Journal
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
Volume 14, Issue 2, Pages 505-514Publisher
WORLD SCIENTIFIC PUBL CO PTE LTD
DOI: 10.1142/S0218127404009314
Keywords
mixed-state embedding; prediction; information transfer; coupling; brain; EEG
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In many signal processing applications, especially in the analysis of complex physiological systems, an important problem is to detect and quantify the interdependencies between signals (or time series). In this paper, we focus oil asymmetrical relations between two time series with the aim of quantification of the directional influences between them in the sense of who drives whom and how strongly. To meet this aim, we modify the mixed state analysis, which was proposed by Wiesenfeldt et al. [2001] to detect primarily the nature of the coupling (unidirectional or bidirectional), for the quantification of the strength of coupling in each direction. We introduce the predictability improvement of one time series by additional consideration of another time series. The newly developed measure is an analogue of the information theoretic concept of transfer entropy and is applicable to short time series. We demonstrate the application of this approach to coupled deterministic systems and to EEG data.
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