相关论文: Instantaneous and lagged measurements of linear an…

Measures of association between cortical regions based on activity signals provide useful information for studying brain functional connectivity. Difficulties occur with signals of electric neuronal activity, where an observed signal is a…

Coherence and phase synchronization between time series corresponding to different spatial locations are usually interpreted as indicators of the connectivity between locations. In neurophysiology, time series of electric neuronal activity…

This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…

We present a measure for characterizing statistical relationships between two time sequences. In contrast to commonly used measures like cross-correlations, coherence and mutual information, the proposed measure is non-symmetric and…

Multivariate time series analysis is extensively used in neurophysiology with the aim of studying the relationship between simultaneously recorded signals. Recently, advances on information theory and nonlinear dynamical systems theory have…

In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains…

The entrainment between weakly-coupled nonlinear oscillators, as well as between complex signals such as those representing physiological activity, is frequently assessed in terms of whether a stable relationship is detectable between the…

We present here a modification of the Lagrangian measures technique, which allows a reliable detection of interdependency among simultaneous measurements of different variables. This method is applied to a simulated multivariate time series…

Alterations in functional brain connectivity characterize neurodegenerative disorders such as Alzheimer's disease (AD) and frontotemporal dementia (FTD). As a non-invasive and cost-effective technique, electroencephalography (EEG) is…

An important problem in time series analysis is the discrimination between non-stationarity and longrange dependence. Most of the literature considers the problem of testing specific parametric hypotheses of non-stationarity (such as a…

Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation,…

Functional data often arise from measurements on fine time grids and are obtained by separating an almost continuous time record into natural consecutive intervals, for example, days. The functions thus obtained form a functional time…

We devised a measure based on the distributions of relative event timings of two coupled units. The measure dynamically evaluates temporal interdependencies between the two coupled units. Using this we show that even in the event of…

Recent analyses combining advanced theoretical techniques and high-quality data from thousands of simultaneously recorded neurons provide strong support for the hypothesis that neural dynamics operate near the edge of instability across…

Time series similarity measures are highly relevant in a wide range of emerging applications including training machine learning models, classification, and predictive modeling. Standard similarity measures for time series most often…

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Most nervous systems encode information about stimuli in the responding activity of large neuronal networks. This activity often manifests itself as dynamically coordinated sequences of action potentials. Since multiple electrode recordings…

The idea to estimate the statistical interdependence among (interacting) brain regions has motivated numerous researchers to investigate how the resulting connectivity patterns and networks may organize themselves under any conceivable…

Defining and measuring phase synchronization in a pair of nonlinear time series are highly nontrivial. This can be done with the help of Fourier transform, when it exists, for a pair of stored (hence stationary) signals. In a time series…

The modern definition of optical coherence highlights a frequency dependent function based on a matrix of spectra and cross-spectra. Due to general properties of matrices, such a function is invariant in changes of basis. In this article,…