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Instantaneous and lagged measurements of linear and nonlinear dependence between groups of multivariate time series: frequency decomposition

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Check out this Knowledge Base article from StressTherapy Solutions: Instantaneous and lagged measurements of linear and nonlinear dependence between groups of multivariate time series: frequency decomposition.

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Study at a glance

Area
QEEG, Methods & Mechanisms
Study type
Observational study
Authors
Pascual-Marqui RD
Journal
arXiv
Year
2007
Protocol
lagged coherence and phase synchronization measures

Key findings

  • Dependence is decomposed into lagged and instantaneous components
  • Measures apply to both stationary and non-stationary time series
  • The instantaneous component reflects non-physiological contamination from volume conduction and low spatial resolution
  • Can be applied jointly to distributed cortical networks estimated with eLORETA

A technical paper defining new frequency-domain measures of linear dependence (coherence) and nonlinear dependence (phase synchronization) between any number of multivariate time series. Each measure is split into a lagged part and an instantaneous part, is non-negative, and is zero only when the series are independent in the relevant sense. For brain connectivity, the author argues that separating out the instantaneous part largely removes the confounding effect of volume conduction and low spatial resolution.