Estimation of Dynamic Bivariate Correlation Using a Weighted Graph Algorithm

Autor:	Majnu John, Yihren Wu, Manjari Narayan, Aparna John, Toshikazu Ikuta, Janina Ferbinteanu
Jazyk:	angličtina
Rok vydání:	2020
Předmět:	dynamic bivariate correlation dynamic correlation fMRI local field potential sliding window dynamic conditional correlation Science Astrophysics QB460-466 Physics QC1-999
Zdroj:	Entropy, Vol 22, Iss 6, p 617 (2020)
Druh dokumentu:	article
ISSN:	1099-4300
DOI:	10.3390/e22060617
Popis:	Dynamic correlation is the correlation between two time series across time. Two approaches that currently exist in neuroscience literature for dynamic correlation estimation are the sliding window method and dynamic conditional correlation. In this paper, we first show the limitations of these two methods especially in the presence of extreme values. We present an alternate approach for dynamic correlation estimation based on a weighted graph and show using simulations and real data analyses the advantages of the new approach over the existing ones. We also provide some theoretical justifications and present a framework for quantifying uncertainty and testing hypotheses.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/346471699d334773a835d83ea474b0b7 Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF Plný text ve formátu HTML
Nepřihlášeným uživatelům se plný text nezobrazuje	K zobrazení výsledku je třeba se přihlásit.