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Partial directed coherence: a new concept in neural structure determination. (English) Zbl 1160.92306
Summary: This paper introduces a new frequency-domain approach to describe the relationships (direction of information flow) between multivariate time series based on the decomposition of multivariate partial coherences computed from multivariate autoregressive models. We discuss its application and compare its performance to other approaches to the problem of determining neural structure relations from the simultaneous measurement of neural electrophysiological signals. The new concept is shown to reflect a frequency-domain representation of the concept of Granger causality.

MSC:
92C20 Neural biology
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P10 Applications of statistics to biology and medical sciences; meta analysis
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