Multivariate Frequency Domain Analysis of Causal Interactions in Physiological Time Series

The mission of this chapter is to enhance the theoretical interpretability of the available frequency domain measures of coupling and causality derived from the MVAR representation of multiple time series

Multiscale Granger causality

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well-established, multiscale analysis of directed interactions has never been formalized theoretically, and empirical evaluations are complicated by practical issues such as filtering and downsampling. Here we extend the very popular measure of Granger causality (GC), a prominent tool for assessing directed lagged interactions between joint processes, to quantify information transfer across multiple time scales. We show that the multiscale processing of a vector autoregressive (AR) process introduces a moving average (MA) component, and describe how to represent the resulting ARMA process using state space (SS) models and to combine the SS model parameters for computing exact GC values at arbitrarily large time scales. We exploit the theoretical formulation to identify peculiar features of multiscale GC in basic AR processes, and demonstrate with numerical simulations the much larger estimation accuracy of the SS approach compared with pure AR modeling of filtered and downsampled data. The improved computational reliability is exploited to disclose meaningful multiscale patterns of information transfer between global temperature and carbon dioxide concentration time series, both in paleoclimate and in recent years

Multiscale Analysis of Information Dynamics for Linear Multivariate Processes

In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving average (MA) component, we describe how to represent the resulting VARMA process using state-space (SS) models and how to exploit the SS model parameters to compute analytical measures of information storage and information transfer for the original and rescaled processes. The framework is then used to quantify multiscale information dynamics for simulated unidirectionally and bidirectionally coupled VAR processes, showing that rescaling may lead to insightful patterns of information storage and transfer but also to potentially misleading behaviors

Measuring Connectivity in Linear Multivariate Processes: Definitions, Interpretation, and Practical Analysis

This tutorial paper introduces a common framework for the evaluation of widely used frequency-domain measures of coupling (coherence, partial coherence) and causality (directed coherence, partial directed coherence) from the parametric representation of linear multivariate (MV) processes. After providing a comprehensive time-domain definition of the various forms of connectivity observed in MV processes, we particularize them to MV autoregressive (MVAR) processes and derive the corresponding frequency-domain measures. Then, we discuss the theoretical interpretation of these MVAR-based connectivity measures, showing that each of them reflects a specific time-domain connectivity definition and how this results in the description of peculiar aspects of the information transfer in MV processes. Furthermore, issues related to the practical utilization of these measures on real-time series are pointed out, including MVAR model estimation and significance assessment. Finally, limitations and pitfalls arising from model mis-specification are discussed, indicating possible solutions and providing practical recommendations for a safe computation of the connectivity measures. An example of estimation of the presented measures from multiple EEG signals recorded during a combined visuomotor task is also reported, showing how evaluation of coupling and causality in the frequency domain may help describing specific neurophysiological mechanisms

Information Transfer in Linear Multivariate Processes Assessed through Penalized Regression Techniques: Validation and Application to Physiological Networks

The framework of information dynamics allows the dissection of the information processed in a network of multiple interacting dynamical systems into meaningful elements of computation that quantify the information generated in a target system, stored in it, transferred to it from one or more source systems, and modified in a synergistic or redundant way. The concepts of information transfer and modification have been recently formulated in the context of linear parametric modeling of vector stochastic processes, linking them to the notion of Granger causality and providing efficient tools for their computation based on the state–space (SS) representation of vector autoregressive (VAR) models. Despite their high computational reliability these tools still suffer from estimation problems which emerge, in the case of low ratio between data points available and the number of time series, when VAR identification is performed via the standard ordinary least squares (OLS). In this work we propose to replace the OLS with penalized regression performed through the Least Absolute Shrinkage and Selection Operator (LASSO), prior to computation of the measures of information transfer and information modification. First, simulating networks of several coupled Gaussian systems with complex interactions, we show that the LASSO regression allows, also in conditions of data paucity, to accurately reconstruct both the underlying network topology and the expected patterns of information transfer. Then we apply the proposed VAR-SS-LASSO approach to a challenging application context, i.e., the study of the physiological network of brain and peripheral interactions probed in humans under different conditions of rest and mental stress. Our results, which document the possibility to extract physiologically plausible patterns of interaction between the cardiovascular, respiratory and brain wave amplitudes, open the way to the use of our new analysis tools to explore the emerging field of Network Physiology in several practical applications

Multivariate correlation measures reveal structure and strength of brain–body physiological networks at rest and during mental stress

