M. Müller et al 2008 EPL 84 10009 doi:10.1209/0295-5075/84/10009
M. Müller1,2, G. Baier1,3, C. Rummel4,1 and K. Schindler4
Show affiliationsThe estimation of the amount of genuine cross-correlation strength from multivariate data sets is a nontrivial task, especially when the power spectra of the signals vary dynamically. In this case, the amount of random correlations may vary drastically, even when the length T of the data window used for the construction of the zero-lag correlation matrix is kept constant. In the present letter we introduce correlation measures that allow to distinguish quantitatively genuine and random cross-correlations. The measures are carefully tested by employing model data and exemplarily we demonstrate their performance by their application to a clinical electroencephalogram (EEG) of an epilepsy patient.
Issue 1 (October 2008)
Received 4 June 2008, accepted for publication 25 August 2008
Published 19 September 2008
M. Müller et al 2008 EPL 84 10009
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