Non-uniform state space reconstruction and coupling detection

Details Non-uniform state space reconstruction and coupling detection Non-uniform state space reconstruction and coupling detection

2010-07-02

arxiv.org/abs/1007.0394v1

Nonlinear Sciences

Chaotic Dynamics

21 pages, 11 figures, to be published in Physical Review E

Scientific paper

We investigate the state space reconstruction from multiple time series derived from continuous and discrete systems and propose a method for building embedding vectors progressively using information measure criteria regarding past, current and future states. The embedding scheme can be adapted for different purposes, such as mixed modelling, cross-prediction and Granger causality. In particular we apply this method in order to detect and evaluate information transfer in coupled systems. As a practical application, we investigate in records of scalp epileptic EEG the information flow across brain areas.

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