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arXiv · 1007.0394

Non-uniform state space reconstruction and coupling detection

Ioannis Vlachos·Dimitris Kugiumtzis
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Abstract

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 modelling, 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.

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Ioannis Vlachos, Dimitris Kugiumtzis. 2010-07-02. Non-uniform state space reconstruction and coupling detection. https://doi.org/10.1103/physreve.82.016207

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