메뉴 건너뛰기




Volumn 57, Issue 8, 2010, Pages 1897-1906

Testing frequency-domain causality in multivariate time series

Author keywords

Cardiovascular variability; directed coherence (DC); EEG; multivariate autoregressive (MVAR) models; partial directed coherence (PDC); surrogate data

Indexed keywords

ELECTROENCEPHALOGRAPHY; FOURIER TRANSFORMS; FREQUENCY DOMAIN ANALYSIS; TIME SERIES; WAVELET TRANSFORMS;

EID: 77954646647     PISSN: 00189294     EISSN: None     Source Type: Journal    
DOI: 10.1109/TBME.2010.2042715     Document Type: Article
Times cited : (78)

References (32)
  • 1
    • 27844612542 scopus 로고    scopus 로고
    • Nonlinear multivariate analysis of neurophysiological signals
    • E. Pereda, R. Q. Quiroga, and J. Bhattacharya, "Nonlinear multivariate analysis of neurophysiological signals," Prog. Neurobiol., vol.77, pp. 1-37, 2005.
    • (2005) Prog. Neurobiol. , vol.77 , pp. 1-37
    • Pereda, E.1    Quiroga, R.Q.2    Bhattacharya, J.3
  • 2
    • 65849126093 scopus 로고    scopus 로고
    • Multimodal signal processing for the analysis of cardiovascular variability
    • A. Porta, F. Aletti, F. Vallais, and G. Baselli, "Multimodal signal processing for the analysis of cardiovascular variability," Phi. Trans. R. Soc A, vol.367, pp. 391-409, 2009.
    • (2009) Phi. Trans. R. Soc A , vol.367 , pp. 391-409
    • Porta, A.1    Aletti, F.2    Vallais, F.3    Baselli, G.4
  • 4
    • 0032256736 scopus 로고    scopus 로고
    • Studying the interaction between brain structures via directed coherence and Granger causality
    • L. A. Baccala, K. Sameshima, G. Ballester, A. C. Valle, and C. Timo-Iaria, "Studying the interaction between brain structures via directed coherence and Granger causality," Appl. Signal Process., vol.5, pp. 40-48, 1998.
    • (1998) Appl. Signal Process. , vol.5 , pp. 40-48
    • Baccala, L.A.1    Sameshima, K.2    Ballester, G.3    Valle, A.C.4    Timo-Iaria, C.5
  • 5
    • 0036491770 scopus 로고    scopus 로고
    • Quantifying the strength of the linear causal coupling in closed loop interacting cardiovascular variability signals
    • A. Porta, R. Furlan, O. Rimoldi, M. Pagani, A. Malliani, and P. van de Borne, "Quantifying the strength of the linear causal coupling in closed loop interacting cardiovascular variability signals," Biol. Cybern., vol.86, pp. 241-251, 2002.
    • (2002) Biol. Cybern. , vol.86 , pp. 241-251
    • Porta, A.1    Furlan, R.2    Rimoldi, O.3    Pagani, M.4    Malliani, A.5    Borne De P.Van6
  • 6
    • 0035433274 scopus 로고    scopus 로고
    • Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
    • M. Kaminski, M. Ding, W. A. Truccolo, and S. L. Bressler, "Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance," Biol. Cybern., vol.85, pp. 145-157, 2001.
    • (2001) Biol. Cybern. , vol.85 , pp. 145-157
    • Kaminski, M.1    Ding, M.2    Truccolo, W.A.3    Bressler, S.L.4
  • 7
    • 0035377249 scopus 로고    scopus 로고
    • Partial directed coherence: A new concept in neural structure determination
    • L. A. Baccala and K. Sameshima, "Partial directed coherence: A new concept in neural structure determination," Biol.Cybern., vol.84, pp. 463-474, 2001.
    • (2001) Biol.Cybern. , vol.84 , pp. 463-474
    • Baccala, L.A.1    Sameshima, K.2
  • 8
    • 15744379753 scopus 로고    scopus 로고
    • Exploring directionality in spontaneous heart period and systolic pressure variability interactions in humans. Implications in baroreflex gain evaluation
    • G. Nollo, L. Faes, A. Porta, R. Antolini, and F. Ravelli, "Exploring directionality in spontaneous heart period and systolic pressure variability interactions in humans. Implications in baroreflex gain evaluation," Amer. J. Physiol., vol.288, pp. H1777-H1785, 2005.
    • (2005) Amer. J. Physiol. , vol.288
    • Nollo, G.1    Faes, L.2    Porta, A.3    Antolini, R.4    Ravelli, F.5
  • 9
    • 0000351727 scopus 로고
    • Investigating causal relations by econometric models and cross-spectral methods
