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We introduce graphical time series models for the analysis of dynamic relationships among variables in multivariate time series. The modelling approach is based on the notion of strong Granger causality and can be applied to time series…

Statistics Theory · Mathematics 2011-07-18 Michael Eichler

Recent advances in interrupted time series analysis permit characterization of a typical non-linear interruption effect through use of generalized additive models. Concurrently, advances in latent time series modeling allow efficient…

Applications · Statistics 2025-11-11 RJ Waken , Fengxian Wang , Sarah A. Eisenstein , Tim McBride , Kim Johnson , Karen Joynt-Maddox

In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…

Methodology · Statistics 2020-05-01 Erik Scharwächter , Emmanuel Müller

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

Measuring the statistical dependence between observed signals is a primary tool for scientific discovery. However, biological systems often exhibit complex non-linear interactions that currently cannot be captured without a priori knowledge…

We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual…

Machine Learning · Computer Science 2017-08-09 Janne Leppä-aho , Santeri Räisänen , Xiao Yang , Teemu Roos

The analysis of large experimental datasets frequently reveals significant interactions that are difficult to interpret within the theoretical framework guiding the research. Some of these interactions actually arise from the presence of…

Applications · Statistics 2017-09-19 Hannes Matuschek , Reinhold Kliegl

A coupled map is suggested to investigate various spatial or temporal designs in biology: Several cells (or tissues) in an organ are considered as connected to each other in terms of some molecular diffusions or electrical potential…

General Physics · Physics 2011-06-07 Caglar Tuncay

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…

Data Analysis, Statistics and Probability · Physics 2012-08-09 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

Identifying causal relations among simultaneously acquired signals is an important problem in multivariate time series analysis. For linear stochastic systems Granger proposed a simple procedure called the Granger causality to detect such…

Chaotic Dynamics · Physics 2009-11-10 Yonghong Chen , Govindan Rangarajan , Jianfeng Feng , Mingzhou Ding

Normative modeling has recently been introduced as a promising approach for modeling variation of neuroimaging measures across individuals in order to derive biomarkers of psychiatric disorders. Current implementations rely on Gaussian…

Machine Learning · Statistics 2019-04-16 Seyed Mostafa Kia , Andre F. Marquand

We establish a novel approach to probing spatially resolved multi-time correlation functions of interacting many-body systems, with scalable experimental overhead. Specifically, designing nonlinear measurement protocols for multidimensional…

Quantum Physics · Physics 2014-10-07 M. Gessner , F. Schlawin , H. Haeffner , S. Mukamel , A. Buchleitner

Time series analysis has become increasingly important in various domains, and developing effective models relies heavily on high-quality benchmark datasets. Inspired by the success of Natural Language Processing (NLP) benchmark datasets in…

Computation and Language · Computer Science 2024-10-15 Mohammad Asif Ibna Mustafa , Ferdinand Heinrich

We study the synchronization between left and right hemisphere rat EEG channels by using various synchronization measures, namely non-linear interdependences, phase-synchronizations, mutual information, cross-correlation and the coherence…

Chaotic Dynamics · Physics 2016-09-08 R. Quian Quiroga , A. Kraskov , T. Kreuz , P. Grassberger

Multi-modality imaging improves disease diagnosis and reveals distinct deviations in tissues with anatomical properties. The existence of completely aligned and paired multi-modality neuroimaging data has proved its effectiveness in brain…

Image and Video Processing · Electrical Eng. & Systems 2023-09-26 Guoyang Xie , Yawen Huang , Jinbao Wang , Jiayi Lyu , Feng Zheng , Yefeng Zheng , Yaochu Jin

Factor analysis (FA) is a statistical tool for studying how observed variables with some mutual dependences can be expressed as functions of mutually independent unobserved factors, and it is widely applied throughout the psychological,…

Machine Learning · Statistics 2023-06-01 Alex Markham , Mingyu Liu , Bryon Aragam , Liam Solus

Hypothesis testing based on surrogate data has emerged as a popular way to test the null hypothesis that a signal is a realization of a linear stochastic process. Typically, this is done by generating surrogates which are made to conform to…

Chaotic Dynamics · Physics 2010-08-12 Diego Guarin , Alvaro Orozco , Edilson Delgado

The joint alignment of multivariate functional data plays an important role in various fields such as signal processing, neuroscience and medicine, including the statistical analysis of data from wearable devices. Traditional methods often…

Signal Processing · Electrical Eng. & Systems 2023-12-18 Vi Thanh Pham , Jonas Bille Nielsen , Klaus Fuglsang Kofoed , Jørgen Tobias Kühl , Andreas Kryger Jensen

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…

Statistical Finance · Quantitative Finance 2013-05-02 Galen Sher , Pedro Vitoria

The brain is an intricately structured organ responsible for the rich emergent dynamics that support the complex cognitive functions we enjoy as humans. With around $10^{11}$ neurons and $10^{15}$ synapses, understanding how the human brain…

Neurons and Cognition · Quantitative Biology 2019-02-12 Jason Z. Kim , Danielle S. Bassett
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