Publications by authors named "Anna Krakovska"

In this study, the information flow time arrow is investigated for stochastic data defined by vector autoregressive models. The time series are analyzed forward and backward by different Granger causality detection methods. Besides the normal distribution, which is usually required for the validity of Granger causality analysis, several other distributions of predictive errors are considered.

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If deterministic dynamics is dominant in the data, then methods based on predictions in reconstructed state spaces can serve to detect causal relationships between and within the systems. Here we introduce two algorithms for such causal analysis. They are designed to detect causality from two time series but are potentially also applicable in a multivariate context.

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Using several methods for detection of causality in time series, we show in a numerical study that coupled chaotic dynamical systems violate the first principle of Granger causality that the cause precedes the effect. While such a violation can be observed in formal applications of time series analysis methods, it cannot occur in nature, due to the relation between entropy production and temporal irreversibility. The obtained knowledge, however, can help to understand the type of causal relations observed in experimental data, namely, it can help to distinguish linear transfer of time-delayed signals from nonlinear interactions.

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In this comparative study, six causality detection methods were compared, namely, the Granger vector autoregressive test, the extended Granger test, the kernel version of the Granger test, the conditional mutual information (transfer entropy), the evaluation of cross mappings between state spaces, and an assessment of predictability improvement due to the use of mixed predictions. Seven test data sets were analyzed: linear coupling of autoregressive models, a unidirectional connection of two Hénon systems, a unidirectional connection of chaotic systems of Rössler and Lorenz type and of two different Rössler systems, an example of bidirectionally connected two-species systems, a fishery model as an example of two correlated observables without a causal relationship, and an example of mediated causality. We tested not only 20000 points long clean time series but also noisy and short variants of the data.

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Nonparametric detection of coupling delay in unidirectionally and bidirectionally coupled nonlinear dynamical systems is examined. Both continuous and discrete-time systems are considered. Two methods of detection are assessed-the method based on conditional mutual information-the CMI method (also known as the transfer entropy method) and the method of convergent cross mapping-the CCM method.

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In this study, a method of causality detection was designed to reveal coupling between dynamical systems represented by time series. The method is based on the predictions in reconstructed state spaces. The results of the proposed method were compared with outcomes of two other methods, the Granger VAR test of causality and the convergent cross-mapping.

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Objective: The objective of this study is to find the best set of characteristics of polysomnographic signals for the automatic classification of sleep stages.

Methods: A selection was made from 74 measures, including linear spectral measures, interdependency measures, and nonlinear measures of complexity that were computed for the all-night polysomnographic recordings of 20 healthy subjects. The adopted multidimensional analysis involved quadratic discriminant analysis, forward selection procedure, and selection by the best subset procedure.

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Objective: The paper goes through the basic knowledge about classification of sleep stages from polysomnographic recordings. The next goal was to review and compare a large number of measures to find the suitable candidates for the study of sleep onset and sleep evolution.

Methods And Material: A huge number of characteristics, including relevant simple measures in time domain, characteristics of distribution, linear spectral measures, measures of complexity and interdependency measures were computed for polysomnographic recordings of 20 healthy subjects.

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