Spectral analysis of multiple timeseries Kenneth D. Harris 18/2/15.

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Presentation transcript:

Spectral analysis of multiple timeseries Kenneth D. Harris 18/2/15

Continuous processes A continuous process defines a probability distribution over the space of possible signals Sample space = all possible LFP signals Probability density

Multivariate continuous processes A continuous process defines a probability distribution over the space of possible signals Sample space = all possible multiple signals Probability density

Cross-spectrum Power spectrum

Fourier transform: amplitude and phase

Constant phase relationship?

Complex conjugate

Cross spectrum estimation

Welch’s method Average the squared FFT over multiple windows

Multi-taper method

Coherence

Transfer function

Seizure over visual cortex Federico Rossi

Cross-spectrum with seed pixel

Coherence magnitude with seed pixel

Cross-spectral matrix

1 st Eigenvector of cross-spectral matrix No need for a seed pixel Shows how wave propagates across cortex Computed using SVD first!