64 research outputs found

    Local Granger causality

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    Granger causality (GC) is a statistical notion of causal influence based on prediction via linear vector autoregression. For Gaussian variables it is equivalent to transfer entropy, an information-theoretic measure of time-directed information transfer between jointly dependent processes. We exploit such equivalence and calculate exactly the local Granger causality, i.e., the profile of the information transferred from the driver to the target process at each discrete time point; in this frame, GC is the average of its local version. We show that the variability of the local GC around its mean relates to the interplay between driver and innovation (autoregressive noise) processes, and it may reveal transient instances of information transfer not detectable from its average values. Our approach offers a robust and computationally fast method to follow the information transfer along the time history of linear stochastic processes, as well as of nonlinear complex systems studied in the Gaussian approximation

    Synergistic information transfer in the global system of financial markets

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    Uncovering dynamic information flow between stock market indices has been the topic of several studies which exploited the notion of transfer entropy or Granger causality, its linear version. The output of the transfer entropy approach is a directed weighted graph measuring the information about the future state of each target provided by the knowledge of the state of each driving stock market index. In order to go beyond the pairwise description of the information flow, thus looking at higher order informational circuits, here we apply the partial information decomposition to triplets consisting of a pair of driving markets (belonging to America or Europe) and a target market in Asia. Our analysis, on daily data recorded during the years 2000 to 2019, allows the identification of the synergistic information that a pair of drivers carry about the target. By studying the influence of the closing returns of drivers on the subsequent overnight changes of target indexes, we find that (i) Korea, Tokyo, Hong Kong, and Singapore are, in order, the most influenced Asian markets; (ii) US indices SP500 and Russell are the strongest drivers with respect to the bivariate Granger causality; and (iii) concerning higher order effects, pairs of European and American stock market indices play a major role as the most synergetic three-variables circuits. Our results show that the Synergy, a proxy of higher order predictive information flow rooted in information theory, provides details that are complementary to those obtained from bivariate and global Granger causality, and can thus be used to get a better characterization of the global financial system

    Quantifying high-order interdependencies on individual patterns via the local O-information: Theory and applications to music analysis

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    High-order, beyond-pairwise interdependencies are at the core of biological, economic, and social complex systems, and their adequate analysis is paramount to understand, engineer, and control such systems. This paper presents a framework to measure high-order interdependence that disentangles their effect on each individual pattern exhibited by a multivariate system. The approach is centered on the local O-information, a new measure that assesses the balance between synergistic and redundant interdependencies at each pattern. To illustrate the potential of this framework, we present a detailed analysis of music scores from J. S. Bach, which reveals how high-order interdependence is deeply connected with highly nontrivial aspects of the musical discourse. Our results place the local O-information as a promising tool of wide applicability, which opens other perspectives for analyzing high-order relationships in the patterns exhibited by complex systems

    Flow of foam through a convergent channel

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    International audienceWe study experimentally the flow of a foam confined as a bubble monolayer between two plates through a convergent channel. We quantify the velocity, the distribution and orientation of plastic events, and the elastic stress, using image analysis. We use two different soap solutions: a sodium dodecyl sulfate (SDS) solution, with a negligible wall friction between the bubbles and the confining plates, and a mixture containing a fatty acid, giving a large wall friction. We show that for SDS solutions, the velocity profile obeys a self-similar form which results from the superposition of plastic events, and the elastic deformation is uniform. For the other solution, the velocity field differs and the elastic deformation increases towards the exit of the channel. We discuss and quantify the role of wall friction on the velocity profile, the elastic deformation, and the rate of plastic events

    Disease-specific and general health-related quality of life in newly diagnosed prostate cancer patients: The Pros-IT CNR study

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    Background: The National Research Council (CNR) prostate cancer monitoring project in Italy (Pros-IT CNR) is an observational, prospective, ongoing, multicentre study aiming to monitor a sample of Italian males diagnosed as new cases of prostate cancer. The present study aims to present data on the quality of life at time prostate cancer is diagnosed. Methods: One thousand seven hundred five patients were enrolled. Quality of life is evaluated at the time cancer was diagnosed and at subsequent assessments via the Italian version of the University of California Los Angeles-Prostate Cancer Index (UCLA-PCI) and the Short Form Health Survey (SF-12). Results: At diagnosis, lower scores on the physical component of the SF-12 were associated to older ages, obesity and the presence of 3+ moderate/severe comorbidities. Lower scores on the mental component were associated to younger ages, the presence of 3+ moderate/severe comorbidities and a T-score higher than one. Urinary and bowel functions according to UCLA-PCI were generally good. Almost 5% of the sample reported using at least one safety pad daily to control urinary loss; less than 3% reported moderate/severe problems attributable to bowel functions, and sexual function was a moderate/severe problem for 26.7%. Diabetes, 3+ moderate/severe comorbidities, T2 or T3-T4 categories and a Gleason score of eight or more were significantly associated with lower sexual function scores at diagnosis. Conclusions: Data collected by the Pros-IT CNR study have clarified the baseline status of newly diagnosed prostate cancer patients. A comprehensive assessment of quality of life will allow to objectively evaluate outcomes of different profile of care

    Detection of Orf virus and papillomavirus out of samples from goats and cattle which were gathered by multiplex PCR Romania

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    The lesions which appear on the skin and are caused by parapoxvirus, herpesviruses and papillomavirus, depending on they’re gravity, can produce large economic losses. The identification of viral species with different laboratory methods can facilitate making a correct diagnostic in identifying the infectious entity. The most common encountered injuries , especially on goats and kids, have an oral location, breasts, eyes and genital and podal. On the other side on cattles infected with papillomavirus the lesions are multiple and spread all over the body. To identify the etiologic agent from goats and cattle with skin lesions, tissue samples were collected and scabs. The virus identification was made with molecural biology techniques. The PCR method revealed the viral DNA, thus identifying a portion of the B2L preserved gene which is then amplified using primers PPP1-PPP4. For papillomavirus detection, primers FAP59 and FAP 64 were used to conserve the L1 human gene, primers that can help detect other types of papillomavirus from other species. The PCR results showed that lesions from goats were made by Orf virus, a virus that belongs to the papillomavirus gene, as for cattles the bovine papillomavirus. Studies have shown that PCR is a rapid laboratory method which can be used to identify the viral agent that causes severe skin lesions

    Development of a rapid LC-MS/MS method for ribavirun determination in rat brain

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    A rapid and specific liquid chromatography tandem mass spectrometry (LC-MS/MS) method for the determination of ribavirin (RBV) in rat brain was developed. Sample preparation required only two centrifuge steps before LC-MS/MS analysis and the chromatographic separation was achieved in isocratic conditions using an Atlantis T3 column with a nearly totally aqueous (95%) mobile phase. The method showed a good linearity over a concentration range of 5-1000 ppb and satisfactory results in terms of accuracy
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