Statements in which the resource exists as a subject.
PredicateObject
rdf:type
lifeskim:mentions
pubmed:issue
8
pubmed:dateCreated
2009-8-10
pubmed:abstractText
We present a novel approach to quantify the statistical interdependence of two time series, referred to as stochastic event synchrony (SES). The first step is to extract the two given time series. The next step is to try to align events from one time series with events from the other. The better the alignment the more similar the two series are considered to be. More precisely, the similarity is quantified by the following parameters: time delay, variance of the time jitter, fraction of noncoincident events, and average similarity of the aligned events. The pairwise alignment and SES parameters are determined by statistical inference. In particular, the SES parameters are computed by maximum a posteriori (MAP) estimation, and the pairwise alignment is obtained by applying the max product algorithm. This letter deals with one-dimensional point processes; the extension to multidimensional point processes is considered in a companion letter in this issue. By analyzing surrogate data, we demonstrate that SES is able to quantify both timing precision and event reliability more robustly than classical measures can. As an illustration, neuronal spike data generated by Morris-Lecar neuron model are considered.
pubmed:language
eng
pubmed:journal
pubmed:citationSubset
IM
pubmed:status
MEDLINE
pubmed:month
Aug
pubmed:issn
0899-7667
pubmed:author
pubmed:issnType
Print
pubmed:volume
21
pubmed:owner
NLM
pubmed:authorsComplete
Y
pubmed:pagination
2152-202
pubmed:meshHeading
pubmed:year
2009
pubmed:articleTitle
Quantifying statistical interdependence by message passing on graphs-part I: one-dimensional point processes.
pubmed:affiliation
Laboratory for Information and Decision Systems, Massachusetts Institute of Technology, Cambridge, MA 02139, USA. jdauwels@mit.edu
pubmed:publicationType
Journal Article, Research Support, U.S. Gov't, Non-P.H.S., Research Support, Non-U.S. Gov't