Quantitative analysis of directional strengths in jointly stationary linear multivariate processes

DOI10.1007/S00422-010-0386-6MaRDI QIDQ2376488zbMATH OpenOpenAlexDBLPWikidataFDO

Authors S. Gigi, Arun K. Tangirala

Publication date 21 June 2013

Published in Biological Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00422-010-0386-6

zbMATH Keywords

directed transfer functioninterferencemultivariate processpartial directed coherencequantification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Computational methods for problems pertaining to biology (92-08) General biology and biomathematics (92B05) Neural biology (92C20)

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Cites work

• A new method of the description of the information flow in the brain structures
• Comparison of linear signal processing techniques to infer directed interactions in multivariate neural systems
• Graphical interaction models for multivariate time series.
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 49702 (Why is no real title available?)
• scientific article; zbMATH DE number 3528420 (Why is no real title available?)
• Inverse covariances of a multivariate time series
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• On the evaluation of information flow in multivariate systems by the directed transfer function
• On the use of a linear model for the identification of feedback systems
• Partial directed coherence: a new concept in neural structure determination
• Representations of jointly stationary stochastic feedback processes†

Cited in

(9)

• Comparison of linear signal processing techniques to infer directed interactions in multivariate neural systems
• Reconstruction of missing data in multivariate processes with applications to causality analysis
• Signed directed graph based modeling and its validation from process knowledge and process data
• Measuring frequency domain Granger causality for multiple blocks of interacting time series
• Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis
• Progress in root cause and fault propagation analysis of large-scale industrial processes
• Detecting directional couplings from multivariate flows by the joint distance distribution
• Quantification of interaction in multiloop control systems using directed spectral decomposition
• Identification of directed interactions in networks

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Uses Software

• astsa

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