Spatio-temporal Granger causality: a new framework
Qiang Luo, Wenlian Lu, Wei Cheng, Pedro A. Valdes-Sosa, Xiaotong Wen,, Mingzhou Ding, Jianfeng Feng

TL;DR
This paper introduces a new spatio-temporal Granger causality framework that improves the estimation of directed information flow in time-varying physiological signals like fMRI, outperforming traditional methods.
Contribution
It redefines Granger causality as a global index for time-varying data and demonstrates its advantages through theoretical analysis and numerical examples.
Findings
Finer spatio-temporal scales yield more accurate causality estimates.
The new framework outperforms traditional methods in consistency across scans.
Granger causality increases monotonically with temporal resolution.
Abstract
That physiological oscillations of various frequencies are present in fMRI signals is the rule, not the exception. Herein, we propose a novel theoretical framework, spatio-temporal Granger causality, which allows us to more reliably and precisely estimate the Granger causality from experimental datasets possessing time-varying properties caused by physiological oscillations. Within this framework, Granger causality is redefined as a global index measuring the directed information flow between two time series with time-varying properties. Both theoretical analyses and numerical examples demonstrate that Granger causality is a monotonically increasing function of the temporal resolution used in the estimation. This is consistent with the general principle of coarse graining, which causes information loss by smoothing out very fine-scale details in time and space. Our results confirm that…
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