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Nonuniform state-space reconstruction and coupling detection


, : Nonuniform state-space reconstruction and coupling detection. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics 82(1 Pt 2): 016207-016207

We investigate the state space reconstruction from multiple time series derived from continuous and discrete systems and propose a method for building embedding vectors progressively using information measure criteria regarding past, current, and future states. The embedding scheme can be adapted for different purposes, such as mixed modeling, cross-prediction and Granger causality. In particular, we apply this method in order to detect and evaluate information transfer in coupled systems. As a practical application, we investigate in records of scalp epileptic EEG the information flow across brain areas.

US$19.90

PMID: 20866707

DOI: 10.1103/PhysRevE.82.016207


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