causality in Ageing and Longevity
2019
Longevity is not a matter of genes. This is the message that appeared last year in all the newspapers of the world, according to a study due to a joint venture between the statisticians of Ancestry and Calico Life Sciences that has dissected the genealogical trees of 400 million individuals, tracing back generations, and including dates of birth, death, places, and family ties. The genes would have little to do with longevity: in a percentage perhaps even less than 10% [1]. However, this extensive study has analysed the influence of genetics in terms of lifespan, but not in terms of longevity. Longevity may be defined in relative and absolute terms [2]. Longevity, indeed, may be considered …