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- Title
Development of interaction measures based on adaptive non-linear time series analysis of biomedical signals.
- Authors
Leistritz, Lutz; Hesse, Wolfram; Arnold, Matthias; Witte, Herbert
- Abstract
An important feature of interaction between two signal components is the direction of the interaction. Recently, different methods have been developed and applied for detecting the direction of interactions. Besides frequency- dependent methods, Granger causality is a wellknown frequency-independent approach. One popular linear approach is based on autoregressive modeling of the underlying process and evaluates prediction errors under different past assumptions. In the present study, this linear concept is extended to self-exciting threshold autoregressive models, which cover a wider class of processes. An approach for the definition of a statedependent Granger causality is given and applied to simulated data.
- Publication
Biomedical Engineering / Biomedizinische Technik, 2006, Vol 51, Issue 2, p64
- ISSN
0013-5585
- Publication type
Article
- DOI
10.1515/BMT.2006.012