Nonlinear multivariate analysis of neurophysiological signals. Pereda, E., Quiroga, R. Q., & Bhattacharya, J. Progress in neurobiology, 77(1-2):1–37, 2005.
Nonlinear multivariate analysis of neurophysiological signals. [link]Paper  doi  abstract   bibtex   
Multivariate time series analysis is extensively used in neurophysiology with the aim of studying the relationship between simultaneously recorded signals. Recently, advances on information theory and nonlinear dynamical systems theory have allowed the study of various types of synchronization from time series. In this work, we first describe the multivariate linear methods most commonly used in neurophysiology and show that they can be extended to assess the existence of nonlinear interdependence between signals. We then review the concepts of entropy and mutual information followed by a detailed description of nonlinear methods based on the concepts of phase synchronization, generalized synchronization and event synchronization. In all cases, we show how to apply these methods to study different kinds of neurophysiological data. Finally, we illustrate the use of multivariate surrogate data test for the assessment of the strength (strong or weak) and the type (linear or nonlinear) of interdependence between neurophysiological signals.
@article{Pereda2005,
	title = {Nonlinear multivariate analysis of neurophysiological signals.},
	volume = {77},
	issn = {0301-0082},
	url = {http://www.ncbi.nlm.nih.gov/pubmed/16289760},
	doi = {10.1016/j.pneurobio.2005.10.003},
	abstract = {Multivariate time series analysis is extensively used in neurophysiology with the aim of studying the relationship between simultaneously recorded signals. Recently, advances on information theory and nonlinear dynamical systems theory have allowed the study of various types of synchronization from time series. In this work, we first describe the multivariate linear methods most commonly used in neurophysiology and show that they can be extended to assess the existence of nonlinear interdependence between signals. We then review the concepts of entropy and mutual information followed by a detailed description of nonlinear methods based on the concepts of phase synchronization, generalized synchronization and event synchronization. In all cases, we show how to apply these methods to study different kinds of neurophysiological data. Finally, we illustrate the use of multivariate surrogate data test for the assessment of the strength (strong or weak) and the type (linear or nonlinear) of interdependence between neurophysiological signals.},
	number = {1-2},
	urldate = {2013-08-08},
	journal = {Progress in neurobiology},
	author = {Pereda, Ernesto and Quiroga, Rodrigo Quian and Bhattacharya, Joydeep},
	year = {2005},
	pmid = {16289760},
	keywords = {\#nosource, Action Potentials, Action Potentials: physiology, Animals, Computer Simulation, Data Interpretation, Statistical, Diagnosis, Computer-Assisted, Diagnosis, Computer-Assisted: methods, Electroencephalography, Electroencephalography: methods, Humans, Models, Neurological, Models, Statistical, Multivariate Analysis, Neurons, Neurons: physiology, Neurophysiology, Neurophysiology: methods, Nonlinear Dynamics, Signal Processing, Computer-Assisted},
	pages = {1--37},
}

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