Short-window spectral analysis using AMVAR and multitaper methods: a comparison

We compare two popular methods for estimating the power spectrum from short data windows, namely the adaptive multivariate autoregressive (AMVAR) method and the multitaper method. By analyzing a simulated signal (embedded in a background Ornstein-Uhlenbeck noise process) we demonstrate that the AMVAR method performs better at detecting short bursts of oscillations compared to the multitaper method. However, both methods are immune to jitter in the temporal location of the signal. We also show that coherence can still be detected in noisy bivariate time series data by the AMVAR method even if the individual power spectra fail to show any peaks. Finally, using data from two monkeys performing a visuomotor pattern discrimination task, we demonstrate that the AMVAR method is better able to determine the termination of the beta oscillations when compared to the multitaper method.