Related Experiment Video
Updated: Oct 8, 2025

Application of Granger Causality Analysis of the Directed Functional Connection in Alzheimer's Disease and Mild Cognitive Impairment
Published on: August 7, 2017
A Nonlinear Effective Connectivity Measure Based on Granger Causality and Volterra Series
Abstract:
Estimating effective connectivity, especially in brain networks, is an important topic to find out the brain functions. Various effective connectivity measures are presented, but they have drawbacks, including bivariate structure, the problem in detecting nonlinear interactions, and high computational cost. In this paper, we have proposed a novel multivariate effective connectivity measure based on a hierarchical realization of the Volterra series model and Granger causality concept, namely hierarchical Volterra Granger causality (HVGC). HVGC is a multivariate connectivity measure that can detect linear and nonlinear causal effects. The performance of HVGC is compared with Granger causality index (GCI), conditional Granger causality index (CGCI), transfer entropy (TE), phase transfer entropy (Phase TE), and partial transfer entropy (Partial TE) in simulated and physiological datasets. In addition to accuracy, specificity, and sensitivity, the Matthews correlation coefficient (MCC) is used to evaluate the connectivity estimation in simulated datasets. Furthermore influence of different SNRs is investigated on the estimated connectivity. The obtained results show that HVGC with a minimum MCC of 0.76 performs well in the detection of both linear and nonlinear interactions in simulated data. HVGC is also applied to a physiological dataset that was cardiorespiratory interaction signals recorded during sleep from a patient suffering from sleep apnea. The results of this dataset also demonstrate the capability of the proposed method in the detection of causal interactions. Applying HVGC on the simulated fMRI dataset led to a high MCC of 0.78. Moreover, the results indicate that HVGC has slight changes in different SNRs. The results indicate that HVGC can estimate the causal effects of a linear and nonlinear system with a low computational cost and it is slightly affected by noise.
Related Concept Videos
Linear Approximation in Frequency Domain
In contrast, nonlinear systems do not inherently possess these properties. However, for small deviations around an operating point, a nonlinear system can often be approximated as linear....
Region of Convergence of Laplace Tarnsform
Consider a decaying exponential signal that begins at a specific time. When deriving its Laplace transform, the time-domain variable is replaced with a complex variable. This...
Calculating and Interpreting the Linear Correlation Coefficient
Noncompartmental Analysis: Statistical Moment Theory
Correlation and Causation
Correlation versus Causation
If the dependent variable increases or decreases when the independent variable increases, there is a positive or negative...
Transmission-Line Differential Equations
Line Section Model
A circuit representing a line section of length Δx helps in understanding the transmission line parameters. The voltage V(x) and current i(x) are measured...

