Information-theoretic generalization of Granger causality principle, based on evaluation of conditional mutual information, also known as transfer entropy (CMI/TE), is redefined in the framework of Rényi entropy (RCMI/RTE). Using numerically generated data with a defined causal structure and examples of real data from the climate system, it is demonstrated that RCMI/RTE is able to identify the cause variable responsible for the occurrence of extreme values in an effect variable. In the presented example, the Siberian High was identified as the cause responsible for the increased probability of cold extremes in the winter and spring surface air temperature in Europe, while the North Atlantic Oscillation and blocking events can induce shifts of the whole temperature probability distribution.

• Publikační typ
• časopisecké články MeSH

Distinguishing cause from effect is a scientific challenge resisting solutions from mathematics, statistics, information theory and computer science. Compression-Complexity Causality (CCC) is a recently proposed interventional measure of causality, inspired by Wiener-Granger's idea. It estimates causality based on change in dynamical compression-complexity (or compressibility) of the effect variable, given the cause variable. CCC works with minimal assumptions on given data and is robust to irregular-sampling, missing-data and finite-length effects. However, it only works for one-dimensional time series. We propose an ordinal pattern symbolization scheme to encode multidimensional patterns into one-dimensional symbolic sequences, and thus introduce the Permutation CCC (PCCC). We demonstrate that PCCC retains all advantages of the original CCC and can be applied to data from multidimensional systems with potentially unobserved variables which can be reconstructed using the embedding theorem. PCCC is tested on numerical simulations and applied to paleoclimate data characterized by irregular and uncertain sampling and limited numbers of samples.

• MeSH
• časové faktory MeSH
• informační teorie MeSH
• kauzalita MeSH
• komprese dat * MeSH
• počítačová simulace MeSH
• Publikační typ
• časopisecké články MeSH
• práce podpořená grantem MeSH

Uncovering causal interdependencies from observational data is one of the great challenges of a nonlinear time series analysis. In this paper, we discuss this topic with the help of an information-theoretic concept known as Rényi's information measure. In particular, we tackle the directional information flow between bivariate time series in terms of Rényi's transfer entropy. We show that by choosing Rényi's parameter α, we can appropriately control information that is transferred only between selected parts of the underlying distributions. This, in turn, is a particularly potent tool for quantifying causal interdependencies in time series, where the knowledge of "black swan" events, such as spikes or sudden jumps, are of key importance. In this connection, we first prove that for Gaussian variables, Granger causality and Rényi transfer entropy are entirely equivalent. Moreover, we also partially extend these results to heavy-tailed α-Gaussian variables. These results allow establishing a connection between autoregressive and Rényi entropy-based information-theoretic approaches to data-driven causal inference. To aid our intuition, we employed the Leonenko et al. entropy estimator and analyzed Rényi's information flow between bivariate time series generated from two unidirectionally coupled Rössler systems. Notably, we find that Rényi's transfer entropy not only allows us to detect a threshold of synchronization but it also provides non-trivial insight into the structure of a transient regime that exists between the region of chaotic correlations and synchronization threshold. In addition, from Rényi's transfer entropy, we could reliably infer the direction of coupling and, hence, causality, only for coupling strengths smaller than the onset value of the transient regime, i.e., when two Rössler systems are coupled but have not yet entered synchronization.

• Klíčová slova
• Rényi entropy, Rényi transfer entropy, Rössler system, multivariate time series,
• Publikační typ
• časopisecké články MeSH

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.

• Klíčová slova
• brain network, causality, climate network, random networks, reversed time series, temporal symmetry, time reversal, vector autoregressive process,
• Publikační typ
• časopisecké články MeSH

An information-theoretic approach for detecting causality and information transfer was applied to phases and amplitudes of oscillatory components related to different time scales and obtained using the wavelet transform from a time series generated by the Epileptor model. Three main time scales and their causal interactions were identified in the simulated epileptic seizures, in agreement with the interactions of the model variables. An approach consisting of wavelet transform, conditional mutual information estimation, and surrogate data testing applied to a single time series generated by the model was demonstrated to be successful in the identification of all directional (causal) interactions between the three different time scales described in the model. Thus, the methodology was prepared for the identification of causal cross-frequency phase-phase and phase-amplitude interactions in experimental and clinical neural data.

• Klíčová slova
• Granger causality, epilepsy model, information transfer, interactions, multiscale dynamics,
• Publikační typ
• časopisecké články MeSH

An information-theoretic approach for detecting causality and information transfer is used to identify interactions of solar activity and interplanetary medium conditions with the Earth's magnetosphere-ionosphere systems. A causal information transfer from the solar wind parameters to geomagnetic indices is detected. The vertical component of the interplanetary magnetic field (Bz) influences the auroral electrojet (AE) index with an information transfer delay of 10 min and the geomagnetic disturbances at mid-latitudes measured by the symmetric field in the H component (SYM-H) index with a delay of about 30 min. Using a properly conditioned causality measure, no causal link between AE and SYM-H, or between magnetospheric substorms and magnetic storms can be detected. The observed causal relations can be described as linear time-delayed information transfer.

