Uniform approach to linear and nonlinear interrelation patterns in multivariate time series

Rummel, Christian; Abela, Eugenio; Müller, Markus; Hauf, Martinus; Scheidegger, Olivier; Wiest, Roland; Schindler, Kaspar (2011). Uniform approach to linear and nonlinear interrelation patterns in multivariate time series. Physical review. E - statistical, nonlinear, and soft matter physics, 83(6 Pt 2), p. 66215. Melville, N.Y.: American Physical Society 10.1103/PhysRevE.83.066215

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Currently, a variety of linear and nonlinear measures is in use to investigate spatiotemporal interrelation patterns of multivariate time series. Whereas the former are by definition insensitive to nonlinear effects, the latter detect both nonlinear and linear interrelation. In the present contribution we employ a uniform surrogate-based approach, which is capable of disentangling interrelations that significantly exceed random effects and interrelations that significantly exceed linear correlation. The bivariate version of the proposed framework is explored using a simple model allowing for separate tuning of coupling and nonlinearity of interrelation. To demonstrate applicability of the approach to multivariate real-world time series we investigate resting state functional magnetic resonance imaging (rsfMRI) data of two healthy subjects as well as intracranial electroencephalograms (iEEG) of two epilepsy patients with focal onset seizures. The main findings are that for our rsfMRI data interrelations can be described by linear cross-correlation. Rejection of the null hypothesis of linear iEEG interrelation occurs predominantly for epileptogenic tissue as well as during epileptic seizures.

Item Type:

Journal Article (Original Article)


04 Faculty of Medicine > Department of Radiology, Neuroradiology and Nuclear Medicine (DRNN) > Institute of Diagnostic and Interventional Neuroradiology
04 Faculty of Medicine > Department of Head Organs and Neurology (DKNS) > Clinic of Neurology

UniBE Contributor:

Rummel, Christian, Abela, Eugenio, Hauf, Martinus, Scheidegger, Olivier, Wiest, Roland Gerhard Rudi, Schindler, Kaspar Anton


600 Technology > 610 Medicine & health




American Physical Society




Factscience Import

Date Deposited:

04 Oct 2013 14:14

Last Modified:

02 Mar 2023 23:20

Publisher DOI:


PubMed ID:


Web of Science ID:



https://boris.unibe.ch/id/eprint/3383 (FactScience: 207059)

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