Detection of directed information flow in biosignals

• Published in: Biomedizinische Technik Vol. 51; no. 5/6; pp. 281 - 287
• Main Authors: Winterhalder, Matthias, Schelter, Björn, Hesse, Wolfram, Schwab, Karin, Leistritz, Lutz, Timmer, Jens, Witte, Herbert
• Format: Journal Article
• Language: English; German
• Published: Germany Walter de Gruyter 01.12.2006
• Subjects: Algorithms; Computational Biology - methods; Computer Simulation; Diagnosis, Computer-Assisted - methods; directed transfer function; Granger causality; Information Storage and Retrieval - methods; Models, Biological; multivariate time series analysis; partial coherence; partial directed coherence; Pattern Recognition, Automated - methods; Signal Processing, Computer-Assisted
• ISSN: 0013-5585; 1862-278X
• DOI: 10.1515/BMT.2006.058

Several analysis techniques have been developed for time series to detect interactions in multidimensional dynamic systems. When analyzing biosignals generated by unknown dynamic systems, awareness of the different concepts upon which these analysis techniques are based, as well as the particular aspects the methods focus on, is a basic requirement for drawing reliable conclusions. For this purpose, we compare four different techniques for linear time series analysis. In general, these techniques detect the presence of interactions, as well as the directions of information flow, in a multidimensional system. We review the different conceptual properties of partial coherence, a Granger causality index, directed transfer function, and partial directed coherence. The performance of these tools is demonstrated by application to linear dynamic systems.