Dynamic Factor Analysis in the Frequency Domain: Causal Modeling of Multivariate Psychophysiological Time Series

Multivariate Behavioral Research
P C Molenaar

Abstract

Factor analysis of a multivariate time series by means of frequency domain or spectral techniques does not yield a causal model of the time series. We propose a solution to this long-standing problem, namely unitary rotation to minimum phase-lag in the frequency domain. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic analysis of the multichannel EEG, including a comparison with time-varying dipole modeling of brain potentials.

References

Aug 1, 1975·Electroencephalography and Clinical Neurophysiology·C J HendersonA Glass
Jan 1, 1985·Electroencephalography and Clinical Neurophysiology·M Scherg, D Von Cramon
Feb 1, 1987·Biological Psychology·P C Molenaar, J W Roelofs
Nov 1, 1971·Electroencephalography and Clinical Neurophysiology·D Lehmann
Apr 1, 1982·Multivariate Behavioral Research·A R HakstianR B Cattell
Apr 1, 1982·Multivariate Behavioral Research·W R Zwick, W F Velicer

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Citations

Aug 4, 2012·Twin Research and Human Genetics : the Official Journal of the International Society for Twin Studies·Peter C M MolenaarJohn R Nesselroade
Feb 24, 2007·Biological Psychology·Brendan P ZietschMargaret J Wright
Dec 13, 2005·International Journal of Psychophysiology : Official Journal of the International Organization of Psychophysiology·Christine M SmitNicholas G Martin
Jan 7, 2014·Gait & Posture·Zheng WangKarl M Newell
Nov 1, 2014·Multivariate Behavioral Research·Jonathan E ButnerDeborah J Wiebe
Jul 1, 1994·Multivariate Behavioral Research·H M Huizenga, P C Molenaar
Feb 17, 2017·Multivariate Behavioral Research·Peter C M Molenaar
Nov 13, 2007·Integrative Psychological & Behavioral Science·Peter C M Molenaar

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