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从多元非线性时间序列中推断直接的信息流。

Inferring direct directed-information flow from multivariate nonlinear time series.

作者信息

Jachan Michael, Henschel Kathrin, Nawrath Jakob, Schad Ariane, Timmer Jens, Schelter Björn

机构信息

Center for Data Analysis and Modeling (FDM), University of Freiburg, and Department of Neurology, University Hospital of Freiburg, Breisacher Strasse 64, D-79098 Freiburg, Germany.

出版信息

Phys Rev E Stat Nonlin Soft Matter Phys. 2009 Jul;80(1 Pt 1):011138. doi: 10.1103/PhysRevE.80.011138. Epub 2009 Jul 28.

DOI:10.1103/PhysRevE.80.011138
PMID:19658684
Abstract

Estimating the functional topology of a network from multivariate observations is an important task in nonlinear dynamics. We introduce the nonparametric partial directed coherence that allows disentanglement of direct and indirect connections and their directions. We illustrate the performance of the nonparametric partial directed coherence by means of a simulation with data from synchronized nonlinear oscillators and apply it to real-world data from a patient suffering from essential tremor.

摘要

从多变量观测估计网络的功能拓扑是非线性动力学中的一项重要任务。我们引入了非参数偏相干性,它可以区分直接和间接连接及其方向。我们通过对同步非线性振荡器的数据进行模拟来说明非参数偏相干性的性能,并将其应用于一名特发性震颤患者的实际数据。

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