Search results for "Multivariate autoregressive models"

showing 2 items of 2 documents

A framework for assessing frequency domain causality in physiological time series with instantaneous effects.

2013

We present an approach for the quantification of directional relations in multiple time series exhibiting significant zero-lag interactions. To overcome the limitations of the traditional multivariate autoregressive (MVAR) modelling of multiple series, we introduce an extended MVAR (eMVAR) framework allowing either exclusive consideration of time-lagged effects according to the classic notion of Granger causality, or consideration of combined instantaneous and lagged effects according to an extended causality definition. The spectral representation of the eMVAR model is exploited to derive novel frequency domain causality measures that generalize to the case of instantaneous effects the kno…

General MathematicsGeneral Physics and AstronomyModels BiologicalCausality (physics)Physics and Astronomy (all)Engineering (all)Granger causalityEconometricsMathematics (all)Coherence (signal processing)AnimalsHumansComputer SimulationDirected coherenceMathematicsMultivariate autoregressive modelModels StatisticalSeries (mathematics)Partial directed coherenceGeneral EngineeringSystem identificationAC powerAutoregressive modelFrequency domainSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaGranger causalityDirected coherence; Granger causality; Multivariate autoregressive models; Partial directed coherence; Mathematics (all); Engineering (all); Physics and Astronomy (all)AlgorithmsPhilosophical transactions. Series A, Mathematical, physical, and engineering sciences
researchProduct

Multivariate autoregressive model with instantaneous effects to improve brain connectivity estimation

2009

Multivariate autoregressive models brain connectivity
researchProduct