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Influence analysis for high-dimensional time series with an application to epileptic seizure onset zone detection

Authors
Journal
Journal of Neuroscience Methods
0165-0270
Publisher
Elsevier
Publication Date
Volume
214
Issue
1
Identifiers
DOI: 10.1016/j.jneumeth.2012.12.025
Keywords
  • Article
Disciplines
  • Economics

Abstract

Granger causality is a useful concept for studying causal relations in networks. However, numerical problems occur when applying the corresponding methodology to high-dimensional time series showing co-movement, e.g. EEG recordings or economic data. In order to deal with these shortcomings, we propose a novel method for the causal analysis of such multivariate time series based on Granger causality and factor models. We present the theoretical background, successfully assess our methodology with the help of simulated data and show a potential application in EEG analysis of epileptic seizures.

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