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Detecting and tracking time-varying causality with applications to EEG data

Zhao, Y., Billings, S.A., Wei, H.L. and Sarrigiannis, P.G. (2011) Detecting and tracking time-varying causality with applications to EEG data. Research Report. ACSE Research Report no. 1027 . Automatic Control and Systems Engineering, University of Sheffield

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Abstract

This paper introduces a novel method called the ERR-Causality, or Error Reduction Ratio Causality test, that can be used to detect and track causal relationships between two signals using a new adaptive forward orthogonal least squares (Adaptive-Forward-OLS) algorithm. In comparison to the traditional Granger method, one advantage of the new ERR-Causality test is that it can effectively detect the time-varying direction of linear or nonlinear causality between two signals without fitting a complete model. Another important advantage is that the ERR-Causality test can detect both the direction of interactions and estimate the relative time shift between the two signals. Several numerical examples are provided to illustrate the effectiveness of the new method for causal relationship detection between two signals. An important real application, relating to the analysis of the causality of EEG signals from different cortical sites which can be very useful for understanding brain activity during an epileptic seizure by inspecting the high-resolution time varying directed information flow, is also discussed.

Item Type: Monograph (Research Report)
Copyright, Publisher and Additional Information: The Department of Automatic Control and Systems Engineering research reports offer a forum for the research output of the academic staff and research students of the Department at the University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. Some papers in the series may have been subsequently published elsewhere and you are advised to cite the later published version in these instances.
Keywords: Causality, Granger, EEG, Time-varying, OLS
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield) > ACSE Research Reports
Depositing User: Miss Anthea Tucker
Date Deposited: 18 Oct 2012 09:41
Last Modified: 04 Jun 2014 14:25
Status: Published
Publisher: Automatic Control and Systems Engineering, University of Sheffield
URI: http://eprints.whiterose.ac.uk/id/eprint/74675

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