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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11582/308457
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