Nonlinear parametric model for Granger causality of time series

Robust inference of causality in high-dimensional dynamical processes from the Information Imbalance of distance ranks

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a statistical test capable of inferring the relative information content of different distance measures. We test whether the predictability of a putative driven system Y can be improved by incorporating information from a potential driver system X, without explicitly modeling the underlying dynamics and without the need to compute probability densities of the dynamic variables. This framework makes causality detection possible even between high-dimensional systems where only few of the variables are known or measured. Benchmark tests on coupled chaotic dynamical systems demonstrate that our approach outperforms other model-free causality detection methods, successfully handling both unidirectional and bidirectional couplings. We also show that the method can be used to robustly detect causality in human electroencephalography data.

Thalamo-Cortical and Thalamo-Thalamic Coupling During Sleep and Wakefulness in Rats

Introduction: The thalamus, a heterogeneous brain structure, is involved in the generation of sleep-related thalamo-cortical oscillations. Higher order nuclei might possess a distinct function compared with first-order nuclei in brain communication. Here it is investigated whether this distinction can also be found during the process of falling asleep and deepening of slow-wave sleep. Methods: A nonlinear version of Granger causality was used to describe changes in directed network activity between the somatosensory cortex and rostral reticular thalamic nucleus (rRTN) and caudal reticular thalamic nucleus (cRTN), the higher order posterior (PO)- and anterior-thalamic nuclei (ATN), and the first-order ventral posteromedial thalamic nucleus (VPM) as assessed in local field potential recordings acquired during passive wakefulness (PW), light slow-wave sleep (LSWS), and deep slow-wave sleep (DSWS) in freely behaving rats. Surrogate statistics was used to assess significance. Results: Decreases in cortico-thalamo-cortical couplings were found. In contrast, multiple increases in intrathalamic couplings were observed. In particular, the rRTN increased its inhibition on the ATN from PW to LSWS, and this was further strengthened from LSWS to DSWS. The cRTN increased its coupling to VPM and PO from PW to LSWS, but the coupling from cRTN to VPM weakened at the transition from LSWS to DSWS, while its coupling to PO strengthened. Furthermore, intra-RTN coupling from PW to LSWS was differently changed compared with the change from LSWS to DSWS. Discussion: It can be inferred that higher order (ATN and PO) and first-order nuclei (VPM) are differentially inhibited during DSWS, which might be relevant for a proper functioning of sleep-related processes.

Noise robust approach to reconstruction of van der Pol-like oscillators and its application to Granger causality

Van der Pol oscillators and their generalizations are known to be a fundamental model in the theory of oscillations and their applications. Many objects of a different nature can be described using van der Pol-like equations under some circumstances; therefore, methods of reconstruction of such equations from experimental data can be of significant importance for tasks of model verification, indirect parameter estimation, coupling analysis, system classification, etc. The previously reported techniques were not applicable to time series with large measurement noise, which is usual in biological, climatological, and many other experiments. Here, we present a new approach based on the use of numerical integration instead of the differentiation and implicit approximation of a nonlinear dissipation function. We show that this new technique can work for noise levels up to 30% by standard deviation from the signal for different types of autonomous van der Pol-like systems and for ensembles of such systems, providing a new approach to the realization of the Granger-causality idea.

Directed Connectivity Analysis of the Brain Network in Mathematically Gifted Adolescents

The neurocognitive characteristics of mathematically gifted adolescents are characterized by highly developed functional interactions between the right hemisphere and excellent cognitive control of the prefrontal cortex, enhanced frontoparietal cortex, and posterior parietal cortex. However, it is still unclear when and how these cortical interactions occur. In this paper, we used directional coherence analysis based on Granger causality to study the interactions between the frontal brain area and the posterior brain area in the mathematical frontoparietal network system during deductive reasoning tasks. Specifically, the scalp electroencephalography (EEG) signal was first converted into a cortical dipole source signal to construct a Granger causality network over the θ-band and γ-band ranges. We constructed the binary Granger causality network at the 40 pairs of cortical nodes in the frontal lobe and parietal lobe across the θ-band and the γ-band, which were selected as regions of interest (ROI). We then used graph theory to analyze the network differences. It was found that, in the process of reasoning tasks, the frontoparietal regions of the mathematically gifted show stronger working memory information processing at the θ-band. Additionally, in the middle and late stages of the conclusion period, the mathematically talented individuals have less information flow in the anterior and posterior parietal regions of the brain than the normal subjects. We draw the conclusion that the mathematically gifted brain frontoparietal network appears to have more “automated” information processing during reasoning tasks.

