IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v454y2016icp143-150.html
   My bibliography  Save this article

Spurious cross-frequency amplitude–amplitude coupling in nonstationary, nonlinear signals

Author

Listed:
  • Yeh, Chien-Hung
  • Lo, Men-Tzung
  • Hu, Kun

Abstract

Recent studies of brain activities show that cross-frequency coupling (CFC) plays an important role in memory and learning. Many measures have been proposed to investigate the CFC phenomenon, including the correlation between the amplitude envelopes of two brain waves at different frequencies — cross-frequency amplitude–amplitude coupling (AAC). In this short communication, we describe how nonstationary, nonlinear oscillatory signals may produce spurious cross-frequency AAC. Utilizing the empirical mode decomposition, we also propose a new method for assessment of AAC that can potentially reduce the effects of nonlinearity and nonstationarity and, thus, help to avoid the detection of artificial AACs. We compare the performances of this new method and the traditional Fourier-based AAC method. We also discuss the strategies to identify potential spurious AACs.

Suggested Citation

  • Yeh, Chien-Hung & Lo, Men-Tzung & Hu, Kun, 2016. "Spurious cross-frequency amplitude–amplitude coupling in nonstationary, nonlinear signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 454(C), pages 143-150.
    • Handle: RePEc:eee:phsmap:v:454:y:2016:i:c:p:143-150
    DOI: 10.1016/j.physa.2016.02.012
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437116001783
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2016.02.012?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Podobnik, Boris & Horvatic, Davor & Lam Ng, Alfonso & Eugene Stanley, H. & Ivanov, Plamen Ch., 2008. "Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3954-3959.
    2. Hu, Kun & Peng, C.K. & Huang, Norden E. & Wu, Zhaohua & Lipsitz, Lewis A. & Cavallerano, Jerry & Novak, Vera, 2008. "Altered phase interactions between spontaneous blood pressure and flow fluctuations in type 2 diabetes mellitus: Nonlinear assessment of cerebral autoregulation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(10), pages 2279-2292.
    3. B. Podobnik & I. Grosse & D. Horvatić & S. Ilic & P. Ch. Ivanov & H. E. Stanley, 2009. "Quantifying cross-correlations using local and global detrending approaches," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(2), pages 243-250, September.
    4. Wang, Yung-Hung & Yeh, Chien-Hung & Young, Hsu-Wen Vincent & Hu, Kun & Lo, Men-Tzung, 2014. "On the computational complexity of the empirical mode decomposition algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 159-167.
    5. Amir Bashan & Ronny P. Bartsch & Jan. W. Kantelhardt & Shlomo Havlin & Plamen Ch. Ivanov, 2012. "Network physiology reveals relations between network topology and physiological function," Nature Communications, Nature, vol. 3(1), pages 1-9, January.
    6. Timothy G. Buchman, 2002. "The community of the self," Nature, Nature, vol. 420(6912), pages 246-251, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Young, Hsu-Wen Vincent & Hsu, Ke-Hsin & Pham, Van-Truong & Tran, Thi-Thao & Lo, Men-Tzung, 2017. "A new approach to sparse decomposition of nonstationary signals with multiple scale structures using self-consistent nonlinear waves," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 1-10.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. El Alaoui, Marwane & Benbachir, Saâd, 2013. "Multifractal detrended cross-correlation analysis in the MENA area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5985-5993.
    2. Li, Shuping & Lu, Xinsheng & Li, Jianfeng, 2021. "Cross-correlations between the P2P interest rate, Shibor and treasury yields," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
    3. Li, Zhihui & Lu, Xinsheng, 2012. "Cross-correlations between agricultural commodity futures markets in the US and China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(15), pages 3930-3941.
    4. Wang, Yung-Hung & Young, Hsu-Wen Vincent & Lo, Men-Tzung, 2016. "The inner structure of empirical mode decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1003-1017.
    5. Kristoufek, Ladislav, 2013. "Mixed-correlated ARFIMA processes for power-law cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6484-6493.
    6. Siqueira, Erinaldo Leite & Stošić, Tatijana & Bejan, Lucian & Stošić, Borko, 2010. "Correlations and cross-correlations in the Brazilian agrarian commodities and stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2739-2743.
    7. Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou, 2014. "Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 70-79.
    8. Zhou, Yu & Chen, Shi, 2016. "Cross-correlation analysis between Chinese TF contracts and treasury ETF based on high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 117-127.
    9. Kristoufek, Ladislav, 2015. "On the interplay between short and long term memory in the power-law cross-correlations setting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 218-222.
    10. Zhao, Xiaojun & Shang, Pengjian & Lin, Aijing & Chen, Gang, 2011. "Multifractal Fourier detrended cross-correlation analysis of traffic signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3670-3678.
    11. Young, Hsu-Wen Vincent & Hsu, Ke-Hsin & Pham, Van-Truong & Tran, Thi-Thao & Lo, Men-Tzung, 2017. "A new approach to sparse decomposition of nonstationary signals with multiple scale structures using self-consistent nonlinear waves," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 1-10.
    12. Wu, Yue & Shang, Pengjian & Chen, Shijian, 2019. "Modified multifractal large deviation spectrum based on CID for financial market system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1331-1342.
    13. Li, Jianfeng & Lu, Xinsheng & Zhou, Ying, 2016. "Cross-correlations between crude oil and exchange markets for selected oil rich economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 131-143.
    14. Teng, Yue & Shang, Pengjian, 2018. "Detrended fluctuation analysis based on higher-order moments of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 311-322.
    15. Liu, Li-Zhi & Qian, Xi-Yuan & Lu, Heng-Yao, 2010. "Cross-sample entropy of foreign exchange time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4785-4792.
    16. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.
    17. Cao, Guangxi & Xu, Wei, 2016. "Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition," Chaos, Solitons & Fractals, Elsevier, vol. 83(C), pages 212-222.
    18. Lu, Feiyu & Yuan, Naiming & Fu, Zuntao & Mao, Jiangyu, 2012. "Universal scaling behaviors of meteorological variables’ volatility and relations with original records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4953-4962.
    19. Pavlov, A.N. & Pavlova, O.N. & Koronovskii, A.A. & Guyo, G.A., 2022. "Extended detrended cross-correlation analysis of nonstationary processes," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    20. Yang, Yujun & Li, Jianping & Yang, Yimei, 2017. "The cross-correlation analysis of multi property of stock markets based on MM-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 23-33.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:454:y:2016:i:c:p:143-150. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.