Causality in Reversed Time Series: Reversed or Conserved?

. 2021 Aug 17 ; 23 (8) : . [epub] 20210817

Status PubMed-not-MEDLINE Jazyk angličtina Země Švýcarsko Médium electronic

Typ dokumentu časopisecké články

Perzistentní odkaz   https://www.medvik.cz/link/pmid34441207

Grantová podpora
19-11753S Grantová Agentura České Republiky
21-32608S Grantová Agentura České Republiky
21-17211S Grantová Agentura České Republiky
00023752 Ministerstvo Zdravotnictví Ceské Republiky
SGS20/183/OHK4/3T/14 České Vysoké Učení Technické v Praze

The inference of causal relations between observable phenomena is paramount across scientific disciplines; however, the means for such enterprise without experimental manipulation are limited. A commonly applied principle is that of the cause preceding and predicting the effect, taking into account other circumstances. Intuitively, when the temporal order of events is reverted, one would expect the cause and effect to apparently switch roles. This was previously demonstrated in bivariate linear systems and used in design of improved causal inference scores, while such behaviour in linear systems has been put in contrast with nonlinear chaotic systems where the inferred causal direction appears unchanged under time reversal. The presented work explores the conditions under which the causal reversal happens-either perfectly, approximately, or not at all-using theoretical analysis, low-dimensional examples, and network simulations, focusing on the simplified yet illustrative linear vector autoregressive process of order one. We start with a theoretical analysis that demonstrates that a perfect coupling reversal under time reversal occurs only under very specific conditions, followed up by constructing low-dimensional examples where indeed the dominant causal direction is even conserved rather than reversed. Finally, simulations of random as well as realistically motivated network coupling patterns from brain and climate show that level of coupling reversal and conservation can be well predicted by asymmetry and anormality indices introduced based on the theoretical analysis of the problem. The consequences for causal inference are discussed.

Zobrazit více v PubMed

Parrondo J.M., Van Den Broeck C., Kawai R. Entropy production and the arrow of time. New J. Phys. 2009;11:073008. doi: 10.1088/1367-2630/11/7/073008. DOI

Paluš M. Biological Cybernetics Nonlinearity in normal human EEG: Cycles, temporal asymmetry, nonstationarity and randomness, not chaos. Biol. Cybern. 1996;75:389–396. PubMed

Pearl J. Causality: Models, Reasoning and Inference. 2nd ed. Cambridge University Press; Cambridge, UK: 2009.

Granger C.W. Investigating causal relations by econometric model and cross spectral methods. Econometrica. 1969;37:424–438. doi: 10.2307/1912791. DOI

Winkler I., Panknin D., Bartz D., Muller K.R., Haufe S. Validity of Time Reversal for Testing Granger Causality. IEEE Trans. Signal Process. 2016;64:2746–2760. doi: 10.1109/TSP.2016.2531628. DOI

Paluš M., Krakovská A., Jakubík J., Chvosteková M. Causality, dynamical systems and the arrow of time. Chaos Interdiscip. J. Nonlinear Sci. 2018;28:075307. doi: 10.1063/1.5019944. PubMed DOI

Haaga K.A., Diego D., Brendryen J., Hannisdal B. A simple test for causality in complex systems. arXiv. 20202005.01860

Chvosteková M. Granger Causality Inference and Time Reversal; Proceedings of the 2019 12th International Conference on Measurement; Smolenice, Slovakia. 27–29 May 2019; pp. 110–113.

Chvosteková M., Jakubík J., Krakovská A. Granger Causality on forward and Reversed Time Series. Entropy. 2021;23:409. doi: 10.3390/e23040409. PubMed DOI PMC

Kathpalia A., Nagaraj N. Time-Reversibility, Causality and Compression-Complexity. Entropy. 2021;23:327. doi: 10.3390/e23030327. PubMed DOI PMC

Haufe S., Nikulin V.V., Müller K.R., Nolte G. A critical assessment of connectivity measures for EEG data: A simulation study. NeuroImage. 2013;64:120–133. doi: 10.1016/j.neuroimage.2012.09.036. PubMed DOI

Anděl J. Symmetric and Reversed Multiple Stationary Autoregressive Series. Ann. Math. Statist. 1972;43:1197–1203. doi: 10.1214/aoms/1177692471. DOI

Palus M., Vejmelka M. Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections. Phys. Rev. E. 2007;75:056211. doi: 10.1103/PhysRevE.75.056211. PubMed DOI

Kistler R., Kalnay E., Collins W., Saha S., White G., Woollen J., Chelliah M., Ebisuzaki W., Kanamitsu M., Kousky V., et al. The NCEP-NCAR 50-year reanalysis: Monthly means CD-ROM and documentation. Bull. Am. Meteorol. Soc. 2001;82:247–267. doi: 10.1175/1520-0477(2001)082<0247:TNNYRM>2.3.CO;2. DOI

Kalnay E., Kanamitsu M., Kistler R., Collins W., Deaven D., Gandin L., Iredell M., Saha S., White G., Woollen J., et al. The NCEP/NCAR 40-year reanalysis project. Bull. Am. Meteorol. Soc. 1996;77:437–471. doi: 10.1175/1520-0477(1996)077<0437:TNYRP>2.0.CO;2. DOI

Heikes R., Randall D.A. Numerical integration of the shallow-water equations on a twisted icosahedral grid. Part I: Basic design and results of tests. Mon. Weather Rev. 1995;123:1862–1880. doi: 10.1175/1520-0493(1995)123<1862:NIOTSW>2.0.CO;2. DOI

Jones P.W. A User’s Guide for SCRIP: A Spherical Coordinate Remapping and Interpolation Package. Volume 1 Los Alamos National Laboratory; New Mexico, NM, USA: 1997.

