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 language | English |
|---|---|
| Article number | 234101 |
| Journal | Physical Review Letters |
| Volume | 100 |
| Issue number | 23 |
| DOIs | |
| Publication status | Published - 2008 Jun 10 |
| Externally published | Yes |
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ASJC Scopus subject areas
- Physics and Astronomy(all)
Cite this
Robustly estimating the flow direction of information in complex physical systems. / Nolte, Guido; Ziehe, Andreas; Nikulin, Vadim V.; Schlögl, Alois; Krämer, Nicole; Brismar, Tom; Muller, Klaus.
In: Physical Review Letters, Vol. 100, No. 23, 234101, 10.06.2008.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Robustly estimating the flow direction of information in complex physical systems
AU - Nolte, Guido
AU - Ziehe, Andreas
AU - Nikulin, Vadim V.
AU - Schlögl, Alois
AU - Krämer, Nicole
AU - Brismar, Tom
AU - Muller, Klaus
PY - 2008/6/10
Y1 - 2008/6/10
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=45249091476&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=45249091476&partnerID=8YFLogxK
U2 - 10.1103/PhysRevLett.100.234101
DO - 10.1103/PhysRevLett.100.234101
M3 - Article
VL - 100
JO - Physical Review Letters
JF - Physical Review Letters
SN - 0031-9007
IS - 23
M1 - 234101
ER -