• Klíčová slova
• causality, information transfer, solar wind-magnetosphere–ionosphere system, space weather, time reversal, time series,
• Publikační typ
• časopisecké články MeSH

Detection of the temporal reversibility of a given process is an interesting time series analysis scheme that enables the useful characterisation of processes and offers an insight into the underlying processes generating the time series. Reversibility detection measures have been widely employed in the study of ecological, epidemiological and physiological time series. Further, the time reversal of given data provides a promising tool for analysis of causality measures as well as studying the causal properties of processes. In this work, the recently proposed Compression-Complexity Causality (CCC) measure (by the authors) is shown to be free of the assumption that the "cause precedes the effect", making it a promising tool for causal analysis of reversible processes. CCC is a data-driven interventional measure of causality (second rung on the Ladder of Causation) that is based on Effort-to-Compress (ETC), a well-established robust method to characterize the complexity of time series for analysis and classification. For the detection of the temporal reversibility of processes, we propose a novel measure called the Compressive Potential based Asymmetry Measure. This asymmetry measure compares the probability of the occurrence of patterns at different scales between the forward-time and time-reversed process using ETC. We test the performance of the measure on a number of simulated processes and demonstrate its effectiveness in determining the asymmetry of real-world time series of sunspot numbers, digits of the transcedental number π and heart interbeat interval variability.

• Klíčová slova
• compression-complexity, compressive potential, effort-to-compress, heart period variability asymmetry, interventional causality, sunspot numbers, temporal asymmetry, time-irreversibility, time-reversibility,
• Publikační typ
• časopisecké články MeSH

In recent years, there has been an increasing interest in the study of large-scale brain activity interaction structure from the perspective of complex networks, based on functional magnetic resonance imaging (fMRI) measurements. To assess the strength of interaction (functional connectivity, FC) between two brain regions, the linear (Pearson) correlation coefficient of the respective time series is most commonly used. Since a potential use of nonlinear FC measures has recently been discussed in this and other fields, the question arises whether particular nonlinear FC measures would be more informative for the graph analysis than linear ones. We present a comparison of network analysis results obtained from the brain connectivity graphs capturing either full (both linear and nonlinear) or only linear connectivity using 24 sessions of human resting-state fMRI. For each session, a matrix of full connectivity between 90 anatomical parcel time series is computed using mutual information. For comparison, connectivity matrices obtained for multivariate linear Gaussian surrogate data that preserve the correlations, but remove any nonlinearity are generated. Binarizing these matrices using multiple thresholds, we generate graphs corresponding to linear and full nonlinear interaction structures. The effect of neglecting nonlinearity is then assessed by comparing the values of a range of graph-theoretical measures evaluated for both types of graphs. Statistical comparisons suggest a potential effect of nonlinearity on the local measures-clustering coefficient and betweenness centrality. Nevertheless, subsequent quantitative comparison shows that the nonlinearity effect is practically negligible when compared to the intersubject variability of the graph measures. Further, on the group-average graph level, the nonlinearity effect is unnoticeable.

• MeSH
• databáze jako téma MeSH
• dospělí MeSH
• lidé MeSH
• magnetická rezonanční tomografie MeSH
• mladý dospělý MeSH
• modely neurologické * MeSH
• mozek fyziologie   MeSH
• nelineární dynamika * MeSH
• nervová síť fyziologie   MeSH
• odpočinek fyziologie   MeSH
• statistika jako téma MeSH
• Check Tag
• dospělí MeSH
• lidé MeSH
• mladý dospělý MeSH
• mužské pohlaví MeSH
• ženské pohlaví MeSH
• Publikační typ
• časopisecké články MeSH
• práce podpořená grantem MeSH

Functional connectivity (FC) analysis is a prominent approach to analyzing fMRI data, especially acquired under the resting state condition. The commonly used linear correlation FC measure bears an implicit assumption of Gaussianity of the dependence structure. If only the marginals, but not all the bivariate distributions are Gaussian, linear correlation consistently underestimates the strength of the dependence. To assess the suitability of linear correlation and the general potential of nonlinear FC measures, we present a framework for testing and estimating the deviation from Gaussianity by means of comparing mutual information in the data and its Gaussianized counterpart. We apply this method to 24 sessions of human resting state fMRI. For each session, matrix of connectivities between 90 anatomical parcel time series is computed using mutual information and compared to results from its multivariate Gaussian surrogate that conserves the correlations but cancels any nonlinearity. While the group-level tests confirmed non-Gaussianity in the FC, the quantitative assessment revealed that the portion of mutual information neglected by linear correlation is relatively minor-on average only about 5% of the mutual information already captured by the linear correlation. The marginality of the non-Gaussianity was confirmed in comparisons using clustering of the parcels-the disagreement between clustering obtained from mutual information and linear correlation was attributable to random error. We conclude that for this type of data, practical relevance of nonlinear methods trying to improve over linear correlation might be limited by the fact that the data are indeed almost Gaussian.

• MeSH
• algoritmy MeSH
• dospělí MeSH
• Fourierova analýza MeSH
• kyslík krev   MeSH
• lidé MeSH
• lineární modely MeSH
• magnetická rezonanční tomografie * MeSH
• mladý dospělý MeSH
• nervové dráhy fyziologie   MeSH
• normální rozdělení MeSH
• odpočinek fyziologie   MeSH
• shluková analýza MeSH
• software MeSH
• Check Tag
• dospělí MeSH
• lidé MeSH
• mladý dospělý MeSH
• mužské pohlaví MeSH
• ženské pohlaví MeSH
• Publikační typ
• časopisecké články MeSH
• práce podpořená grantem MeSH
• Názvy látek
• kyslík MeSH