Hlinka J., Hartman D., Jajcay N., Tomeĉek D., Tintêra J., Paluŝ M. Small-world bias of correlation networks: From brain to climate. Chaos. 2017;27:035812. doi: 10.1063/1.4977951. PubMed DOI

Kořenek J., Hlinka J. Causal network discovery by iterative conditioning: Comparison of algorithms. Chaos. 2020;30:013117. doi: 10.1063/1.5115267. PubMed DOI

Hlinka J., Palus M., Vejmelka M., Mantini D., Corbetta M. Functional connectivity in resting-state fMRI: Is linear correlation sufficient? NeuroImage. 2011;54:2218–2225. doi: 10.1016/j.neuroimage.2010.08.042. PubMed DOI PMC

Hartman D., Hlinka J., Palus M., Mantini D., Corbetta M. The role of nonlinearity in computing graph-theoretical properties of resting-state functional magnetic resonance imaging brain networks. Chaos. 2011;21:013119. doi: 10.1063/1.3553181. PubMed DOI PMC

Hlinka J., Hartman D., Vejmelka M., Runge J., Marwan N., Kurths J., Paluš M. Reliability of Inference of Directed Climate Networks Using Conditional Mutual Information. Entropy. 2013;15:2023–2045. doi: 10.3390/e15062023. DOI

Hlinka J., Jajcay N., Hartman D., Paluš M. Smooth information flow in temperature climate network reflects mass transport. Chaos. 2017;27:035811. doi: 10.1063/1.4978028. PubMed DOI

Runge J., Petoukhov V., Donges J.F., Hlinka J., Jajcay N., Vejmelka M., Hartman D., Marwan N., Palus M., Kurths J. Identifying causal gateways and mediators in complex spatio-temporal systems. Nat. Commun. 2015;6:8502. doi: 10.1038/ncomms9502. PubMed DOI PMC

Ting C.M., Seghouane A.K., Khalid M.U., Salleh S.H. Is First-Order Vector Autoregressive Model Optimal for fMRI Data? Neural Comput. 2015;27:1857–1871. doi: 10.1162/NECO_a_00765. PubMed DOI

Hlinka J., Hartman D., Vejmelka M., Novotná D., Paluš M. Non-linear dependence and teleconnections in climate data: Sources, relevance, nonstationarity. Clim. Dyn. 2013;42:1873–1886. doi: 10.1007/s00382-013-1780-2. DOI

Paluš M., Hartman D., Hlinka J., Vejmelka M., Palus M., Hartman D., Hlinka J., Vejmelka M., Paluš M., Hartman D., et al. Discerning connectivity from dynamics in climate networks. Nonlinear Processe. Geophys. 2011;18:751–763. doi: 10.5194/npg-18-751-2011. DOI

Wiener N. Modern Mathematics for Engineers. McGraw-Hill; New York, NY, USA: 1956. The theory of prediction; pp. 165–190.

Ding M., Chen Y., Bressler S.L. Handbook of Time Series Analysis. John Wiley & Sons, Ltd.; Hoboken, NJ, USA: 2006. Granger Causality: Basic Theory and Application to Neuroscience; pp. 437–460. Chapter 17.

Geweke J. Measurement of Linear Dependence and Feedback between Multiple Time Series. J. Am. Stat. Assoc. 1982;77:304–313. doi: 10.1080/01621459.1982.10477803. DOI

Geweke J.F. Measures of Conditional Linear Dependence and Feedback between Time Series. J. Am. Stat. Assoc. 1984;79:907–915. doi: 10.1080/01621459.1984.10477110. DOI

Barnett L., Barrett A.B., Seth A.K. Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables. Phys. Rev. Lett. 2009;103:238701. doi: 10.1103/PhysRevLett.103.238701. PubMed DOI

Nolte G., Ziehe A., Nikulin V.V., Schlögl A., Krämer N., Brismar T., Müller K.R. Robustly Estimating the Flow Direction of Information in Complex Physical Systems. Phys. Rev. Lett. 2008;100:234101. doi: 10.1103/PhysRevLett.100.234101. PubMed DOI

Nolte G., Ziehe A., Krämer N., Popescu F., Müller K.R. Comparison of Granger Causality and Phase Slope Index; Proceedings of the 2008 International Conference on Causality: Objectives and Assessment; Vancouver, BC, Canada. 8–10 December 2008; pp. 267–276.

Nejnovějších 20 citací...

Zobrazit více v
Medvik | PubMed

Tackling the challenges of group network inference from intracranial EEG data

. 2022 ; 16 () : 1061867. [epub] 20221201

Najít záznam

Citační ukazatele

Nahrávání dat ...

Možnosti archivace

Nahrávání dat ...