805 resultados para Granger causality.
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Optimal adjustment of brain networks allows the biased processing of information in response to the demand of environments and is therefore prerequisite for adaptive behaviour. It is widely shown that a biased state of networks is associated with a particular cognitive process. However, those associations were identified by backward categorization of trials and cannot provide a causal association with cognitive processes. This problem still remains a big obstacle to advance the state of our field in particular human cognitive neuroscience. In my talk, I will present two approaches to address the causal relationships between brain network interactions and behaviour. Firstly, we combined connectivity analysis of fMRI data and a machine leaning method to predict inter-individual differences of behaviour and responsiveness to environmental demands. The connectivity-based classification approach outperforms local activation-based classification analysis, suggesting that interactions in brain networks carry information of instantaneous cognitive processes. Secondly, we have recently established a brand new method combining transcranial alternating current stimulation (tACS), transcranial magnetic stimulation (TMS), and EEG. We use the method to measure signal transmission between brain areas while introducing extrinsic oscillatory brain activity and to study causal association between oscillatory activity and behaviour. We show that phase-matched oscillatory activity creates the phase-dependent modulation of signal transmission between brain areas, while phase-shifted oscillatory activity blunts the phase-dependent modulation. The results suggest that phase coherence between brain areas plays a cardinal role in signal transmission in the brain networks. In sum, I argue that causal approaches will provide more concreate backbones to cognitive neuroscience.
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Complex systems in causal relationships are known to be circular rather than linear; this means that a particular result is not produced by a single cause, but rather that both positive and negative feedback processes are involved. However, although interpreting systemic interrelationships requires a language formed by circles, this has only been developed at the diagram level, and not from an axiomatic point of view. The first difficulty encountered when analysing any complex system is that usually the only data available relate to the various variables, so the first objective was to transform these data into cause-and-effect relationships. Once this initial step was taken, our discrete chaos theory could be applied by finding the causal circles that will form part of the system attractor and allow their behavior to be interpreted. As an application of the technique presented, we analyzed the system associated with the transcription factors of inflammatory diseases.
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The aim of this paper is to propose a mathematical model to determine invariant sets, set covering, orbits and, in particular, attractors in the set of tourism variables. Analysis was carried out based on a pre-designed algorithm and applying our interpretation of chaos theory developed in the context of General Systems Theory. This article sets out the causal relationships associated with tourist flows in order to enable the formulation of appropriate strategies. Our results can be applied to numerous cases. For example, in the analysis of tourist flows, these findings can be used to determine whether the behaviour of certain groups affects that of other groups and to analyse tourist behaviour in terms of the most relevant variables. Unlike statistical analyses that merely provide information on current data, our method uses orbit analysis to forecast, if attractors are found, the behaviour of tourist variables in the immediate future.
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Mode of access: Internet.
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Mode of access: Internet.
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Mode of access: Internet.
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Mode of access: Internet.
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Vector error-correction models (VECMs) have become increasingly important in their application to financial markets. Standard full-order VECM models assume non-zero entries in all their coefficient matrices. However, applications of VECM models to financial market data have revealed that zero entries are often a necessary part of efficient modelling. In such cases, the use of full-order VECM models may lead to incorrect inferences. Specifically, if indirect causality or Granger non-causality exists among the variables, the use of over-parameterised full-order VECM models may weaken the power of statistical inference. In this paper, it is argued that the zero–non-zero (ZNZ) patterned VECM is a more straightforward and effective means of testing for both indirect causality and Granger non-causality. For a ZNZ patterned VECM framework for time series of integrated order two, we provide a new algorithm to select cointegrating and loading vectors that can contain zero entries. Two case studies are used to demonstrate the usefulness of the algorithm in tests of purchasing power parity and a three-variable system involving the stock market.