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Objectives: We develop a framework for the analysis of synergy and redundancy in the pattern of information flow between subsystems of a complex network. Methods: The presence of redundancy and/or synergy in multivariate time series data…

Information Theory · Computer Science 2016-05-17 Sebastiano Stramaglia , Leonardo Angelini , Guorong Wu , Jesus M. Cortés , Luca Faes , Daniele Marinazzo

We develop a theoretical framework for defining and identifying flows of information in computational systems. Here, a computational system is assumed to be a directed graph, with "clocked" nodes that send transmissions to each other along…

Information Theory · Computer Science 2023-07-21 Praveen Venkatesh , Sanghamitra Dutta , Pulkit Grover

Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex…

Neurons and Cognition · Quantitative Biology 2021-12-30 X. San Liang

Measures of information transfer have become a popular approach to analyze interactions in complex systems such as the Earth or the human brain from measured time series. Recent work has focused on causal definitions of information transfer…

Methodology · Statistics 2016-03-21 Jakob Runge

Deciphering brain network topology can enhance the depth of neuroscientific knowledge and facilitate the development of neural engineering methods. Effective connectivity, a measure of brain network dynamics, is particularly useful for…

Neurons and Cognition · Quantitative Biology 2023-12-01 Chun-Hsiang Chuang , Shao-Xun Fang , Chih-Sheng Huang , Weiping Ding

Identifying directed spectral information flow between multivariate time series is important for many applications in finance, climate, geophysics and neuroscience. Spectral Granger causality (SGC) is a prediction-based measure…

Signal Processing · Electrical Eng. & Systems 2024-11-14 Qiqi Xian , Zhe Sage Chen

That physiological oscillations of various frequencies are present in fMRI signals is the rule, not the exception. Herein, we propose a novel theoretical framework, spatio-temporal Granger causality, which allows us to more reliably and…

Applications · Statistics 2018-03-15 Qiang Luo , Wenlian Lu , Wei Cheng , Pedro A. Valdes-Sosa , Xiaotong Wen , Mingzhou Ding , Jianfeng Feng

Measures of the direction and strength of the interdependence between two time series are evaluated and modified in order to reduce the bias in the estimation of the measures, so that they give zero values when there is no causal effect.…

Data Analysis, Statistics and Probability · Physics 2015-05-27 A. Papana , D. Kugiumtzis , P. G. Larsson

Granger causality (GC), a popular statistical method for the inference of directional influences between time series measured from a complex network, is sensitive to high-order (non-pairwise) interactions which fundamentally shape the…

Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine…

Information Theory · Computer Science 2020-03-31 Sudam Surasinghe , Erik M. Bollt

Identifying the origin of nonequilibrium characteristics in a generic interacting system having multiple degrees of freedom is a challenging task. In this context, information theoretic measures such as mutual information and related…

Statistical Mechanics · Physics 2025-07-24 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

At present, multi-electrode array (MEA) approach and optical recording allow us to acquire plant electrical activity with higher spatio-temporal resolution. To understand the dynamic information flow of the electrical signaling system and…

Neurons and Cognition · Quantitative Biology 2017-04-03 Yang Chen , Dong-Jie Zhao , Chao Song , Wei-He Liu , Zi-Yang Wang , Zhong-Yi Wang , Guiliang Tang , Lan Huang

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…

Data Analysis, Statistics and Probability · Physics 2015-09-09 Alessandro Montalto , Sebastiano Stramaglia , Luca Faes , Giovanni Tessitore , Roberto Prevete , Daniele Marinazzo

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

In this letter we discuss use of Granger causality to the analyze systems of coupled circular variables, by modifying a recently proposed method for multivariate analysis of causality. We show the application of the proposed approach on…

Disordered Systems and Neural Networks · Physics 2015-05-13 Leonardo Angelini , Mario Pellicoro , Sebastiano Stramaglia

Dempster-Shafer theory of imprecise probabilities has proved useful to incorporate both nonspecificity and conflict uncertainties in an inference mechanism. The traditional Bayesian approach cannot differentiate between the two, and is…

Cryptography and Security · Computer Science 2015-03-20 Sari Haj Hussein

Granger causality has been employed to investigate causality relations between components of stationary multiple time series. We generalize this concept by developing statistical inference for local Granger causality for multivariate…

Methodology · Statistics 2025-08-12 Yan Liu , Masanobu Taniguchi , Hernando Ombao

In this work, we quantify the time scales and information flow associated with multiscale energy transfer in a weakly turbulent system. This is done through a greedy optimization algorithm which finds the maximum conditional-mutual…

Chaotic Dynamics · Physics 2026-01-13 Christopher W. Curtis , Erik M. Bollt

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

Like natural complex systems such as the Earth's climate or a living cell, semiconductor lithography systems are characterized by nonlinear dynamics across more than a dozen orders of magnitude in space and time. Thousands of sensors…

Information Theory · Computer Science 2021-04-07 Errol Zalmijn , Tom Heskes , Tom Claassen
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