Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
利用局部平稳小波模型估计非平稳时间序列间的线性依赖
Large volumes of neuroscience data comprise multiple, nonstationary electrophysiological or neuroimaging time series recorded from different brain regions. Accurately estimating the dependence between such neural time series is critical, since changes in the dependence structure are presumed to reflect functional interactions between neuronal populations. We propose a new dependence measure, derived from a bivariate locally stationary wavelet time series model. Since…