Abstract.
This paper introduces a new frequency-domain approach to describe the relationships (direction of information flow) between multivariate time series based on the decomposition of multivariate partial coherences computed from multivariate autoregressive models. We discuss its application and compare its performance to other approaches to the problem of determining neural structure relations from the simultaneous measurement of neural electrophysiological signals. The new concept is shown to reflect a frequency-domain representation of the concept of Granger causality.
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Received: 25 April 2000 / Accepted in revised form: 13 November 2000
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Baccalá, L., Sameshima, K. Partial directed coherence: a new concept in neural structure determination. Biol Cybern 84, 463–474 (2001). https://doi.org/10.1007/PL00007990
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DOI: https://doi.org/10.1007/PL00007990