Koutlis Christos, Kugiumtzis Dimitris
Department of Electrical and Computer Engineering, Aristotle University of Thessaloniki, Thessaloniki 54124, Greece.
Chaos. 2016 Sep;26(9):093120. doi: 10.1063/1.4963175.
Measures of Granger causality on multivariate time series have been used to form the so-called causality networks. A causality network represents the interdependence structure of the underlying dynamical system or coupled dynamical systems, and its properties are quantified by network indices. In this work, it is investigated whether network indices on networks generated by an appropriate Granger causality measure can discriminate different coupling structures. The information based Granger causality measure of partial mutual information from mixed embedding (PMIME) is used to form causality networks, and a large number of network indices are ranked according to their ability to discriminate the different coupling structures. The evaluation of the network indices is done with a simulation study based on two dynamical systems, the coupled Mackey-Glass delay differential equations and the neural mass model, both of 25 variables, and three prototypes of coupling structures, i.e., random, small-world, and scale-free. It is concluded that the setting of PMIME combined with a network index attains high level of discrimination of the coupling structures solely on the basis of the observed multivariate time series. This approach is demonstrated to identify epileptic seizures emerging during electroencephalogram recordings.
多元时间序列的格兰杰因果关系度量已被用于构建所谓的因果关系网络。因果关系网络代表了潜在动态系统或耦合动态系统的相互依存结构,其属性由网络指标量化。在这项工作中,研究了由适当的格兰杰因果关系度量生成的网络上的网络指标是否能够区分不同的耦合结构。基于混合嵌入的部分互信息的信息论格兰杰因果关系度量(PMIME)被用于构建因果关系网络,并且根据大量网络指标区分不同耦合结构的能力对它们进行排序。网络指标的评估通过基于两个动态系统的模拟研究来完成,这两个动态系统分别是具有25个变量的耦合麦基-格拉斯延迟微分方程和神经质量模型,以及三种耦合结构的原型,即随机、小世界和无标度结构。得出的结论是,PMIME与网络指标相结合的设置仅基于观察到的多元时间序列就能实现对耦合结构的高度区分。该方法被证明能够识别脑电图记录过程中出现的癫痫发作。