Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of the effect time series is influenced by a combination of other time series with a fixed time delay. The assumption of fixed time delay also exists in Transfer Entropy, which is considered to be a non-linear version of Granger causality. However, the assumption of the fixed time delay does not hold in many applications, such as collective behavior, financial markets, and many natural phenomena. To address this issue, we develop Variable-lag Granger causality and Variable-lag Transfer Entropy, generalizations of both Granger causality and Transfer Entropy that relax the assumption of the fixed time delay and allow causes to influence effects with arbitrary time delays. In addition, we propose methods for inferring both Variable-lag Granger causality and Transfer Entropy relations. In our approaches, we utilize an optimal warping path of Dynamic Time Warping to infer variable-lag causal relations. We demonstrate our approaches on an application for studying coordinated collective behavior and other real-world casual-inference datasets and show that our proposed approaches perform better than several existing methods in both simulated and real-world datasets. Our approaches can be applied in any domain of time series analysis. The software of this work is available in the R-CRAN package: VLTimeCausality.
27 June 2018 in ACM Transactions on Knowledge Discovery From Data
Behavior initiation is a form of leadership and is an important aspect of social organization that affects the processes of group formation, dynamics, and decision-making in human societies and other social animal species. In this work, we formalize the C oordination I nitiator I nference P roblem and propose a simple yet powerful framework for extracting periods of coordinated activity and determining individuals who initiated this coordination, based solely on the activity of individuals within a group during those periods. The proposed approach, given arbitrary individual time series, automatically (1) identifies times of coordinated group activity, (2) determines the identities of initiators of those activities, and (3) classifies the likely mechanism by which the group coordination occurred, all of which are novel computational tasks. We demonstrate our framework on both simulated and real-world data: trajectories tracking of animals as well as stock market data. Our method is competitive with existing global leadership inference methods but provides the first approaches for local leadership and coordination mechanism classification. Our results are consistent with ground-truthed biological data and the framework finds many known events in financial data which are not otherwise reflected in the aggregate NASDAQ index. Our method is easily generalizable to any coordinated time series data from interacting entities.
Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of the effect time series is influenced by a combination of other time series with a fixed time delay. However, the assumption of the fixed time delay does not hold in many applications, such as collective behavior, financial markets, and many natural phenomena. To address this issue, we develop variable-lag Granger causality, a generalization of Granger causality that relaxes the assumption of the fixed time delay and allows causes to influence effects with arbitrary time delays. In addition, we propose a method for inferring variable-lag Granger causality relations. We demonstrate our approach on an application for studying coordinated collective behavior and show that it performs better than several existing methods in both simulated and real-world datasets. Our approach can be applied in any domain of time series analysis.
7 May 2014 in IEEE/ACM Transactions on Computational Biology and Bioinformatics
Understanding genetic differences among populations is one of the most important issues in population genetics. Genetic variations, e.g., single nucleotide polymorphisms, are used to characterize commonality and difference of individuals from various populations. This paper presents an efficient graph-based clustering framework which operates iteratively on the Neighbor-Joining (NJ) tree called the iNJclust algorithm. The framework uses well-known genetic measurements, namely the allele-sharing distance, the neighbor-joining tree, and the fixation index. The behavior of the fixation index is utilized in the algorithm's stopping criterion. The algorithm provides an estimated number of populations, individual assignments, and relationships between populations as outputs. The clustering result is reported in the form of a binary tree, whose terminal nodes represent the final inferred populations and the tree structure preserves the genetic relationships among them. The clustering performance and the robustness of the proposed algorithm are tested extensively using simulated and real data sets from bovine, sheep, and human populations. The result indicates that the number of populations within each data set is reasonably estimated, the individual assignment is robust, and the structure of the inferred population tree corresponds to the intrinsic relationships among populations within the data.
Background: Thailand is a country with large diversity in rice varieties due to its rich and diverse ecology. In this paper, 300 rice accessions from all across Thailand were sequenced to identify SNP variants allowing for the population structure to be explored. Results: The result of inferred population structure from admixture and clustering analysis illustrated strong evidence of substructure in each geographical region. The results of phylogenetic tree, PCA analysis, and machine learning on population identifying SNPs also supported the inferred population structure. Conclusion: The population structure inferred in this study contains five subpopulations that tend to group individuals based on location. So, each subpopulation has unique genetic patterns, agronomic traits, as well as different environmental conditions. This study can serve as a reference point of the nation-wide population structure for supporting breeders and researchers who are interested in Thai rice.
4 January 2021 in ACM Transactions on Knowledge Discovery From Data
One shirt size cannot fit everybody, while we cannot make a unique shirt that fits perfectly for everyone because of resource limitations. This analogy is true for policy making as well. Policy makers cannot make a single policy to solve all problems for all regions because each region has its own unique issue. At the other extreme, policy makers also cannot make a policy for each small village due to resource limitations. Would it be better if we can find a set of largest regions such that the population of each region within this set has common issues and we can make a single policy for them? In this work, we propose a framework using regression analysis and Minimum Description Length (MDL) to find a set of largest areas that have common indicators, which can be used to predict household incomes efficiently. Given a set of household features, and a multi-resolution partition that represents administrative divisions, our framework reports a set C* of largest subdivisions that have a common predictive model for population-income prediction. We formalize the problem of finding C* and propose an algorithm that can find C* correctly. We use both simulation datasets as well as a real-world dataset of Thailand’s population household information to demonstrate our framework performance and application. The results show that our framework performance is better than the baseline methods. Moreover, we demonstrate that the results of our method can be used to find indicators of income prediction for many areas in Thailand. By adjusting these indicator values via policies, we expect people in these areas to gain more incomes. Hence, the policy makers will be able to make policies by using these indicators in our results as a guideline to solve low-income issues. Our framework can be used to support policy makers in making policies regarding any other dependent variable beyond income in order to combat poverty and other issues. We provide the R package, MRReg, which is the implementation of our framework in the R language. The MRReg package comes with a documentation for anyone who is interested in analyzing linear regression on multi-resolution population data.