Testing for directed influences in neuroscience using partial directed coherence

B. Schelter*, M. Winterhalder, M. Eichler, M. Peifer, B. Hellwig, B. Guschlbauer, C.R. Luecking, R. Dahlhaus, J. Timmer

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review


One major challenge in neuroscience is the identification of interrelations between signals reflecting neural activity. When applying multivariate time series analysis techniques to neural signals, detection of directed relationships, which can be described in terms of granger-causality, is of particular interest. Partial directed coherence has been introduced for a frequency domain analysis of linear granger-causality based on modeling the underlying dynamics by vector autoregressive processes. We discuss the statistical properties of estimates for partial directed coherence and propose a significance level for testing for nonzero partial directed coherence at a given frequency. The performance of this test is illustrated by means of linear and non-linear model systems and in an application to electroencephalography and electromyography data recorded from a patient suffering from essential tremor.
Original languageEnglish
Pages (from-to)210-219
Number of pages9
JournalJournal of Neuroscience Methods
Publication statusPublished - 1 Jan 2006

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