Search results for "granger causality"
showing 10 items of 81 documents
Air Transportation and Regional Growth: Which Way Does the Causality Run?
2013
The role of airports has become increasingly important with globalization. To have a regional airport is an especially important asset for retaining companies in the region as well as attracting new economic activity to the region. A well-developed transport infrastructure can be seen as a facilitator that allows the economic potential of a region to be realized. The provision of transportation does not, however, automatically lead to economic growth. It may also be the other way round: economic development leads to the better transport infrastructure and accessibility, stressing demand side elements. This paper aims to shed further light on the relationship between regional airports and ec…
Causalities between CO2, electricity, and other energy variables during phase I and phase II of the EU ETS
2010
The topic of this article is the analysis of the interplay between daily carbon, electricity and gas price data with the European Union Emission Trading System (EU ETS) for CO2 emissions. In a first step we have performed Granger causality tests for Phase I of the EU ETS (January 2005 until December 2007) and the first year of Phase II of the EU ETS (2008). The analysis includes both spot and forward markets—given the close interactions between the two sets of markets. The results show that during Phase I coal and gas prices, through the clean dark and spark spread, impacted CO2 futures prices, which in return Granger caused electricity prices. During the first year of the Phase II, the sho…
Granger Causality Analysis of Transient Calcium Dynamics in the Honey Bee Antennal Lobe Network
2023
Odorant processing presents multiple parallels across animal species, and insects became relevant models for the study of olfactory coding because of the tractability of the underlying neural circuits. Within the insect brain, odorants are received by olfactory sensory neurons and processed by the antennal lobe network. Such a network comprises multiple nodes, named glomeruli, that receive sensory information and are interconnected by local interneurons participating in shaping the neural representation of an odorant. The study of functional connectivity between the nodes of a sensory network in vivo is a challenging task that requires simultaneous recording from multiple nodes at high temp…
A portable multisensor system to assess cardiorespiratory interactions through photoplethysmography
2022
Nowadays, the ever-growing interest to health and quality of life of individuals and the advancements in electronic devices technology are pushing the development of portable and wearable biomedical devices able to pursue a minimally invasive monitoring of physiological parameters in daily-life conditions. Such devices can now carry out a real-time assessment of the subjects’ overall health status and possibly even detect ongoing diseases. In this context, we have designed and implemented a multisensor portable system able to perform synchronous real-time acquisitions of electrocardiographic (ECG), photoplethysmographic (PPG) and airflow breathing signals. We investigated cardiorespiratory …
Pairwise and higher-order measures of brain-heart interactions in children with temporal lobe epilepsy
2022
Abstract Objective. While it is well-known that epilepsy has a clear impact on the activity of both the central nervous system (CNS) and the autonomic nervous system (ANS), its role on the complex interplay between CNS and ANS has not been fully elucidated yet. In this work, pairwise and higher-order predictability measures based on the concepts of Granger Causality (GC) and partial information decomposition (PID) were applied on time series of electroencephalographic (EEG) brain wave amplitude and heart rate variability (HRV) in order to investigate directed brain-heart interactions associated with the occurrence of focal epilepsy. Approach. HRV and the envelopes of δ and α EEG activity re…
A Multi-Variate Predictability Framework to Assess Invasive Cardiac Activity and Interactions during Atrial Fibrillation
2017
Objective: This study introduces a predictability framework based on the concept of Granger causality (GC), in order to analyze the activity and interactions between different intracardiac sites during atrial fibrillation (AF). Methods: GC-based interactions were studied using a three-electrode analysis scheme with multi-variate autoregressive models of the involved preprocessed intracardiac signals. The method was evaluated in different scenarios covering simulations of complex atrial activity as well as endocardial signals acquired from patients. Results: The results illustrate the ability of the method to determine atrial rhythm complexity and to track and map propagation during AF. Conc…
Investigating cardiovascular and cerebrovascular variability in postural syncope by means of extended Granger causality
2014
The patterns of Granger causality (GC) between heart period (HP), mean arterial pressure (AP) and cerebral blood flow velocity (FV) were investigated in ten subjects with postural related syncope (PRS). The classic GC measure based on vector autoregressive (VAR) modeling was compared with a novel extended GC (eGC) measure derived from VAR models incorporating instantaneous causal effects among the series. The analysis was performed in the supine and in the upright position during early (ET) and late (LT, close to presyncope) epochs of head-up tilt. Moving from ET to LT, both GC and eGC decreased from AP to HP, and increased from AP to FV, reflecting baroreflex impairment and loss of cerebra…
Causal analysis of short-term cardiovascular variability: state-dependent contribution of feedback and feedforward mechanisms.
2016
Baroreflex function is usually assessed from spontaneous oscillations of blood pressure (BP) and cardiac RR interval assuming a unidirectional influence from BP to RR. However, the interaction of BP and RR is bidirectionalâRR also influences BP. Novel methods based on the concept of Granger causality were recently developed for separate analysis of feedback (baroreflex) and feedforward (mechanical) interactions between RR and BP. We aimed at assessing the proportion of the two causal directions of the interactions between RR and systolic BP (SBP) oscillations during various conditions, and at comparing causality measures from SBP to RR with baroreflex gain indexes. Arterial BP and ECG sig…
Wiener-Granger Causality in Network Physiology with Applications to Cardiovascular Control and Neuroscience
2016
Since the operative definition given by C. W. J. Granger of an idea expressed by N. Wiener, the Wiener–Granger causality (WGC) has been one of the most relevant concepts exploited by modern time series analysis. Indeed, in networks formed by multiple components, working according to the notion of segregation and interacting with each other according to the principle of integration, inferring causality has opened a window on the effective connectivity of the network and has linked experimental evidences to functions and mechanisms. This tutorial reviews predictability improvement, information-based and frequency domain methods for inferring WGC among physiological processes from multivariate…
Assessing Transfer Entropy in cardiovascular and respiratory time series: A VARFI approach
2021
In the study of complex biomedical systems represented by multivariate stochastic processes, such as the cardiovascular and respiratory systems, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. Recently, the quantification of multiscale complexity based on linear parametric models, incorporating autoregressive coefficients and fractional integration, encompassing short term dynamics and long-range correlations, was extended to multivariate time series. Within this Vector AutoRegressive Fractionally Integrated (VARFI) framework formalized for Gaussian processes, in this work we propose to estimate the Transfer Entropy, or equivalently G…