2007 15th International Conference on Digital Signal Processing 2007
DOI: 10.1109/icdsp.2007.4288544
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Generalized Partial Directed Coherence

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Cited by 233 publications
(228 citation statements)
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“…Although PDC has proved to be an accurate tool for the detection of direct connectivities, both in cases of coupled oscillators (Baccalá and Sameshima 2001;Winterhalder et al 2005;Gourévitch et al 2006;Schelter et al 2006a) or simple neuronal models of interconnected neurons (Sameshima and Baccalá 1999;Kamiński et al 2001;Astolfi et al 2007), it has been shown that large differences in the variances of the modeled time series can yield distortions in the resulting PDC values (Winterhalder et al 2005;Baccala et al 2007). For example, a set of three uncorrelated white noise processes, where two of them have much larger variance than the third, will produce a distorted connectivity profile, since PDC wrongly detects connections from the low-variance process to the other two (Winterhalder et al 2005).…”
Section: Partial Directed Coherencementioning
confidence: 99%
“…Although PDC has proved to be an accurate tool for the detection of direct connectivities, both in cases of coupled oscillators (Baccalá and Sameshima 2001;Winterhalder et al 2005;Gourévitch et al 2006;Schelter et al 2006a) or simple neuronal models of interconnected neurons (Sameshima and Baccalá 1999;Kamiński et al 2001;Astolfi et al 2007), it has been shown that large differences in the variances of the modeled time series can yield distortions in the resulting PDC values (Winterhalder et al 2005;Baccala et al 2007). For example, a set of three uncorrelated white noise processes, where two of them have much larger variance than the third, will produce a distorted connectivity profile, since PDC wrongly detects connections from the low-variance process to the other two (Winterhalder et al 2005).…”
Section: Partial Directed Coherencementioning
confidence: 99%
“…eDC and ePDC constitute an extension of the well-known DC and PDC functions [6][7][8][9], the extension being in the fact that they are derived from the extended model (2.1), which describes instantaneous effects in addition to the commonly studied lagged effects. When we use the extended measures (2.2) and (2.3), the information that flows from one process to another is both lagged (k > 0) and instantaneous (k = 0), because it is measured in the frequency domain by the functionB(f ) = I − B(f ), which incorporates both B(0) and B(k) with k > 0, and by its inverse G(f ).…”
Section: (B) Extended Multivariate Autoregressive Processesmentioning
confidence: 99%
“…nDC and nPDC constitute a variant of the known DC and PDC functions [6][7][8][9], the variation being in the fact that they are derived from the MVAR model (2.1), including instantaneous effects, rather than from a classic strictly causal MVAR model. It can be shown that, because, in the absence of instantaneous causality, the eMVAR model reduces to a strictly causal model (see §3a), in this case, eDC and nDC amount to the DC, whereas ePDC and nPDC amount to the PDC.…”
Section: (B) Extended Multivariate Autoregressive Processesmentioning
confidence: 99%
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“…In • Partial directed coherence (PDC) was first proposed by [76] as a normalization of A(z) with the assumption that Σ is diagonal. The form has been renormalized in many ways: to include noise covariance in the normalization [79], or to provide meaningful connection strength [80]. The following description is proposed in [79] and described in [8].…”
Section: Therefore the Z Transform Of The Ar Equation Is A(z)y (Z) =mentioning
confidence: 99%