Transfer entropies within dynamical effects framework

Transfer entropy (TE) is widely used in time-series analysis to detect causal couplings between temporally evolving objects. As a coupling strength quantifier, the TE alone often seems insufficient, raising the question of its further interpretations. Here the TE is related to dynamical causal effects (DCEs) which quantify long-term responses of a coupling recipient to variations in a coupling source or in a coupling itself: Detailed relationships are established for a paradigmatic stochastic dynamical system of bidirectionally coupled linear overdamped oscillators, their practical applications and possible extensions are discussed. It is shown that two widely used versions of the TE (original and infinite-history) can become qualitatively distinct, diverging to different long-term DCEs.

Evaluation of Granger Causality Measures for Constructing Networks from Multivariate Time Series

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks from multivariate time series are assessed. These measures are in the time domain, such as model-based and information measures, the frequency domain, and the phase domain. The study aims also to compare bivariate and multivariate measures, linear and nonlinear measures, as well as the use of dimension reduction in linear model-based measures and information measures. The latter is particular relevant in the study of high-dimensional time series. For the performance of the multivariate causality measures, low and high dimensional coupled dynamical systems are considered in discrete and continuous time, as well as deterministic and stochastic. The measures are evaluated and ranked according to their ability to provide causality networks that match the original coupling structure. The simulation study concludes that the Granger causality measures using dimension reduction are superior and should be preferred particularly in studies involving many observed variables, such as multi-channel electroencephalograms and financial markets.

Risk Stratification in Idiopathic Dilated Cardiomyopathy Patients Using Cardiovascular Coupling Analysis

Cardiovascular diseases are one of the most common causes of death; however, the early detection of patients at high risk of sudden cardiac death (SCD) remains an issue. The aim of this study was to analyze the cardio-vascular couplings based on heart rate variability (HRV) and blood pressure variability (BPV) analyses in order to introduce new indices for noninvasive risk stratification in idiopathic dilated cardiomyopathy patients (IDC). High-resolution electrocardiogram (ECG) and continuous noninvasive blood pressure (BP) signals were recorded in 91 IDC patients and 49 healthy subjects (CON). The patients were stratified by their SCD risk as high risk (IDC_HR) when after two years the subject either died or suffered life-threatening complications, and as low risk (IDC_LR) when the subject remained stable during this period. Values were extracted from ECG and BP signals, the beat-to-beat interval, and systolic and diastolic blood pressure, and analyzed using the segmented Poincaré plot analysis (SPPA), the high-resolution joint symbolic dynamics (HRJSD) and the normalized short time partial directed coherence methods. Support vector machine (SVM) models were built to classify these patients according to SCD risk. IDC_HR patients presented lowered HRV and increased BPV compared to both IDC_LR patients and the control subjects, suggesting a decrease in their vagal activity and a compensation of sympathetic activity. Both, the cardio -systolic and -diastolic coupling strength was stronger in high-risk patients when comparing with low-risk patients. The cardio-systolic coupling analysis revealed that the systolic influence on heart rate gets weaker as the risk increases. The SVM IDC_LR vs. IDC_HR model achieved 98.9% accuracy with an area under the curve (AUC) of 0.96. The IDC and the CON groups obtained 93.6% and 0.94 accuracy and AUC, respectively. To simulate a circumstance in which the original status of the subject is unknown, a cascade model was built fusing the aforementioned models, and achieved 94.4% accuracy. In conclusion, this study introduced a novel method for SCD risk stratification for IDC patients based on new indices from coupling analysis and non-linear HRV and BPV. We have uncovered some of the complex interactions within the autonomic regulation in this type of patient.

