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25 April 2024 |
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Localized short-range correlations in the spectrum of the equal-time correlation matrix | Markus Müller
; Yurytzy López Jiménez
; Christian Rummel
; Gerold Baier
; Andreas Galka
; Ulrich Stephani
; Hiltrud Muhle
; | Date: |
30 Sep 2006 | Journal: | Phys Rev E, 74 (4 Pt 1), 041119 | Abstract: | We suggest a procedure to identify those parts of the spectrum of the equal-time correlation matrix C where relevant information about correlations of a multivariate time series is induced. Using an ensemble average over each of the distances between eigenvalues, all nearest-neighbor distributions can be calculated individually. We present numerical examples, where (a) information about cross correlations is found in the so-called "bulk" of eigenvalues (which generally is thought to contain only random correlations) and where (b) the information extracted from the lower edge of the spectrum of C is statistically more significant than that extracted from the upper edge. We apply the analysis to electroencephalographic recordings with epileptic events. | Source: | PubMed, pmid17155034 | Services: | Forum | Review | Favorites |
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