Posted on Tuesday, 24th April 2012
Please read sections 18.4 and 18.5 and post a comment.
Posted in Class | Comments (11)
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Posted on Tuesday, 24th April 2012
Please read sections 18.4 and 18.5 and post a comment.
Posted in Class | Comments (11)
You must be logged in to post a comment.
April 24th, 2012 at 9:26 pm
Can you say a bit more about Granger causality? It seems like an interesting and useful concept, but I can’t tell if it can only be used in bivariate cases, or if it has wider application than that. If it does have wider application, could you provide another example? Thanks!
April 25th, 2012 at 12:06 pm
I’m not sure I entirely understand what the significance tests based on the integrated squared difference between two smooth curves is really testing.
Suppose we had two curves that were exactly the same shape, but one had been translated x units up. It seems that this significance test would miss the similarity. Is there a way to test for whether the shapes are significantly different?
April 25th, 2012 at 9:22 pm
Is the propagation of uncertainty more complicated in bi-variate series?
April 25th, 2012 at 10:05 pm
When wouldn’t you be able to use the periodogram to propagate uncertainty, and have to use the methods discussed in 18.4.2? Why wouldn’t you be able to use it, and the uncertainty obtained from it?
April 26th, 2012 at 12:22 am
Can you explain the bar notation in formula 18.51 on p554?
April 26th, 2012 at 12:28 am
Is there any particular smoothing method for periodograms that would be better for interpreting coherence?
April 26th, 2012 at 8:07 am
What would be a good statistical method to analyze the location of peaks in the periodograms? It seems like in figure 18.15 that the peaks can be relatively hidden within the 95% confidence bands.
April 26th, 2012 at 8:15 am
I usually read about spike-triggered averages used to identify the functional relationship between a motor cortical neuron and the EMG of a muscle. Could Granger causality also be used in this situation to show if the neuron is causally related to the EMG?
April 26th, 2012 at 8:29 am
If any, what are the differences to take in consideration between standard bootstrap procedures and bootstrapping the smoothed periodogram?
April 26th, 2012 at 8:30 am
Do the rules governing bivariate time series data extend to multivariate cases?
April 26th, 2012 at 9:07 am
Can you talk about Granger causality? Might this be possible to use this for EEG channels?