The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
Activity Number:
|
285
|
Type:
|
Topic Contributed
|
Date/Time:
|
Tuesday, August 2, 2011 : 8:30 AM to 10:20 AM
|
Sponsor:
|
ENAR
|
Abstract - #300832 |
Title:
|
Generalized Spectral Measures of Cross-Dependence
|
Author(s):
|
Hernando Ombao*+
|
Companies:
|
Brown University
|
Address:
|
121 South Main Street, 7th Floor, Providence, RI, 02912, USA
|
Keywords:
|
Multivariate time series ;
Electroencephalograms ;
Coherence ;
Spectral Analysis ;
Fourier analysis
|
Abstract:
|
Coherence is one common measure of cross-dependence between components in multivariate time series. Under the classical Cram\'er representation of stochastic processes, cross-coherence at a single frequency $\omega$ is the squared magnitude of the cross-correlation between the random increments at frequency $\omega$ of two time series.It identifies frequency bands that drive linear association between signals. However, classical coherence may not fully capture the dependence in complex signals such as electroencephalograms (EEGs). In this talk, we extend the concept of coherence at a single frequency to coherence at dual frequency (a pair of frequencies) at both contemporaneous and lagged time blocks. Under this novel concept, one may investigate how oscillatory activity at frequency $\omega$ at the (b-1)-th time block predict activity at frequency $\lambda$ at the b-th time block. We develop simple estimators for dual coherence based on replicated trials and derive their asymptotic distributions. Our results generalize the classical results on coherence analysis. These novel measures will be utilized to analyze EEG data recorded during a visual-motor experiment.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.