Estimating Brain Connectivity With Varying-Length Time Lags Using a Recurrent Neural Network

OBJECTIVE

Computer-aided estimation of brain connectivity aims to reveal information propagation in brain automatically, which has great potential in clinical applications, e.g., epilepsy foci diagnosis. Granger causality is an effective tool for directional connection analysis in multivariate time series. However, most existing methods based on Granger causality assume fixed time lags in information transmission, while the propagation delay between brain signals is usually changing constantly.

METHODS

We propose a Granger causality estimator based on the recurrent neural network, called RNN-GC, to deal with the multivariate brain connectivity detection problem. Our model takes input of time-series signals with arbitrary length of transmission time lags and learns the information flow from the data using the gated RNN model, i.e., long short-term memory (LSTM). The LSTM model can sequentially update the gates in memory cells to determine how many preceding points should be considered for prediction. Therefore, the LSTM-based RNN-GC estimator works well on varying-length time lags and shows effectiveness even on very long transmission delays.

RESULTS

Experiments are carried out in comparison with other methods using both simulation data and epileptic electroencephalography signals. The RNN-GC estimator achieves superior performance in brain connectivity estimation and shows robustness in modeling multivariate connections with varying-length time lags.

CONCLUSION

The RNN-GC method is capable of modeling nonlinear and varying-length lagged information transmission and effective in directional brain connectivity estimation.

SIGNIFICANCE

The proposed method is promising to serve as a robust brain connection analysis tool in clinical applications.

Causality analysis of leading singular value decomposition modes identifies rotor as the dominant driving normal mode in fibrillation

Cardiac fibrillation is a major clinical and societal burden. Rotors may drive fibrillation in many cases, but their role and patterns are often masked by complex propagation. We used Singular Value Decomposition (SVD), which ranks patterns of activation hierarchically, together with Wiener-Granger causality analysis (WGCA), which analyses direction of information among observations, to investigate the role of rotors in cardiac fibrillation. We hypothesized that combining SVD analysis with WGCA should reveal whether rotor activity is the dominant driving force of fibrillation even in cases of high complexity. Optical mapping experiments were conducted in neonatal rat cardiomyocyte monolayers (diameter, 35 mm), which were genetically modified to overexpress the delayed rectifier K⁺ channel I_Kr only in one half of the monolayer. Such monolayers have been shown previously to sustain fast rotors confined to the I_Kr overexpressing half and driving fibrillatory-like activity in the other half. SVD analysis of the optical mapping movies revealed a hierarchical pattern in which the primary modes corresponded to rotor activity in the I_Kr overexpressing region and the secondary modes corresponded to fibrillatory activity elsewhere. We then applied WGCA to evaluate the directionality of influence between modes in the entire monolayer using clear and noisy movies of activity. We demonstrated that the rotor modes influence the secondary fibrillatory modes, but influence was detected also in the opposite direction. To more specifically delineate the role of the rotor in fibrillation, we decomposed separately the respective SVD modes of the rotor and fibrillatory domains. In this case, WGCA yielded more information from the rotor to the fibrillatory domains than in the opposite direction. In conclusion, SVD analysis reveals that rotors can be the dominant modes of an experimental model of fibrillation. Wiener-Granger causality on modes of the rotor domains confirms their preferential driving influence on fibrillatory modes.

Identification of the driving forces of climate change using the longest instrumental temperature record

The identification of causal effects is a fundamental problem in climate change research. Here, a new perspective on climate change causality is presented using the central England temperature (CET) dataset, the longest instrumental temperature record, and a combination of slow feature analysis and wavelet analysis. The driving forces of climate change were investigated and the results showed two independent degrees of freedom -a 3.36-year cycle and a 22.6-year cycle, which seem to be connected to the El Niño-Southern Oscillation cycle and the Hale sunspot cycle, respectively. Moreover, these driving forces were modulated in amplitude by signals with millennial timescales.

