We propose a method for the accurate estimation of Partial Directed Coherence (PDC) from multichannel time series. The method is based on multivariate vector autoregressive (MVAR) model identification performed through the recently proposed Vector Optimal Parameter Search (VOPS) algorithm. Using Monte Carlo simulations generated by different MVAR models, the proposed VOPS algorithm is compared with the traditional Vector Least Squares (VLS) identification method. We show that the VOPS provides more accurate PDC estimates than the VLS (either overall and single-arc errors) in presence of interactions with long delays and missing terms, and for noisy multichannel time series. ©2009 IEEE.

Erla, S., Faes, L., Nollo, G. (2009). Robust estimation of partial directed coherence by the vector optimal parameter search algorithm. In 2009 4th International IEEE/EMBS Conference on Neural Engineering, NER '09 (pp.734-737) [10.1109/NER.2009.5109401].

Robust estimation of partial directed coherence by the vector optimal parameter search algorithm

Faes, Luca;
2009-01-01

Abstract

We propose a method for the accurate estimation of Partial Directed Coherence (PDC) from multichannel time series. The method is based on multivariate vector autoregressive (MVAR) model identification performed through the recently proposed Vector Optimal Parameter Search (VOPS) algorithm. Using Monte Carlo simulations generated by different MVAR models, the proposed VOPS algorithm is compared with the traditional Vector Least Squares (VLS) identification method. We show that the VOPS provides more accurate PDC estimates than the VLS (either overall and single-arc errors) in presence of interactions with long delays and missing terms, and for noisy multichannel time series. ©2009 IEEE.
Settore ING-INF/06 - Bioingegneria Elettronica E Informatica
2009 4th International IEEE/EMBS Conference on Neural Engineering, NER '09
Antalya, tur
2009
2009
4
Erla, S., Faes, L., Nollo, G. (2009). Robust estimation of partial directed coherence by the vector optimal parameter search algorithm. In 2009 4th International IEEE/EMBS Conference on Neural Engineering, NER '09 (pp.734-737) [10.1109/NER.2009.5109401].
Proceedings (atti dei congressi)
Erla, Silvia*; Faes, Luca; Nollo, Giandomenico
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/278480
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