Surrogate data analysis for assessing the significance of the coherence function

IEEE Transactions on Bio-medical Engineering
Luca FaesGiandomenico Nollo

Abstract

In cardiovascular variability analysis, the significance of the coupling between two time series is commonly assessed by setting a threshold level in the coherence function. While traditionally used statistical tests consider only the parameters of the adopted estimator, the required zero-coherence level may be affected by some features of the observed series. In this study, three procedures, based on the generation of surrogate series sharing given properties with the original but being structurally uncoupled, were considered: independent identically distributed (IID), Fourier transform (FT), and autoregressive (AR). IID surrogates maintained the distribution of the original series, while FT and AR surrogates preserved the power spectrum. The ability of the three methods to define the threshold for zero coherence was validated and compared by computer simulations reproducing typical cardiovascular interactions. While the IID threshold depended only on record length and design parameters of the coherence estimator, FT and AR thresholds were frequency-dependent with peaks corresponding to the local maxima of the estimated coherence. FT and AR surrogates were able to compensate spurious coherence peaks due to equal-frequency but ...Continue Reading

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Citations

Mar 28, 2009·Philosophical Transactions. Series A, Mathematical, Physical, and Engineering Sciences·Kobi KeissarSolange Akselrod
Jul 17, 2013·Philosophical Transactions. Series A, Mathematical, Physical, and Engineering Sciences·Xiaotong WenMingzhou Ding
Jun 6, 2012·Computational and Mathematical Methods in Medicine·Luca FaesGiandomenico Nollo
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