In this work, we extend to the multivariate case the classical correlation analysis used in the field of network physiology to probe dynamic interactions between organ systems in the human body. To this end, we define different correlation-based measures of the multivariate interaction (MI) within and between the brain and body subnetworks of the human physiological network, represented, respectively, by the time series of delta, theta, alpha, and beta electroencephalographic (EEG) wave amplitudes, and of heart rate, respiration amplitude, and pulse arrival time (PAT) variability (eta, rho, pi). MI is computed: (i) considering all variables in the two subnetworks to evaluate overall brain-body interactions; (ii) focusing on a single target variable and dissecting its global interaction with all other variables into contributions arising from the same subnetwork and from the other subnetwork; and (iii) considering two variables conditioned to all the others to infer the network topology. The framework is applied to the time series measured from the EEG, electrocardiographic (ECG), respiration, and blood volume pulse (BVP) signals recorded synchronously via wearable sensors in a group of healthy subjects monitored at rest and during mental arithmetic and sustained attention tasks. We find that the human physiological network is highly connected, with predominance of the links internal of each subnetwork (mainly eta-rho and delta-theta, theta-alpha, alpha-beta), but also statistically significant interactions between the two subnetworks (mainly eta-beta and eta-delta). MI values are often spatially heterogeneous across the scalp and are modulated by the physiological state, as indicated by the decrease of cardiorespiratory interactions during sustained attention and by the increase of brain-heart interactions and of brain-brain interactions at the frontal scalp regions during mental arithmetic. These findings illustrate the complex and multi-faceted structure of interactions manifested within and between different physiological systems and subsystems across different levels of mental stress

Estimation of Granger causality through Artificial Neural Networks: applications to physiological systems and chaotic electronic oscillators

One of the most challenging problems in the study of complex dynamical systems is to find the statistical interdependencies among the system components. Granger causality (GC) represents one of the most employed approaches, based on modeling the system dynamics with a linear vector autoregressive (VAR) model and on evaluating the information flow between two processes in terms of prediction error variances. In its most advanced setting, GC analysis is performed through a statespace (SS) representation of the VAR model that allows to compute both conditional and unconditional forms of GC by solving only one regression problem. While this problem is typically solved through Ordinary Least Square (OLS) estimation, a viable alternative is to use Artificial Neural Networks (ANNs) implemented in a simple structure with one input and one output layer and trained in a way such that the weights matrix corresponds to the matrix of VAR parameters. In this work, we introduce an ANN combined with SS models for the computation of GC. The ANN is trained through the Stochastic Gradient Descent L1 (SGD-L1) algorithm, and a cumulative penalty inspired from penalized regression is applied to the network weights to encourage sparsity. Simulating networks of coupled Gaussian systems, we show how the combination of ANNs and SGD-L1 allows to mitigate the strong reduction in accuracy of OLS identification in settings of low ratio between number of time series points and of VAR parameters. We also report how the performances in GC estimation are influenced by the number of iterations of gradient descent and by the learning rate used for training the ANN. We recommend using some specific combinations for these parameters to optimize the performance of GC estimation. Then, the performances of ANN and OLS are compared in terms of GC magnitude and statistical significance to highlight the potential of the new approach to reconstruct causal coupling strength and network topology even in challenging conditions of data paucity. The results highlight the importance of of a proper selection of regularization parameter which determines the degree of sparsity in the estimated network. Furthermore, we apply the two approaches to real data scenarios, to study the physiological network of brain and peripheral interactions in humans under different conditions of rest and mental stress, and the effects of the newly emerged concept of remote synchronization on the information exchanged in a ring of electronic oscillators. The results highlight how ANNs provide a mesoscopic description of the information exchanged in networks of multiple interacting physiological systems, preserving the most active causal interactions between cardiovascular, respiratory and brain systems. Moreover, ANNs can reconstruct the flow of directed information in a ring of oscillators whose statistical properties can be related to those of physiological network

Staphylococcus epidermidis is a safer surrogate of Staphylococcus aureus in testing bacterial filtration efficiency of face masks

Face masks play a role in reducing the spread of airborne pathogens, providing that they have a good filtration performance, are correctly fitted and maintained. Bacterial Filtration Efficiency (BFE) is a key indicator for evaluating filtration performance according to both European and US standards, requiring the use of Staphylococcus aureus loaded aerosol. However, the generation and handling of a Biohazard group 2 bacterium aerosol require a careful management of the biological risk and pose limitations to the accessibility to this method. To mitigate these drawbacks, we investigated the use of S. epidermidis ATCC 12228, a Biohazard group 1 bacterium, as surrogate in BFE test. To this end, tests with the surrogate strain were performed to tune the method. Then, three face mask models, representative for both surgical and community masks, were tested according to the standard method and then using an aerosolized suspension of S. epidermidis. BFE% values were calculated for each mask model and tested microorganisms. Results showed that BFE test can be performed using the S. epidermidis instead of S. aureus, preserving results validity and turnaround time, but reducing residual risk for laboratory operators