Summary

International Symposium on Nonlinear Theory and its Applications

2008

Session Number:A2L-B

Session:

Number:A2L-B2

On the detection of direct and indirect interactions in multivariate networks

Bjorn Schelter,  Kathrin Henschel,  Jakob Nawrath,  Michael Jachan,  Jens Timmer,  

pp.-

Publication Date:2008/9/7

Online ISSN:2188-5079

DOI:10.34385/proc.42.A2L-B2

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Summary:
In this manuscript we address the challenge to infer the network structure underlying multivariate systems based on observed time series, point processes, or hybrids thereof. We present a novel technique, the renormalized partial directed coherence. The performance is illustrated by means of simulations. An application to tremor data completes the presented approach.