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Updated: Jun 6, 2026
08:42
Measurement of the Directional Information Flow in fNIRS-Hyperscanning Data using the Partial Wavelet Transform Coherence Method
Published on: September 3, 2021
Asymptotic behavior of generalized partial directed coherence.
Carlos Stein Naves de Brito1, Luiz Antonio Baccalá, Daniel Yasumasa Takahashi
1Bioinformatics Graduate Program, University of São Paulo, Brazil. cstein06@gmail.com
Summary
This study introduces a new general form of partial directed coherence, analyzing its asymptotic behavior. Findings include confidence intervals and hypothesis testing for this statistical measure.
Area of Science:
- Statistics
- Time Series Analysis
- Signal Processing
Background:
- Partial directed coherence (PDC) is a widely used measure for assessing directed influences in multivariate time series.
- Existing PDC methods have limitations in their generalizability and applicability to complex systems.
Purpose of the Study:
- To introduce and analyze the asymptotic behavior of a novel, generalized form of partial directed coherence.
- To provide statistical inference tools, including confidence intervals and hypothesis testing, for the new measure.
Main Methods:
- The study defines a new general form of partial directed coherence.
- Asymptotic properties of the new measure are derived and analyzed.
- Confidence intervals and null hypothesis testing procedures are developed.
Main Results:
- The asymptotic distribution of the generalized partial directed coherence is established.
- The performance of confidence intervals and hypothesis tests is demonstrated through simulations and examples.
- The new measure shows promise in accurately identifying directed relationships in complex data.
Conclusions:
- The generalized partial directed coherence offers a robust and flexible tool for analyzing directed interactions in multivariate time series.
- The provided statistical inference methods facilitate reliable interpretation of results.
- This work advances the field of time series analysis by offering a more comprehensive measure of directed coherence.
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