The partial directed coherence (PDC) is commonly used to assess in the frequency domain the existence of causal relations between two time series measured in conjunction with a set of other time series. Although the multivariate autoregressive (MVAR) model traditionally used for PDC computation accounts only for lagged effects, instantaneous effects cannot be neglected in the analysis of cardiovascular time series.
Assessing frequency domain causality in cardiovascular time series with instantaneous interactions
Faes, Luca;Nollo, Giandomenico
2010-01-01
Abstract
The partial directed coherence (PDC) is commonly used to assess in the frequency domain the existence of causal relations between two time series measured in conjunction with a set of other time series. Although the multivariate autoregressive (MVAR) model traditionally used for PDC computation accounts only for lagged effects, instantaneous effects cannot be neglected in the analysis of cardiovascular time series.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
