Investigating dynamic causalities in reaction systems

Reaction systems are a qualitative formalism for modeling systems of biochemical reactions characterized by the non-permanency of the elements: molecules disappear if not produced by any enabled reaction. Moreover, reaction systems execute in an environment that provides new molecules at each step. Brijder, Ehrenfeucht and Rozenberg investigated dynamic causalities in reaction systems by introducing the idea of predictors. A predictor of a molecule s, for a given n, is the set of molecules to be observed in the environment in order to determine whether s is produced or not by the system at step n. In this paper, we continue the investigation on dynamic causalities by defining an abstract interpretation framework containing three different notions of predictor: Formula based predictors, that is a propositional logic formula that precisely characterizes environments that lead to the production of s after n steps; Multi-step based predictors, that consist of n sets of molecules to be observed in the environment, one for each step; and Set based predictors, that are those proposed by Brijder, Ehrenfeucht and Rozenberg, and consist of a unique set of molecules to be observed in all steps. For each kind of predictor we define an effective operator that allows predictors to be computed for any molecule s and number of steps n. The abstract interpretation framework allows us to compare the three notions of predictor in terms of precision, to relate the three defined operators and to compute minimal predictors. We also discuss a generalization of this approach that allows predictors to be defined independently of the value of n, and a tabling approach for the practical use of predictors on reaction systems models. As an application, we use predictors, generalization and tabling to give theoretical grounds to previously obtained results on a model of gene regulation

Beyond element-wise interactions: identifying complex interactions in biological processes

Background: Biological processes typically involve the interactions of a number of elements (genes, cells) acting on each others. Such processes are often modelled as networks whose nodes are the elements in question and edges pairwise relations between them (transcription, inhibition). But more often than not, elements actually work cooperatively or competitively to achieve a task. Or an element can act on the interaction between two others, as in the case of an enzyme controlling a reaction rate. We call “complex” these types of interaction and propose ways to identify them from time-series observations. Methodology: We use Granger Causality, a measure of the interaction between two signals, to characterize the influence of an enzyme on a reaction rate. We extend its traditional formulation to the case of multi-dimensional signals in order to capture group interactions, and not only element interactions. Our method is extensively tested on simulated data and applied to three biological datasets: microarray data of the Saccharomyces cerevisiae yeast, local field potential recordings of two brain areas and a metabolic reaction. Conclusions: Our results demonstrate that complex Granger causality can reveal new types of relation between signals and is particularly suited to biological data. Our approach raises some fundamental issues of the systems biology approach since finding all complex causalities (interactions) is an NP hard problem

Detecting and tracking time-varying causality with applications to EEG data

This paper introduces a novel method called the ERR-Causality, or Error Reduction Ratio Causality test, that can be used to detect and track causal relationships between two signals using a new adaptive forward orthogonal least squares (Adaptive-Forward-OLS) algorithm. In comparison to the traditional Granger method, one advantage of the new ERR-Causality test is that it can effectively detect the time-varying direction of linear or nonlinear causality between two signals without fitting a complete model. Another important advantage is that the ERR-Causality test can detect both the direction of interactions and estimate the relative time shift between the two signals. Several numerical examples are provided to illustrate the effectiveness of the new method for causal relationship detection between two signals. An important real application, relating to the analysis of the causality of EEG signals from different cortical sites which can be very useful for understanding brain activity during an epileptic seizure by inspecting the high-resolution time varying directed information flow, is also discussed

Generalized contexts for reaction systems: definition and study of dynamic causalities

Reaction systems are a qualitative formalism for the modelling of systems of biochemical reactions. In their original formulation, a reaction system executes in an environment (or context) that can supply it with new objects at each evolution step. The context drives the behaviour of a reaction system: it can provide different inputs to the system that can lead to different behaviours. In order to more faithfully deal with open systems, in this paper we propose a more powerful notion of context having not only the capability to provide objects, but also to absorb (or remove) objects at each evolution step. For such reaction systems with generalized context we investigate properties of dynamic causality by revising the previously proposed concept of formula based predictor. A formula based predictor is a Boolean formula characterising all contexts that lead to the production of a certain object after a given number of steps. In this paper, we revise the theory of formula based predictors in order to deal with reaction systems executed in a context of the new kind. As applications, we show an example of interaction between biochemical pathways and a reaction system modelling cell metabolism and respiration

The MVGC multivariate Granger causality toolbox: a new approach to Granger-causal inference

Background: Wiener-Granger causality (“G-causality”) is a statistical notion of causality applicable to time series data, whereby cause precedes, and helps predict, effect. It is defined in both time and frequency domains, and allows for the conditioning out of common causal influences. Originally developed in the context of econometric theory, it has since achieved broad application in the neurosciences and beyond. Prediction in the G-causality formalism is based on VAR (Vector AutoRegressive) modelling. New Method: The MVGC Matlab c Toolbox approach to G-causal inference is based on multiple equivalent representations of a VAR model by (i) regression parameters, (ii) the autocovariance sequence and (iii) the cross-power spectral density of the underlying process. It features a variety of algorithms for moving between these representations, enabling selection of the most suitable algorithms with regard to computational efficiency and numerical accuracy. Results: In this paper we explain the theoretical basis, computational strategy and application to empirical G-causal inference of the MVGC Toolbox. We also show via numerical simulations the advantages of our Toolbox over previous methods in terms of computational accuracy and statistical inference. Comparison with Existing Method(s): The standard method of computing G-causality involves estimation of parameters for both a full and a nested (reduced) VAR model. The MVGC approach, by contrast, avoids explicit estimation of the reduced model, thus eliminating a source of estimation error and improving statistical power, and in addition facilitates fast and accurate estimation of the computationally awkward case of conditional G-causality in the frequency domain. Conclusions: The MVGC Toolbox implements a flexible, powerful and efficient approach to G-causal inference. Keywords: Granger causality, vector autoregressive modelling, time series analysi