    • C. W. J. Granger, "Investigating causal relations by econometric models and cross-spectral methods," Econometrica, vol.37, pp. 424-438, 1969.
    • (1969) Econometrica , vol.37 , pp. 424-438
    • Granger, C.W.J.1
  • 10
    • 0011046885 scopus 로고
    • Testing for causality: A personal viewpoint
    • C. W. J. Granger, "Testing for causality: A personal viewpoint," J. Econom. Dyn. Control, vol.2, pp. 329-352, 1980.
    • (1980) J. Econom. Dyn. Control , vol.2 , pp. 329-352
    • Granger, C.W.J.1
  • 11
    • 33646458684 scopus 로고    scopus 로고
    • On the evaluation of information flow in multivariate systems by the directed transfer function
    • M. Eichler, "On the evaluation of information flow in multivariate systems by the directed transfer function," Biol. Cybern., vol.94, pp. 469-482, 2006.
    • (2006) Biol. Cybern. , vol.94 , pp. 469-482
    • Eichler, M.1
  • 14
    • 2942709665 scopus 로고    scopus 로고
    • Surrogate data analysis for assessing the significance of the coherence function
    • Jul.
    • L. Faes, G. D. Pinna, A. Porta, R. Maestri, and G. Nollo, "Surrogate data analysis for assessing the significance of the coherence function," IEEE Trans. Biomed. Eng., vol.51, no.7, pp. 1156-1166, Jul. 2004.
    • (2004) IEEE Trans. Biomed. Eng. , vol.51 , Issue.7 , pp. 1156-1166
    • Faes, L.1    Pinna, G.D.2    Porta, A.3    Maestri, R.4    Nollo, G.5
  • 15
    • 0345792394 scopus 로고    scopus 로고
    • Surrogate time series
    • T. Schreiber and A. Schmitz, "Surrogate time series," Physica D, vol.142, pp. 346-382, 2000.
    • (2000) Physica D , vol.142 , pp. 346-382
    • Schreiber, T.1    Schmitz, A.2
  • 16
    • 44049111332 scopus 로고
    • Testing for nonlinearity in time series: The method of surrogate data
    • J. Theiler, S. Eubank, A. Longtin,B.Galdrikian, and J. D. Farmer, "Testing for nonlinearity in time series: The method of surrogate data," Physica D, vol.58, pp. 77-94, 1992.
    • (1992) Physica D , vol.58 , pp. 77-94
    • Theiler, J.1    Eubank, S.2    Longtin, A.3    Galdrikian, B.4    Farmer, J.D.5
  • 17
    • 77951021205 scopus 로고    scopus 로고
    • Surrogate data approaches to assess the significance of directed coherence: Application to EEG activity propagation
    • L. Faes, A. Porta, and G. Nollo, "Surrogate data approaches to assess the significance of directed coherence: Application to EEG activity propagation," in Proc. 31st Conf. IEEE-EMBS, 2009, pp. 6280-6283.
    • (2009) Proc. 31st Conf. IEEE-EMBS , pp. 6280-6283
    • Faes, L.1    Porta, A.2    Nollo, G.3
  • 18
    • 31344435870 scopus 로고    scopus 로고
    • Frequency decomposition of conditional Granger causality and application to multivariate neural field potential data
    • Y. Chen, S. L. Bressler, and M. Ding, "Frequency decomposition of conditional Granger causality and application to multivariate neural field potential data," J. Neurosci. Methods, vol.150, pp. 228-237, 2006.
    • (2006) J. Neurosci. Methods , vol.150 , pp. 228-237
    • Chen, Y.1    Bressler, S.L.2    Ding, M.3
  • 19
    • 56449113928 scopus 로고    scopus 로고
    • Causal modelling combining instantaneous and lagged effects: An identifiable model based on non-Gaussianity
    • A. Hyvarinen, S. Shimizu, and P. O. Hoyer, "Causal modelling combining instantaneous and lagged effects: An identifiable model based on non-Gaussianity," in Proc. Int. Conf. Mach. Learning (ICML2008), pp. 424-431.
    • Proc. Int. Conf. Mach. Learning (ICML2008) , pp. 424-431
    • Hyvarinen, A.1    Shimizu, S.2    Hoyer, P.O.3
  • 20
    • 77954639185 scopus 로고    scopus 로고
    • A method to assess frequency domain causality in the presence of instantaneous effects and its application to short term cardiovascular variability
    • to be published
    • L. Faes and G. Nollo, "A method to assess frequency domain causality in the presence of instantaneous effects and its application to short term cardiovascular variability," Meth. Inform. Med., 2010, to be published.
