Detection of time-delayed interactions in biosignals using symbolic coupling traces

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Published 17 July 2009 Europhysics Letters Association
, , Citation N. Wessel et al 2009 EPL 87 10004 DOI 10.1209/0295-5075/87/10004

0295-5075/87/1/10004

Abstract

Directional coupling analysis of bivariate time series is an important subject of current research. In this letter, a method based on symbolic dynamics for the detection of time-delayed coupling is presented. The symbolic coupling traces, defined as the symmetric and diametric traces of the bivariate word distribution, allow for the quantification of coupling and are compared with established methods like mutual information and cross recurrence analysis. The symbolic coupling traces method is applied to model systems and cardiological data which demonstrate its advantages especially for nonstationary data.

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