A parametric time frequency-conditional Granger causality method using ultra-regularized orthogonal least squares and multiwavelets for dynamic connectivity analysis in EEGs

Objective: This study proposes a new para-metric TF-CGC (time-frequency conditional Granger causality) method for high-precision connectivity analysis over time and frequency domain in multivariate coupling nonstationary systems, and applies it to source EEG signals to reveal dynamic interaction patterns in oscillatory neo-cortical sensorimotor networks. Methods: The Geweke's spectral measure is combined with the TVARX (time-varying autoregressive with exogenous input) model-ling approach, which uses multiwavelet-based ul-tra-regularized orthogonal least squares (UROLS) algo-rithm aided by APRESS (adjustable prediction error sum of squares), to obtain high-resolution time-varying CGC representations. The UROLS-APRESS algorithm, which adopts both the regularization technique and the ultra-least squares criterion to measure not only the signal themselves but also the weak derivatives of them, is a novel powerful method in constructing time-varying models with good generalization performance, and can accurately track smooth and fast changing causalities. The generalized measurement based on CGC decomposition is able to eliminate indirect influences in multivariate systems. Re-sults: The proposed method is validated on two simulations and then applied to source level motor imagery (MI) EEGs, where the predicted distributions are well recovered with high TF precision, and the detected connectivity patterns of MI-EEGs are physiologically interpretable and yield new insights into the dynamical organization of oscillatory cor-tical networks. Conclusion: Experimental results confirm the effectiveness of the TF-CGC method in tracking rapidly varying causalities of EEG-based oscillatory networks. Significance: The novel TF-CGC method is expected to provide important information of neural mechanisms of perception and cognition

Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects

In this paper, we perform Granger causality analysis on stock market indices from several Asian, European, and U.S. markets. Using daily data, we point out the potential problems caused by the presence of nonsynchronous trading effects. We deal with two kinds of nonsynchronicity – one induced by differing numbers of observations in the series being analyzed and the other related to the different time zones in which the markets operate. To address the first problem, we propose a data-matching process. To address the second problem, we modify the regressions used in the Granger causality testing. When comparing the empirical results obtained using the standard technique and our modified methodology, we find substantially different results. Most of the relationships that are subject to nonsynchronous trading are not significant in the general case. However, when we use the adjusted methodology, the null hypothesis of a Granger non-causal relationship is rejected in all cases.stock market integration, nonsynchronous trading, Granger causality

How is monetary policy transmitted to the human development index?

Abstract. Identifying the monetary policy transmission channels to the Human Development Index (HDI) is a matter of great concern for analysts and economic policy decision takers, dealing with social welfare in the less developed countries. The exploration of those transmission mechanisms, using the conventional structural Autoregressive methodology, with Cameroon data from the World Bank, Beac and UNDP, on the period from 1990 to 2015, points out that HDI reacts significantly to the monetary policy impulses in a two years delay, through two channels: the “income-consumption channel” and “credit-consumption channel”. In addition, it appears that inflation has a negative effect on the HDI.Keywords. Monetary policy, Transmission channels, Human Development Index, Cameroun, VAR, Credit, Final consumption.JEL. E52, E58, E51, E54, O15, O23, D60

South American Expert Roundtable : increasing adaptive governance capacity for coping with unintended side effects of digital transformation

This paper presents the main messages of a South American expert roundtable (ERT) on the unintended side effects (unseens) of digital transformation. The input of the ERT comprised 39 propositions from 20 experts representing 11 different perspectives. The two-day ERT discussed the main drivers and challenges as well as vulnerabilities or unseens and provided suggestions for: (i) the mechanisms underlying major unseens; (ii) understanding possible ways in which rebound effects of digital transformation may become the subject of overarching research in three main categories of impact: development factors, society, and individuals; and (iii) a set of potential action domains for transdisciplinary follow-up processes, including a case study in Brazil. A content analysis of the propositions and related mechanisms provided insights in the genesis of unseens by identifying 15 interrelated causal mechanisms related to critical issues/concerns. Additionally, a cluster analysis (CLA) was applied to structure the challenges and critical developments in South America. The discussion elaborated the genesis, dynamics, and impacts of (groups of) unseens such as the digital divide (that affects most countries that are not included in the development of digital business, management, production, etc. tools) or the challenge of restructuring small- and medium-sized enterprises (whose service is digitally substituted by digital devices). We identify specific issues and effects (for most South American countries) such as lack of governmental structure, challenging geographical structures (e.g., inclusion in high-performance transmission power), or the digital readiness of (wide parts) of society. One scientific contribution of the paper is related to the presented methodology that provides insights into the phenomena, the causal chains underlying “wanted/positive” and “unwanted/negative” effects, and the processes and mechanisms of societal changes caused by digitalization