    • (2010) Meth. Inform. Med.
    • Faes, L.1    Nollo, G.2
  • 23
    • 0029981533 scopus 로고    scopus 로고
    • Fundamental relations between short-term RR interval and arterial pressure oscillations in humans
    • J. A. Taylor andD. L. Eckberg, "Fundamental relations between short-term RR interval and arterial pressure oscillations in humans," Circulation, vol.93, pp. 1527-1532, 1996.
    • (1996) Circulation , vol.93 , pp. 1527-1532
    • Taylor, J.A.1    Eckberg, D.L.2
  • 24
    • 0024495537 scopus 로고
    • Transfer function analysis of autonomic regulation. II. Respiratory sinus arrhythmia
    • J. P. Saul, R. D. Berger, M. H. Chen, and R. J. Cohen, "Transfer function analysis of autonomic regulation. II. Respiratory sinus arrhythmia," Amer. J. Physiol., vol.256, pp. H153-H161, 1989.
    • (1989) Amer. J. Physiol. , vol.256
    • Saul, J.P.1    Berger, R.D.2    Chen, M.H.3    Cohen, R.J.4
  • 25
    • 0023622017 scopus 로고
    • Hemodynamic fluctuations and baroreflex sensitivity in humans: A beat-to-beat model
    • R. W. deBoer, J. M. Karemaker, and J. Strackee, "Hemodynamic fluctuations and baroreflex sensitivity in humans: A beat-to-beat model," Amer. J. Physiol., vol.253, pp. H680-H689, 1987.
    • (1987) Amer. J. Physiol. , vol.253
    • Deboer, R.W.1    Karemaker, J.M.2    Strackee, J.3
  • 26
    • 4143086938 scopus 로고    scopus 로고
    • Determination of EEG activity propagation: Pair-wise versus multichannel estimate
    • Sep.
    • R. Kus, M. Kaminski, and K. J. Blinowska, "Determination of EEG activity propagation: Pair-wise versus multichannel estimate," IEEE Trans. Biomed. Eng., vol.51, no.9, pp. 1501-1510, Sep. 2004.
    • (2004) IEEE Trans. Biomed. Eng. , vol.51 , Issue.9 , pp. 1501-1510
    • Kus, R.1    Kaminski, M.2    Blinowska, K.J.3
  • 27
    • 0031106343 scopus 로고    scopus 로고
    • Topographic analysis of coherence and propagation of EEG activity during sleep and wakefulness
    • M. Kaminski, K. Blinowska, andW. Szclenberger, "Topographic analysis of coherence and propagation of EEG activity during sleep and wakefulness," Electroencephalogr. Clin. Neurophysiol., vol.102, pp. 216-227, 1997.
    • (1997) Electroencephalogr. Clin. Neurophysiol. , vol.102 , pp. 216-227
    • Kaminski, M.1    Blinowska, K.2    Szclenberger, W.3
  • 28
    • 22244449004 scopus 로고    scopus 로고
    • Constrained-realization Monte Carlo method for hypothesis testing
    • J. Theiler and D. Prichard, "Constrained-realization Monte Carlo method for hypothesis testing," Physica D, vol.94, pp. 221-235, 1996.
    • (1996) Physica D , vol.94 , pp. 221-235
    • Theiler, J.1    Prichard, D.2
  • 29
    • 0346955658 scopus 로고    scopus 로고
    • The impact of bootstrap methods on time series analysis
    • D. N. Politis, "The impact of bootstrap methods on time series analysis," Stat. Sci., vol.18, pp. 219-230, 2003.
    • (2003) Stat. Sci. , vol.18 , pp. 219-230
    • Politis, D.N.1
  • 30
    • 59949097639 scopus 로고    scopus 로고
    • Frequency domain connectivity identification: An application of partial directed coherence in fMRI
    • J. R. Sato, D. Y. Takahashi, S. M. Arcuri, K. Sameshima, P. A. Morettin, and L. A. Baccala, "Frequency domain connectivity identification: An application of partial directed coherence in fMRI," Hum. Brain Mapp., vol.30, pp. 452-461, 2009.
    • (2009) Hum. Brain Mapp. , vol.30 , pp. 452-461
    • Sato, J.R.1    Takahashi, D.Y.2    Arcuri, S.M.3    Sameshima, K.4    Morettin, P.A.5    Baccala, L.A.6
  • 32
    • 0036477205 scopus 로고    scopus 로고
    • Bayesian multivariate autoregressive models with structured priors
    • Feb.
    • W. Penny and S. Roberts, "Bayesian multivariate autoregressive models with structured priors," IEEE Proc. Vision, Signal Image Processing, vol.149, no.1, pp. 33-41, Feb. 2002.
    • (2002) IEEE Proc. Vision, Signal Image Processing , vol.149 , Issue.1 , pp. 33-41
    • Penny, W.1    Roberts, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.