SCAU: Modeling spectral causality for multivariate time series with applications to electroencephalograms
SCAU:多元时间序列谱因果建模及脑电图应用
Electroencephalograms (EEG) are noninvasive measurement signals of electrical neuronal activity in the brain. One of the current major statistical challenges is formally measuring functional dependency between those complex signals. This paper, proposes the spectral causality model (SCAU), a robust linear model, under a causality paradigm, to reflect inter- and intra-frequency modulation effects that cannot be identifiable using other methods. SCAU inference is conducted…