Document Detail

Reducing the bias of causality measures.
MedLine Citation:
PMID:  21517575     Owner:  NLM     Status:  In-Data-Review    
Measures of the direction and strength of the interdependence between two time series are evaluated and modified to reduce the bias in the estimation of the measures, so that they give zero values when there is no causal effect. For this, point shuffling is employed as used in the frame of surrogate data. This correction is not specific to a particular measure and it is implemented here on measures based on state space reconstruction and information measures. The performance of the causality measures and their modifications is evaluated on simulated uncoupled and coupled dynamical systems and for different settings of embedding dimension, time series length, and noise level. The corrected measures, and particularly the suggested corrected transfer entropy, turn out to stabilize at the zero level in the absence of a causal effect and detect correctly the direction of information flow when it is present. The measures are also evaluated on electroencephalograms (EEG) for the detection of the information flow in the brain of an epileptic patient. The performance of the measures on EEG is interpreted in view of the results from the simulation study.
A Papana; D Kugiumtzis; P G Larsson
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Publication Detail:
Type:  Journal Article     Date:  2011-03-21
Journal Detail:
Title:  Physical review. E, Statistical, nonlinear, and soft matter physics     Volume:  83     ISSN:  1550-2376     ISO Abbreviation:  Phys Rev E Stat Nonlin Soft Matter Phys     Publication Date:  2011 Mar 
Date Detail:
Created Date:  2011-04-26     Completed Date:  -     Revised Date:  -    
Medline Journal Info:
Nlm Unique ID:  101136452     Medline TA:  Phys Rev E Stat Nonlin Soft Matter Phys     Country:  United States    
Other Details:
Languages:  eng     Pagination:  036207     Citation Subset:  IM    
Department of Mathematical, Physical and Computational Sciences, Faculty of Engineering, Aristotle University of Thessaloniki, Thessaloniki 54124, Greece.
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