Search results for " VAR models"

Multivariate Frequency Domain Analysis of Causal Interactions in Physiological Time Series

2011

A common way of obtaining information about a physiological system is to measure one or more signals from the system, consider their temporal evolution in the form of numerical time series, and obtain quantitative indexes through the application of time series analysis techniques. While historical approaches to time series analysis were addressed to the study of single signals, recent advances have made it possible to study collectively the behavior of several signals measured simultaneously from the considered system. In fact, multivariate (MV) time series analysis is nowadays extensively used to characterize interdependencies among multiple signals collected from dynamical physiological s…