ﻻ يوجد ملخص باللغة العربية
Identifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that ordinal partition transition networks (OPTNs) allow inferring the coupling direction between two dynamical systems. In this work, we generalize this concept to the study of the interactions among multiple dynamical systems and we propose a new method to detect causality in multivariate observational data. By applying this method to numerical simulations of coupled linear stochastic processes as well as two examples of interacting nonlinear dynamical systems (coupled Lorenz systems and a network of neural mass models), we demonstrate that our approach can reliably identify the direction of interactions and the associated coupling delays. Finally, we study real-world observational microelectrode array electrophysiology data from rodent brain slices to identify the causal coupling structures underlying epileptiform activity. Our results, both from simulations and real-world data, suggest that OPTNs can provide a complementary and robust approach to infer causal effect networks from multivariate observational data.
Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a parsimonious
We investigated the topological properties of stock networks through a comparison of the original stock network with the estimated stock network from the correlation matrix created by the random matrix theory (RMT). We used individual stocks traded o
In this work, we introduce a new methodology for inferring the interaction structure of discrete valued time series which are Poisson distributed. While most related methods are premised on continuous state stochastic processes, in fact, discrete and
Approaches for mapping time series to networks have become essential tools for dealing with the increasing challenges of characterizing data from complex systems. Among the different algorithms, the recently proposed ordinal networks stand out due to
State-space models provide an important body of techniques for analyzing time-series, but their use requires estimating unobserved states. The optimal estimate of the state is its conditional expectation given the observation histories, and computing