Definition
Directed spectral measures quantify, in the frequency domain, directed statistical interactions between time-series variables. Most commonly, the various measures are computed based on a (linear) multivariate autoregressive (MVAR) model of the data. The various methods quantify in different ways the strength of interaction terms in the Fourier transform of the MVAR model. While these methods are sometimes referred to as capturing “causal” or “effective” connectivity, they are most properly described as reflecting “directed functional connectivity” (Friston et al. 2013).
Detailed Description
For a multivariate n-channel process X(t) = [X 1(t), X 2(t), …, X n (t)]T (with zero mean), the MVAR model is given by
where A k are matrices of regression coefficients, p is the model order, and ϵ(t) are the residuals (Lütkepohl 2007). The coefficients of this...
References
Baccalá LA, Sameshima K (2001) Partial directed coherence: a new concept in neural structure determination. Biol Cybern 84:463–474
Barnett LC, Seth AK (2011) Behaviour of Granger causality under filtering: theoretical invariance and practical application. J Neurosci Method 201:404–419
Barnett L, Barrett AB, Seth AK (2009) Granger causality and transfer entropy are equivalent for Gaussian variables. Phys Rev Lett 103:238701
Barrett AB, Barnett L, Seth AK (2010) Multivariate Granger causality and generalized variance. Phys Rev E 81:041907
Barrett AB, Murphy M, Bruno M-A, Noirhomme Q, Boly M et al (2012) Granger causality analysis of steady-state electroencephalographic signals during propofol-induced anaesthesia. PLoS One 7(1):e29072
Bressler SL, Seth AK (2011) Wiener-Granger causality: a well established methodology. Neuroimage 58(2):323–329
Cohen MX (2014) Analyzing neural time series data. MIT Press, Cambridge, MA
Dhamala M, Rangarajan G, Ding M (2008) Analyzing information flow in brain networks with non-parametric Granger causality. Neuroimage 41(2):354–362
Ding M, Chen Y, Bressler S (2006) Granger causality: basic theory and application to neuroscience. In: Schelter S, Winterhalder M, Timmer J (eds) Handbook of time series analysis. Wiley, Weinheim, pp 438–460
Friston K, Moran R, Seth AK (2013) Analyzing connectivity with Granger causality and dynamic causal modelling. Curr Opin Neurobiol 23:1–7
Geweke J (1982) Measurement of linear dependence and feedback between multiple time series. J Am Stat Assoc 77:304–313
Geweke J (1984) Measures of conditional linear dependence and feedback between time series. J Am Stat Assoc 79:907–915
Granger C (1969) Investigating causal relations by econometric models and cross-spectral methods. Econometrica 37:424–438
Kaminski M, Blinowska K (1991) A new method of the description of the information flow in the brain structures. Biol Cybern 65(3):203–210
Korzeniewska A, Manczak M, Kaminski M, Blinowska K, Kasicki S (2003) Determination of information flow direction among brain structures by a modified directed transfer function (dDTF) method. J Neurosci Method 125(1–2):195–207
Lütkepohl H (2007) New introduction to multiple time series analysis. Springer, Berlin/Heidelberg
Marinazzo D, Liao W, Chen H, Stramaglia S (2011) Nonlinear connectivity by Granger causality. Neuroimage 58(2):330–338
Percival D, Walden A (2000) Wavelet methods for time series analysis. Cambridge University Press, Cambridge
Seth AK, Chorley P, Barnett LC (2013) Granger causality analysis of fMRI BOLD signals is invariant to hemodynamic convolution but not downsampling. Neuroimage 65:540–555
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer Science+Business Media New York
About this entry
Cite this entry
Barrett, A.B., Seth, A.K. (2014). Directed Spectral Methods. In: Jaeger, D., Jung, R. (eds) Encyclopedia of Computational Neuroscience. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-7320-6_414-1
Download citation
DOI: https://doi.org/10.1007/978-1-4614-7320-6_414-1
Received:
Accepted:
Published:
Publisher Name: Springer, New York, NY
Online ISBN: 978-1-4614-7320-6
eBook Packages: Springer Reference Biomedicine and Life SciencesReference Module Biomedical and Life Sciences
Publish with us
Chapter history
-
Latest
Directed Spectral Methods- Published:
- 28 July 2020
DOI: https://doi.org/10.1007/978-1-4614-7320-6_414-2
-
Original
Directed Spectral Methods- Published:
- 01 April 2014
DOI: https://doi.org/10.1007/978-1-4614-7320-6_414-1