کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6269357 | 1295135 | 2013 | 11 صفحه PDF | دانلود رایگان |
Granger causality is a useful concept for studying causal relations in networks. However, numerical problems occur when applying the corresponding methodology to high-dimensional time series showing co-movement, e.g. EEG recordings or economic data. In order to deal with these shortcomings, we propose a novel method for the causal analysis of such multivariate time series based on Granger causality and factor models. We present the theoretical background, successfully assess our methodology with the help of simulated data and show a potential application in EEG analysis of epileptic seizures.
⺠We present a novel method for the causal analysis of high-dimensional time series. ⺠This method combines factor models and Granger causal analysis. ⺠An application is the detection of epileptic seizure onset zone based on ECoG data.
Journal: Journal of Neuroscience Methods - Volume 214, Issue 1, 30 March 2013, Pages 80-90