Autoregressive causal relation: Digital filtering approach to causality measures in frequency domain
Problem of causal relations in frequency domain among time series is studied. A novel measure for evaluation of causal relations is suggested. Unlike existing methods, it is based on systematic use of power spectral density. It decomposes diagonal elements of a spectral matrix in direct causal route. The advantage is the direct physical interpretation of the strength of relations.
autoregressive processes frequency domain analysis brain modeling electroencephalography