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Estimation of time delay by coherence analysis

Author

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  • Govindan, R.B.
  • Raethjen, J.
  • Kopper, F.
  • Claussen, J.C.
  • Deuschl, G.

Abstract

Using coherence analysis (which is an extensively used method to study the correlations in frequency domain, between two simultaneously measured signals) we estimate the time delay between two signals. This method is suitable for time delay estimation of narrow band coherence signals for which the conventional methods cannot be reliably applied. We show, by analysing coupled Rössler attractors with a known delay, that the method yields satisfactory results. Then, we apply this method to human pathologic tremor. The delay between simultaneously measured traces of electroencephalogram (EEG) and electromyogram (EMG) data of subjects with essential hand tremor is calculated. We find that there is a delay of 11–27 milli-seconds (ms) between the tremor correlated parts (cortex) of the brain (EEG) and the trembling hand (EMG) which is in agreement with the experimentally observed delay value of 15ms for the cortico-muscular conduction time. By surrogate analysis we calculate error bars of the estimated delay.

Suggested Citation

  • Govindan, R.B. & Raethjen, J. & Kopper, F. & Claussen, J.C. & Deuschl, G., 2005. "Estimation of time delay by coherence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 277-295.
    • Handle: RePEc:eee:phsmap:v:350:y:2005:i:2:p:277-295
    DOI: 10.1016/j.physa.2004.11.043
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    1. Bernow, Stephen & Dougherty, William & Duckworth, Max & Brower, Michael, 1998. "An integrated approach to climate policy in the US electric power sector," Energy Policy, Elsevier, vol. 26(5), pages 375-393, April.
    2. repec:spr:pharme:v:14:y:1998:i:3:p:299-312 is not listed on IDEAS
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    Cited by:

    1. Abdelwahab Allali & Amor Oueslati & Abdelwahed Trabelsi, 2011. "Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(3), pages 319-344, September.

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