On the role of the entorhinal cortex in the effective connectivity of the hippocampal formation

Inferring effective connectivity from neurophysiological data is a challenging task. In particular, only a finite (and usually small) number of sites are simultaneously recorded, while the response of one of these sites can be influenced by other sites that are not being recorded. In the hippocampal formation, for instance, the connections between areas CA1-CA3, the dentate gyrus (DG), and the entorhinal cortex (EC) are well established. However, little is known about the relations within the EC layers, which might strongly affect the resulting effective connectivity estimations. In this work, we build excitatory/inhibitory neuronal populations representing the four areas CA1, CA3, the DG, and the EC and fix their connectivities. We model the EC by three layers (LII, LIII, and LV) and assume any possible connection between them. Our results, based on Granger Causality (GC) and Partial Transfer Entropy (PTE) measurements, reveal that the estimation of effective connectivity in the hippocampus strongly depends on the connectivities between EC layers. Moreover, we find, for certain EC configurations, very different results when comparing GC and PTE measurements. We further demonstrate that causal links can be robustly inferred regardless of the excitatory or inhibitory nature of the connection, adding complexity to their interpretation. Overall, our work highlights the importance of a careful analysis of the connectivity methods to prevent unrealistic conclusions when only partial information about the experimental system is available, as usually happens in brain networks. Our results suggest that the combination of causality measures with neuronal modeling based on precise neuroanatomical tracing may provide a powerful framework to disambiguate causal interactions in the brain.

Temporal Information of Directed Causal Connectivity in Multi-Trial ERP Data using Partial Granger Causality

Partial Granger causality (PGC) has been applied to analyse causal functional neural connectivity after effectively mitigating confounding influences caused by endogenous latent variables and exogenous environmental inputs. However, it is not known how this connectivity obtained from PGC evolves over time. Furthermore, PGC has yet to be tested on realistic nonlinear neural circuit models and multi-trial event-related potentials (ERPs) data. In this work, we first applied a time-domain PGC technique to evaluate simulated neural circuit models, and demonstrated that the PGC measure is more accurate and robust in detecting connectivity patterns as compared to conditional Granger causality and partial directed coherence, especially when the circuit is intrinsically nonlinear. Moreover, the connectivity in PGC settles faster into a stable and correct configuration over time. After method verification, we applied PGC to reveal the causal connections of ERP trials of a mismatch negativity auditory oddball paradigm. The PGC analysis revealed a significant bilateral but asymmetrical localised activity in the temporal lobe close to the auditory cortex, and causal influences in the frontal, parietal and cingulate cortical areas, consistent with previous studies. Interestingly, the time to reach a stable connectivity configuration (~250–300 ms) coincides with the deviation of ensemble ERPs of oddball from standard tones. Finally, using a sliding time window, we showed higher resolution dynamics of causal connectivity within an ERP trial. In summary, time-domain PGC is promising in deciphering directed functional connectivity in nonlinear and ERP trials accurately, and at a sufficiently early stage. This data-driven approach can reduce computational time, and determine the key architecture for neural circuit modeling.

Multiscale modeling of brain dynamics: from single neurons and networks to mathematical tools

The extreme complexity of the brain naturally requires mathematical modeling approaches on a large variety of scales; the spectrum ranges from single neuron dynamics over the behavior of groups of neurons to neuronal network activity. Thus, the connection between the microscopic scale (single neuron activity) to macroscopic behavior (emergent behavior of the collective dynamics) and vice versa is a key to understand the brain in its complexity. In this work, we attempt a review of a wide range of approaches, ranging from the modeling of single neuron dynamics to machine learning. The models include biophysical as well as data-driven phenomenological models. The discussed models include Hodgkin-Huxley, FitzHugh-Nagumo, coupled oscillators (Kuramoto oscillators, Rössler oscillators, and the Hindmarsh-Rose neuron), Integrate and Fire, networks of neurons, and neural field equations. In addition to the mathematical models, important mathematical methods in multiscale modeling and reconstruction of the causal connectivity are sketched. The methods include linear and nonlinear tools from statistics, data analysis, and time series analysis up to differential equations, dynamical systems, and bifurcation theory, including Granger causal connectivity analysis, phase synchronization connectivity analysis, principal component analysis (PCA), independent component analysis (ICA), and manifold learning algorithms such as ISOMAP, and diffusion maps and equation-free techniques. WIREs Syst Biol Med 2016, 8:438-458. doi: 10.1002/wsbm.1348 For further resources related to this article, please visit the WIREs website.

