Localized short-range correlations in the spectrum of the equal-time correlation matrix.
Phys Rev E Stat Nonlin Soft Matter Phys
; 74(4 Pt 1): 041119, 2006 Oct.
Article
em En
| MEDLINE
| ID: mdl-17155034
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.
Buscar no Google
Coleções:
01-internacional
Base de dados:
MEDLINE
Idioma:
En
Ano de publicação:
2006
Tipo de documento:
Article