Robustly Estimating the Flow Direction of Information in Complex Physical Systems

by: Guido Nolte, Andreas Ziehe, Vadim V Nikulin, Alois Schlögl, Nicole Krämer, Tom Brismar, Klaus R Müller

Physical Review Letters, Vol. 100, No. 23. (2008)

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Abstract

We propose a new measure (phase-slope index) to estimate the direction of information flux in multivariate time series. This measure (a) is insensitive to mixtures of independent sources, (b) gives meaningful results even if the phase spectrum is not linear, and (c) properly weights contributions from different frequencies. These properties are shown in extended simulations and contrasted to Granger causality which yields highly significant false detections for mixtures of independent sources. An application to electroencephalography data (eyes-closed condition) reveals a clear front-to-back information flow.

@article{citeulike:2927808, abstract = {We propose a new measure (phase-slope index) to estimate the direction of information flux in multivariate time series. This measure (a)\ is insensitive to mixtures of independent sources, (b)\ gives meaningful results even if the phase spectrum is not linear, and (c)\ properly weights contributions from different frequencies. These properties are shown in extended simulations and contrasted to Granger causality which yields highly significant false detections for mixtures of independent sources. An application to electroencephalography data (eyes-closed condition) reveals a clear front-to-back information flow.}, author = {Nolte, Guido and Ziehe, Andreas and Nikulin, Vadim V. and Schl\"ogl, Alois and Kr\"amer, Nicole and Brismar, Tom and M\"uller, Klaus R. }, citeulike-article-id = {2927808}, doi = {10.1103/PhysRevLett.100.234101}, journal = {Physical Review Letters}, keywords = {analysis, causality, correlation, dynamics, neurodynamics}, number = {23}, posted-at = {2008-07-01 05:30:52}, priority = {2}, publisher = {APS}, title = {Robustly Estimating the Flow Direction of Information in Complex Physical Systems}, url = {http://scitation.aip.org/getabs/servlet/GetabsServlet?prog=normal\&id=PRLTAO000100000023234101000001\&idtype=cvips\&gifs=yes}, volume = {100}, year = {2008} }

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TY - JOUR ID - citeulike:2927808 L3 - citeulike-article-id:2927808 TI - Robustly Estimating the Flow Direction of Information in Complex Physical Systems JF - Physical Review Letters VL - 100 IS - 23 PB - APS N2 - We propose a new measure (phase-slope index) to estimate the direction of information flux in multivariate time series. This measure (a) is insensitive to mixtures of independent sources, (b) gives meaningful results even if the phase spectrum is not linear, and (c) properly weights contributions from different frequencies. These properties are shown in extended simulations and contrasted to Granger causality which yields highly significant false detections for mixtures of independent sources. An application to electroencephalography data (eyes-closed condition) reveals a clear front-to-back information flow. KW - analysis KW - causality KW - correlation KW - dynamics KW - neurodynamics AU - Nolte, Guido AU - Ziehe, Andreas AU - Nikulin, Vadim AU - Schl\"ogl, Alois AU - Kr\"amer, Nicole AU - Brismar, Tom AU - M\"uller, Klaus PY - 2008/// UR - http://scitation.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=PRLTAO000100000023234101000001&idtype=cvips&gifs=yes ER -

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