Neural networks with non-uniform embedding and explicit validation phase to assess Granger causality

A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used approaches are a model-free one (transfer entropy) and a model-based one (Granger causality). Several pitfalls are related to the presence or absence of assumptions in modeling the relevant features of the data. We tried to overcome those pitfalls using a neural network approach in which a model is built without any a priori assumptions. In this sense this method can be seen as a bridge between model-free and model-based approaches. The experiments performed will show that the method presented in this work can detect the correct dynamical information flows occurring in a system of time series. Additionally we adopt a non-uniform embedding framework according to which only the past states that actually help the prediction are entered into the model, improving the prediction and avoiding the risk of overfitting. This method also leads to a further improvement with respect to traditional Granger causality approaches when redundant variables (i.e. variables sharing the same information about the future of the system) are involved. Neural networks are also able to recognize dynamics in data sets completely different from the ones used during the training phase.

Extraction of response waveforms of heartbeat and blood pressure to swallowing. Using mixed signal processing of time domain and respiratory phase domain

BACKGROUND

Evaluating the accurate responses of the cardiovascular system to external stimuli is important for a deeper understanding of cardiovascular homeostasis. However, the responses should be distorted by the conventional time domain analysis when a frequency of the effect of external stimuli matches that of intrinsic fluctuations.

OBJECTIVES

The purpose of this study is to propose a mixed signal processing of time domain and respiratory phase domain to extract the response waveforms of heartbeat and blood pressure (BP) to external stimuli and to clarify the physiological mechanisms of swallowing effects on the cardiovascular system.

METHODS

Measurements were conducted on 12 healthy humans in the sitting and standing positions, with each subject requested to swallow every 30 s between expiration and inspiration. Waveforms of respiratory sinus arrhythmia (RSA) and respiratory-related BP variations were extracted as functions of the respiratory phase. Then, respiratory effects were subtracted from response waveforms with reference to the respiratory phase in the time domain.

RESULTS

As a result, swallowing induced tachycardia, which peaked within 3 s and recovered within 8 s. Tachycardia was greater in the sitting position than during standing. Furthermore, systolic BP and pulse pressure immediately decreased and diastolic BP increased coincident with the occurrence of tachycardia. Subsequently, systolic BP and pulse pressure recovered faster than the R-R interval.

CONCLUSIONS

We conclude that swallowing-induced tachycardia arises largely from the decrease of vagal activity and the baroreflex would yield fast oscillatory responses in recovery.

Cardiovascular and cardiorespiratory coupling analyses: a review

Recently, methods have been developed to analyse couplings in dynamic systems. In the field of medical analysis of complex cardiovascular and cardiorespiratory systems, there is growing interest in how insights may be gained into the interaction between regulatory mechanisms in healthy and diseased persons. The couplings within and between these systems can be linear or nonlinear. However, the complex mechanisms involved in cardiovascular and cardiorespiratory regulation very likely interact with each other in a nonlinear way. Recent advances in nonlinear dynamics and information theory have allowed the multivariate study of information transfer between time series. They therefore might be able to provide additional diagnostic and prognostic information in medicine and might, in particular, be able to complement traditional linear coupling analysis techniques. In this review, we describe the approaches (Granger causality, nonlinear prediction, entropy, symbolization, phase synchronization) most commonly applied to detect direct and indirect couplings between time series, especially focusing on nonlinear approaches. We will discuss their capacity to quantify direct and indirect couplings and the direction (driver-response relationship) of the considered interaction between different biological time series. We also give their basic theoretical background, their basic requirements for application, their main features and demonstrate their usefulness in different applications in the field of cardiovascular and cardiorespiratory coupling analyses.

Tracking time-varying causality and directionality of information flow using an error reduction ratio test with applications to electroencephalography data

This paper introduces an error reduction ratio-causality (ERR-causality) test that can be used to detect and track causal relationships between two signals. In comparison to the traditional Granger method, one significant advantage of the new ERR-causality test is that it can effectively detect the time-varying direction of linear or nonlinear causality between two signals without fitting a complete model. Another important advantage is that the ERR-causality test can detect both the direction of interactions and estimate the relative time shift between the two signals. Numerical examples are provided to illustrate the effectiveness of the new method together with the determination of the causality between electroencephalograph signals from different cortical sites for patients during an epileptic seizure.

