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Generating surrogate data for time series with several simultaneously measured variables
Open accessAbstract
We propose an extension to multivariate time series of the phase-randomized Fourier-transform algorithm for generating surrogate data. Such surrogate data sets must mimic not only the autocorrelations of each of the variables in the original data set, they must mimic the cross correlations between all the variables as well. The method is applied both to a simulated example (the three components of the Lorentz equations) and to data from a multichannel electroencephalogram.
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Cited by
Tracking whole-brain connectivity dynamics in the resting state
Allen, E. A., Damaraju, E., Plis, S. M., Erhardt, E. B., Eichele, T., & Calhoun, V. D. (2014) · Cerebral Cortex · doi:10.1093/cercor/bhs352 · Cited by 2,992
Dynamic models of large-scale brain activity
Breakspear, M. (2017) · Nature Neuroscience · doi:10.1038/nn.4497 · Cited by 1,239
On spurious and real fluctuations of dynamic functional connectivity during rest
Leonardi, N., & Van De Ville, D. (2015) · NeuroImage · doi:10.1016/j.neuroimage.2014.09.007 · Cited by 828
Horizontal visibility graphs: Exact results for random time series
Luque, B., Lacasa, L., Ballesteros, F., & Luque, J. (2009) · Physical Review E · doi:10.1103/physreve.80.046103 · Cited by 789
Can sliding-window correlations reveal dynamic functional connectivity in resting-state fMRI?
Hindriks, R., Adhikari, M. H., Murayama, Y., Ganzetti, M., Mantini, D., Logothetis, N. K., & Deco, G. (2016) · NeuroImage · doi:10.1016/j.neuroimage.2015.11.055 · Cited by 632
Metadata
- Authors
- Prichard, D., & Theiler, J.
- Venue
- Physical Review Letters
- Publisher
- American Physical Society (APS)
- Published
- 1994-08-15
- Volume
- 73
- Issue
- 7
- Pages
- 951-954
- ISSN
- 0031-9007 (ISSN-L)
- OpenAlex
- W2087502871
- Cited by
- 636
- References
- 0
- FWCI
- 31.24
- Type
- journal article
- Language
- en
- Open access
- green
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Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
