publication . Article . 2011

On the spectral formulation of Granger causality

D. Chicharro;
Closed Access English
  • Published: 01 Jan 2011 Journal: BIOLOGICAL CYBERNETICS (issn: 0340-1200, Copyright policy)
  • Publisher: SPRINGER
Abstract
Spectral measures of causality are used to explore the role of different rhythms in the causal connectivity between brain regions. We study several spectral measures related to Granger causality, comprising the bivariate and conditional Geweke measures, the directed transfer function, and the partial directed coherence. We derive the formulation of dependence and causality in the spectral domain from the more general formulation in the information-theory framework. We argue that the transfer entropy, the most general measure derived from the concept of Granger causality, lacks a spectral representation in terms of only the processes associated with the recorded ...
Subjects
free text keywords: Biotechnology, General Computer Science, Autoregressive model, Econometrics, Granger causality, Mutual information, Causality, Coherence (signal processing), Coherence (physics), Transfer entropy, Mathematics, Bivariate analysis
Funded by
EC| BRAINSCALES
Project
BRAINSCALES
Brain-inspired multiscale computation in neuromorphic hybrid systems
  • Funder: European Commission (EC)
  • Project Code: 269921
  • Funding stream: FP7 | SP1 | ICT
Communities
FET FP7FET Proactive: FET proactive 8: Brain Inspired ICT
FET FP7FET Proactive: Brain-inspired multiscale computation in neuromorphic hybrid systems
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publication . Article . 2011

On the spectral formulation of Granger causality

D. Chicharro;