Quantitative analysis of directional strengths in jointly stationary linear multivariate processes.

Abstract:

:Identification and analysis of directed influences in multivariate systems is an important problem in many scientific areas. Recent studies in neuroscience have provided measures to determine the network structure of the process and to quantify the total effect in terms of energy transfer. These measures are based on joint stationary representations of a multivariate process using vector auto-regressive (VAR) models. A few important issues remain unaddressed though. The primary outcomes of this study are (i) a theoretical proof that the total coupling strength consists of three components, namely, the direct, indirect, and the interference produced by the direct and indirect effects, (ii) expressions to estimate/calculate these effects, and (iii) a result which shows that the well-known directed measure for linear systems, partial directed coherence (PDC) only aids in structure determination but does not provide a normalized measure of the direct energy transfer. Simulation case studies are shown to illustrate the theoretical results.

journal_name

Biol Cybern

journal_title

Biological cybernetics

authors

Gigi S,Tangirala AK

doi

10.1007/s00422-010-0386-6

subject

Has Abstract

pub_date

2010-08-01 00:00:00

pages

119-33

issue

2

eissn

0340-1200

issn

1432-0770

journal_volume

103

pub_type

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