Robustly Estimating the Flow Direction of Information in Complex Physical Systems

Guido Nolte, Andreas Ziehe, Vadim V. Nikulin, Alois Schlögl, Nicole Krämer, Tom Brismar, and Klaus-Robert Müller
Phys. Rev. Lett. 100, 234101 – Published 10 June 2008

Abstract

We propose a new measure (phase-slope index) to estimate the direction of information flux in multivariate time series. This measure (a) is insensitive to mixtures of independent sources, (b) gives meaningful results even if the phase spectrum is not linear, and (c) properly weights contributions from different frequencies. These properties are shown in extended simulations and contrasted to Granger causality which yields highly significant false detections for mixtures of independent sources. An application to electroencephalography data (eyes-closed condition) reveals a clear front-to-back information flow.

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  • Received 10 December 2007

DOI:https://doi.org/10.1103/PhysRevLett.100.234101

©2008 American Physical Society

Authors & Affiliations

Guido Nolte1, Andreas Ziehe2, Vadim V. Nikulin3, Alois Schlögl1, Nicole Krämer2, Tom Brismar4, and Klaus-Robert Müller1,2

  • 1Fraunhofer FIRST.IDA, Berlin, Germany
  • 2Technical University of Berlin, Computer Science, Machine Learning Laboratory, Berlin, Germany
  • 3Department of Neurology, Charite; Bernstein Center for Computational Neuroscience, Berlin, Germany
  • 4Karolinska Institutet, Clinical Neurophysiology, Karolinska Hospital, Stockholm, Sweden

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Vol. 100, Iss. 23 — 13 June 2008

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