Time-varying linear and nonlinear parametric model for Granger causality analysis

Statistical measures such as coherence, mutual information, or correlation are usually applied to evaluate the interactions between two or more signals. However, these methods cannot distinguish directions of flow between two signals. The capability to detect causalities is highly desirable for understanding the cooperative nature of complex systems. The main objective of this work is to present a linear and nonlinear time-varying parametric modeling and identification approach that can be used to detect Granger causality, which may change with time and may not be detected by traditional methods. A numerical example, in which the exact causal influences relationships, is presented to illustrate the performance of the method for time-varying Granger causality detection. The approach is applied to EEG signals to track and detect hidden potential causalities. One advantage of the proposed model, compared with traditional Granger causality, is that the results are easier to interpret and yield additional insights into the transient directed dynamical Granger causality interactions.

Detecting the topologies of complex networks with stochastic perturbations

How to recover the underlying connection topology of a complex network from observed time series of a component variable of each node subject to random perturbations is studied. A new technique termed Piecewise Granger Causality is proposed. The validity of the new approach is illustrated with two FitzHugh-Nagumo neurobiological networks by only observing the membrane potential of each neuron, where the neurons are coupled linearly and nonlinearly, respectively. Comparison with the traditional Granger causality test is performed, and it is found that the new approach outperforms the traditional one. The impact of the network coupling strength and the noise intensity, as well as the data length of each partition of the time series, is further analyzed in detail. Finally, an application to a network composed of coupled chaotic Rössler systems is provided for further validation of the new method.

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

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 according to the Granger notion of predictability improvement, and is quantified in terms of information transfer. We apply the approach to simulations of deterministic and stochastic systems, showing its superiority over standard uniform embedding. Effects of quantization, data length, and noise contamination are investigated. As practical applications, we consider the assessment of cardiovascular regulatory mechanisms from the analysis of heart period, arterial pressure, and respiration time series, and the investigation of the information flow across brain areas from multichannel scalp electroencephalographic recordings.

Causal relationships between frequency bands of extracellular signals in visual cortex revealed by an information theoretic analysis

Characterizing how different cortical rhythms interact and how their interaction changes with sensory stimulation is important to gather insights into how these rhythms are generated and what sensory function they may play. Concepts from information theory, such as Transfer Entropy (TE), offer principled ways to quantify the amount of causation between different frequency bands of the signal recorded from extracellular electrodes; yet these techniques are hard to apply to real data. To address the above issues, in this study we develop a method to compute fast and reliably the amount of TE from experimental time series of extracellular potentials. The method consisted in adapting efficiently the calculation of TE to analog signals and in providing appropriate sampling bias corrections. We then used this method to quantify the strength and significance of causal interaction between frequency bands of field potentials and spikes recorded from primary visual cortex of anaesthetized macaques, both during spontaneous activity and during binocular presentation of naturalistic color movies. Causal interactions between different frequency bands were prominent when considering the signals at a fine (ms) temporal resolution, and happened with a very short (ms-scale) delay. The interactions were much less prominent and significant at coarser temporal resolutions. At high temporal resolution, we found strong bidirectional causal interactions between gamma-band (40–100 Hz) and slower field potentials when considering signals recorded within a distance of 2 mm. The interactions involving gamma bands signals were stronger during movie presentation than in absence of stimuli, suggesting a strong role of the gamma cycle in processing naturalistic stimuli. Moreover, the phase of gamma oscillations was playing a stronger role than their amplitude in increasing causations with slower field potentials and spikes during stimulation. The dominant direction of causality was mainly found in the direction from MUA or gamma frequency band signals to lower frequency signals, suggesting that hierarchical correlations between lower and higher frequency cortical rhythms are originated by the faster rhythms.

A temporal precedence based clustering method for gene expression microarray data

BACKGROUND

Time-course microarray experiments can produce useful data which can help in understanding the underlying dynamics of the system. Clustering is an important stage in microarray data analysis where the data is grouped together according to certain characteristics. The majority of clustering techniques are based on distance or visual similarity measures which may not be suitable for clustering of temporal microarray data where the sequential nature of time is important. We present a Granger causality based technique to cluster temporal microarray gene expression data, which measures the interdependence between two time-series by statistically testing if one time-series can be used for forecasting the other time-series or not.

