Granger causality versus the sum of the causal coefficients across time
windows. The causal coefficients were estimated for each time window defined by
S1 for each subject. The medians of the causality among 198
subjects were established using different change-point sets, including
S1, S2,
S3, and the whole time series without a change-point
(specified as the titles for subplots in the figure). Different change-point sets gave
different Granger causality values, since the Granger causality value increased as the
time window lengths decreased. (A) Correlation to the absolute value of the median of the
sums of the causal coefficients over all time windows. (B) Correlation to the median of
the sums of the absolute values of the causal coefficients over all time windows. The
p-values for all correlations are below the significant threshold.