Robustly estimating the flow direction of information in complex physical systems

Guido Nolte, Andreas Ziehe, Vadim V. Nikulin, Alois Schlögl, Nicole Krämer, Tom Brismar, Klaus Robert Müller

Research output: Contribution to journalArticle

318 Citations (Scopus)

Abstract

We propose a new measure (phase-slope index) to estimate the direction of information flux in multivariate time series. This measure (a) is insensitive to mixtures of independent sources, (b) gives meaningful results even if the phase spectrum is not linear, and (c) properly weights contributions from different frequencies. These properties are shown in extended simulations and contrasted to Granger causality which yields highly significant false detections for mixtures of independent sources. An application to electroencephalography data (eyes-closed condition) reveals a clear front-to-back information flow.

Original languageEnglish
Article number234101
JournalPhysical review letters
Volume100
Issue number23
DOIs
Publication statusPublished - 2008 Jun 10
Externally publishedYes

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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  • Cite this

    Nolte, G., Ziehe, A., Nikulin, V. V., Schlögl, A., Krämer, N., Brismar, T., & Müller, K. R. (2008). Robustly estimating the flow direction of information in complex physical systems. Physical review letters, 100(23), [234101]. https://doi.org/10.1103/PhysRevLett.100.234101