RESULTS

A gene-association matrix is constructed by testing temporal relationships between pairs of genes using the Granger causality test. The association matrix is further analyzed using a graph-theoretic technique to detect highly connected components representing interesting biological modules. We test our approach on synthesized datasets and real biological datasets obtained for Arabidopsis thaliana. We show the effectiveness of our approach by analyzing the results using the existing biological literature. We also report interesting structural properties of the association network commonly desired in any biological system.

CONCLUSIONS

Our experiments on synthesized and real microarray datasets show that our approach produces encouraging results. The method is simple in implementation and is statistically traceable at each step. The method can produce sets of functionally related genes which can be further used for reverse-engineering of gene circuits.

Identifying neural drivers with functional MRI: an electrophysiological validation

Whether functional magnetic resonance imaging (fMRI) allows the identification of neural drivers remains an open question of particular importance to refine physiological and neuropsychological models of the brain, and/or to understand neurophysiopathology. Here, in a rat model of absence epilepsy showing spontaneous spike-and-wave discharges originating from the first somatosensory cortex (S1BF), we performed simultaneous electroencephalographic (EEG) and fMRI measurements, and subsequent intracerebral EEG (iEEG) recordings in regions strongly activated in fMRI (S1BF, thalamus, and striatum). fMRI connectivity was determined from fMRI time series directly and from hidden state variables using a measure of Granger causality and Dynamic Causal Modelling that relates synaptic activity to fMRI. fMRI connectivity was compared to directed functional coupling estimated from iEEG using asymmetry in generalised synchronisation metrics. The neural driver of spike-and-wave discharges was estimated in S1BF from iEEG, and from fMRI only when hemodynamic effects were explicitly removed. Functional connectivity analysis applied directly on fMRI signals failed because hemodynamics varied between regions, rendering temporal precedence irrelevant. This paper provides the first experimental substantiation of the theoretical possibility to improve interregional coupling estimation from hidden neural states of fMRI. As such, it has important implications for future studies on brain connectivity using functional neuroimaging.

Our understanding of how the brain works relies on the development of neuropsychological models, which describe how brain activity is coordinated among different regions during the execution of a given task. Knowing the directionality of information transfer between connected regions, and in particular distinguishing neural drivers, or the source of forward connections in the brain, from other brain regions, is critical to refine models of the brain. However, whether functional magnetic resonance imaging (fMRI), the most common technique for imaging brain function, allows one to identify neural drivers remains an open question. Here, we used a rat model of absence epilepsy, a form of nonconvulsive epilepsy that occurs during childhood in humans, showing spontaneous spike-and-wave discharges (nonconvulsive seizures) originating from the first somatosensory cortex, to validate several functional connectivity measures derived from fMRI. Standard techniques estimating interactions directly from fMRI data failed because blood flow dynamics varied between regions. However, we were able to identify the neural driver of spike-and-wave discharges when hemodynamic effects were explicitly removed using appropriate modelling. This study thus provides the first experimental substantiation of the theoretical possibility to improve interregional coupling estimation from hidden neural states of fMRI. As such, it has important implications for future studies on connectivity in the functional neuroimaging literature.

Neural long-range interactions can be distinguished from hemodynamic confounds in functional magnetic resonance imaging using new data analysis techniques that will allow experimental validation of models of brain function.

Mutual nonlinear prediction as a tool to evaluate coupling strength and directionality in bivariate time series: comparison among different strategies based on k nearest neighbors

We compare the different existing strategies of mutual nonlinear prediction regarding their ability to assess the coupling strength and directionality of the interactions in bivariate time series. Under the common framework of k -nearest neighbor local linear prediction, we test three approaches based on cross prediction, mixed prediction, and predictability improvement. The measures of interdependence provided by these approaches are first evaluated on short realizations of bivariate time series generated by coupled Henon models, investigating also the effects of noise. The usefulness of the three mutual nonlinear prediction schemes is then assessed in a common physiological application during known conditions of interaction-i.e., the analysis of the interdependence between heart rate and arterial pressure variability in healthy humans during supine resting and passive head-up tilting. Based on both simulation results and physiological interpretability of cardiovascular results, we conclude that cross prediction is valuable to quantify the coupling strength and predictability improvement to elicit directionality of the interactions in short and noisy bivariate time series.

