Related papers: A Parametric Time Frequency-Conditional Granger Ca…
We study Granger causality testing for high-dimensional time series using regularized regressions. To perform proper inference, we rely on heteroskedasticity and autocorrelation consistent (HAC) estimation of the asymptotic variance and…
Temporal Knowledge Graph Reasoning (TKGR) aims at inferring missing (especially future) events from historical data. Current evaluation in TKGR uniformly weights all events, ignoring that most are trivial repetitions, which overestimate the…
Wireless electroencephalogram (EEG) sensors have been successfully applied in many medical and computer brain interface classifications. A common characteristic of wireless EEG sensors is that they are low powered devices, and hence an…
Spatio-temporal forecasting of future values of spatially correlated time series is important across many cyber-physical systems (CPS). Recent studies offer evidence that the use of graph neural networks to capture latent correlations…
Oscillatory processes are central for the understanding of the neural bases of cognition and behaviour. To analyse these processes, time-frequency (TF) decomposition methods are applied and non-parametric cluster-based statistical procedure…
Multivariate Time-Series (MTS) data is crucial in various application fields. With its sequential and multi-source (multiple sensors) properties, MTS data inherently exhibits Spatial-Temporal (ST) dependencies, involving temporal…
Characterising cause-effect relationships in complex systems is fundamental to understanding their underlying mechanisms. Granger causality (GC) remains a widely used computational tool for identifying causal relationships in time series…
Sparse autoencoders can localize where concepts live in language models, but not how they interact during multi-step reasoning. We propose Causal Concept Graphs (CCG): a directed acyclic graph over sparse, interpretable latent features,…
Early recognition of abnormal rhythms in ECG signals is crucial for monitoring and diagnosing patients' cardiac conditions, increasing the success rate of the treatment. Classifying abnormal rhythms into exact categories is very challenging…
The problem of estimating high-dimensional network models arises naturally in the analysis of many physical, biological and socio-economic systems. Examples include stock price fluctuations in financial markets and gene regulatory networks…
Electroencephalography (EEG) is a vital tool to measure and record brain activity in neuroscience and clinical applications, yet its potential is constrained by signal heterogeneity, low signal-to-noise ratios, and limited labeled datasets.…
The available evidence suggests that dynamic functional connectivity (dFC) can capture time-varying abnormalities in brain activity in resting-state cerebral functional magnetic resonance imaging (rs-fMRI) data and has a natural advantage…
Granger causality, a popular method for determining causal influence between stochastic processes, is most commonly estimated via linear autoregressive modeling. However, this approach has a serious drawback: if the process being modeled…
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…
Portable heart rate monitoring (HRM) systems based on electrocardiograms (ECGs) have become increasingly crucial for preventing lifestyle diseases. For such portable systems, minimizing power consumption and sampling rate is critical due to…
This paper considers a time-varying vector error-correction model that allows for different time series behaviours (e.g., unit-root and locally stationary processes) to interact with each other to co-exist. From practical perspectives, this…
Cardiotocography (CTG) is a key element when it comes to monitoring fetal well-being. Obstetricians use it to observe the fetal heart rate (FHR) and the uterine contraction (UC). The goal is to determine how the fetus reacts to the…
We propose a novel computational framework for analyzing electroencephalography (EEG) time series using methods from stringology, the study of efficient algorithms for string processing, to systematically identify and characterize recurrent…
The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimating Granger causality is essential in order to account for…
Aligning physiological parameter labels with large-scale photoplethysmographic (PPG) data for deep learning is challenging and resource-intensive. While self-supervised representation learning (SSRL) can handle limited annotated data, the…