Quantification of directed influences in multivariate systems by time-series modeling

2009 International Conference on Control Automation, Communication and Energy Conservation, INCACEC 2009

Volumn , Issue , 2009, Pages

  Gigi, S ^a   Tangirala, A K ^a  

^a INDIAN INSTITUTE OF TECHNOLOGY MADRAS   (India)

Author keywords

Directed influences; Directed transfer function; Partial directed coherence; Vector auto regressive model

Indexed keywords

DATA-DRIVEN METHODS; DIRECTED INFLUENCES; DIRECTED TRANSFER FUNCTION; DIRECTED TRANSFER FUNCTIONS; MULTIVARIATE PROCESS; MULTIVARIATE SYSTEMS; ON TIME; PARTIAL DIRECTED COHERENCE; QUANTITATIVE MEASURES; STATIONARY PROCESS; VECTOR AUTO-REGRESSIVE MODEL;

ENERGY CONSERVATION; IDENTIFICATION (CONTROL SYSTEMS); PRESSURE MEASUREMENT; SIGNAL ENCODING; TIME SERIES;

TRANSFER FUNCTIONS;

EID: 70449417848     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (9)

1. L.A. Baccala and K. Sameshima. Partial directed coherence: a new concept in neural structure determination. Biological Cybernetics, 84:463-474, 2001.
2. J.S. Bendat and A.G. Piersol. Random data analysis and measurement procedures. Wiley-Interscience, 2000.
3. M.R. Gevers and B.D.O. Anderson. Representations of jointly stationary stochastic feedback processes. International Journal of Control, 33(5):777-809, 1981.
4. M.J. Kaminski and K.J. Blinowska. A new method of the description of the information flow in the brain structures. Biological Cybernetics, 65:203-210, 1991.
5. H. Lutkepohl. New Introduction to Multiple Time Series Analysis. Springer, 2005.
6. E. Pereda, R.Q. Quiroga, and J. Bhattacharya. Nonlinear multivariate analysis of neurophysiological signals. Progress in Neurobiology, 77:1-37, 2005.
7. M.B. Priestley. Spectral analysis and time series. Academic press, 1981.
8. S. Rantala, H. Jokinen, M. Jokipii, O. Saarela, and R. Suoranta. Process dynamics study based on multivariate ar-modelling. IECON 1988, pages 320-325, 1988.
9. B. Schelter, M. Winterhalder, M. Eichler, M. Peifer, B. Hellwig, B. Gushlbauer, C. H. Lucking, R. Dahlhaus, and J. Timmer. Testing for directed influences among neural signals using partial directed coherence. Journal of Neuroscience Methods, 152:210-219, September 2005.