Robustly estimating the flow direction of information in complex physical systems

We propose a new measure (phase-slope index) to estimate the direction of information flux in multivariate time series. This measure (a) is insensitive to mixtures of independent sources, (b) gives meaningful results even if the phase spectrum is not linear, and (c) properly weights contributions from different frequencies. These properties are shown in extended simulations and contrasted to Granger causality which yields highly significant false detections for mixtures of independent sources. An application to electroencephalography data (eyes-closed condition) reveals a clear front-to-back information flow.

Kernel method for nonlinear granger causality

Important information on the structure of complex systems can be obtained by measuring to what extent the individual components exchange information among each other. The linear Granger approach, to detect cause-effect relationships between time series, has emerged in recent years as a leading statistical technique to accomplish this task. Here we generalize Granger causality to the nonlinear case using the theory of reproducing kernel Hilbert spaces. Our method performs linear Granger causality in the feature space of suitable kernel functions, assuming arbitrary degree of nonlinearity. We develop a new strategy to cope with the problem of overfitting, based on the geometry of reproducing kernel Hilbert spaces. Applications to coupled chaotic maps and physiological data sets are presented.

Detecting direction of causal interactions between dynamically coupled signals

The problem of temporal localization and directional mapping of the dynamic interdependencies between parts of a complex system is addressed. We present a technique that weights the sampled values so as to minimize the mutual prediction error between pairs of measured signals. The reliability of the detected intermittent causal interactions is maximized by (a) smoothing the weight landscape through regularization, and (b) using a nonlinear (polynomial) variant of the conventional embedding vector. The effectiveness of the proposed technique is demonstrated by studying three numerical examples of dynamically coupled chaotic maps and by comparing it with two other measures of causal dependency.

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

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 the PI was assessed using a surrogate data technique. The proposed method was tested with simulation examples involving short realizations of linear stochastic processes and nonlinear deterministic signals in which either unidirectional or bidirectional coupling and varying strengths of interactions were imposed. It was found that the OPS-based NARX model was accurate and sensitive in detecting imposed Granger causality conditions. In addition, the OPS-based NARX model was more accurate than the least squares method. Application to the systolic blood pressure and heart rate variability signals demonstrated the feasibility of the method. In particular, we found a bilateral causal relationship between the two signals as evidenced by the significant reduction in the PI values with the NARX model prediction compared to the NAR model prediction, which was also confirmed by the surrogate data analysis. Furthermore, we found significant reduction in the complexity of the dynamics of the two causal pathways of the two signals as the body position was changed from the supine to upright. The proposed is a general method, thus, it can be applied to a wide variety of physiological signals to better understand causality and coupling that may be different between normal and diseased conditions.

Information transfer at multiple scales

In the study of complex systems a fundamental issue is the mapping of the networks of interaction between constituent subsystems of a complex system or between multiple complex systems. Such networks define the web of dependencies and patterns of continuous and dynamic coupling between the system's elements characterized by directed flow of information spanning multiple spatial and temporal scales. Here, we propose a wavelet-based extension of transfer entropy to measure directional transfer of information between coupled systems at multiple time scales and demonstrate its effectiveness by studying (a) three artificial maps, (b) physiological recordings, and (c) the time series recorded from a chaos-controlled simulated robot. Limitations and potential extensions of the proposed method are discussed.

Mitigating the effects of measurement noise on Granger causality

Computing Granger causal relations among bivariate experimentally observed time series has received increasing attention over the past few years. Such causal relations, if correctly estimated, can yield significant insights into the dynamical organization of the system being investigated. Since experimental measurements are inevitably contaminated by noise, it is thus important to understand the effects of such noise on Granger causality estimation. The first goal of this paper is to provide an analytical and numerical analysis of this problem. Specifically, we show that, due to noise contamination, (1) spurious causality between two measured variables can arise and (2) true causality can be suppressed. The second goal of the paper is to provide a denoising strategy to mitigate this problem. Specifically, we propose a denoising algorithm based on the combined use of the Kalman filter theory and the expectation-maximization algorithm. Numerical examples are used to demonstrate the effectiveness of the denoising approach.