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BIOLOGICAL SCIENCES Sameshima Baccalá Interest in brain connectivity inference has become ubiquitous and is now increasingly M E METHODS in BRAIN CONNECTIVITY adopted in experimental investigations of clinical, behavioral, and experimental T H neurosciences. Methods in Brain Connectivity Inference through Multivariate O D Time Series Analysis gathers the contributions of leading international authors who S in INFERENCE THROUGH MULTIVARIATE discuss different time series analysis approaches, providing a thorough survey of B R information on how brain areas effectively interact. A I N C TIME SERIES ANALYSIS Incorporating multidisciplinary work in applied mathematics, statistics, and animal O N and human experiments at the forefront of the field, the book addresses the use N E of time series data in brain connectivity interference studies. Contributors present C T I codes and data examples to back up their methodological descriptions, exploring V I T the details of each proposed method as well as an appreciation of their merits and Y I limitations. Supplemental material for the book, including code, data, practical N F examples, and color figures is supplied in the form of a CD with directories organized ER E by chapter and instruction files that provide additional detail. N C E T The field of brain connectivity inference is growing at a fast pace with new data/ H R signal processing proposals emerging so often as to make it difficult to be fully up O U to date. This consolidated panorama of data-driven methods includes theoretical G H bases allied to computational tools, offering readers immediate hands-on experience M U in this dynamic arena. L T I V A R I A T E T I M E S E R Edited by I E S A N Koichi Sameshima A L Y S Luiz Antonio Baccalá I S K12042 6000 Broken Sound Parkway, NW Suite 300, Boca Raton, FL 33487 711 Third Avenue frontiers in neuroenGineerinG New York, NY 10017 an informa business 2 Park Square, Milton Park www.crcpress.com Abingdon, Oxon OX14 4RN, UK www.crcpress.com K12042_cover.indd 1 1/6/14 2:18 PM CRC Press Taylor & Francis Group 6000 Broken Sound Parkway NW, Suite 300 Boca Raton, FL 33487-2742 © 2014 by Taylor & Francis Group, LLC CRC Press is an imprint of Taylor & Francis Group, an Informa business No claim to original U.S. Government works Version Date: 20140108 International Standard Book Number-13: 978-1-4398-4573-8 (eBook - PDF) This book contains information obtained from authentic and highly regarded sources. While all reasonable efforts have been made to publish reliable data and information, neither the author[s] nor the publisher can accept any legal responsibility or liability for any errors or omissions that may be made. The publishers wish to make clear that any views or opinions expressed in this book by individual editors, authors or contributors are personal to them and do not necessarily reflect the views/opinions of the publishers. The information or guidance contained in this book is intended for use by medical, scientific or health-care professionals and is provided strictly as a supplement to the medical or other professional’s own judgement, their knowledge of the patient’s medical history, relevant manufacturer’s instructions and the appropriate best practice guide- lines. Because of the rapid advances in medical science, any information or advice on dosages, procedures or diagnoses should be independently verified. The reader is strongly urged to consult the drug companies’ printed instructions, and their websites, before administering any of the drugs recommended in this book. This book does not indicate whether a particular treatment is appropriate or suitable for a particular indi- vidual. Ultimately it is the sole responsibility of the medical professional to make his or her own professional judgements, so as to advise and treat patients appropriately. The authors and publishers have also attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been acknowledged please write and let us know so we may rectify in any future reprint. Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmit- ted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented, including photocopying, microfilming, and recording, or in any information storage or retrieval system, without written permission from the publishers. For permission to photocopy or use material electronically from this work, please access www.copyright. com (http://www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that provides licenses and registration for a variety of users. For organizations that have been granted a photocopy license by the CCC, a separate system of payment has been arranged. Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe. Visit the Taylor & Francis Web site at http://www.taylorandfrancis.com and the CRC Press Web site at http://www.crcpress.com Contents SeriesPreface.............................................................vii Preface...................................................................ix SoftwareandDataCD ..................................................... xi Editors..................................................................xiii Contributors..............................................................xv Chapter1 BrainConnectivity:AnOverview.....................................1 LuizA.Baccala´ andKoichiSameshima Section I Fundamental Theory Chapter2 DirectedTransferFunction:APioneeringConcept inConnectivityAnalysis..............................................13 MaciejKamin´skiandKatarzynaBlinowska Chapter3 AnOverviewofVectorAutoregressiveModels .....................35 PedroA.Morettin Chapter4 PartialDirectedCoherence ...........................................57 LuizA.Baccala´ andKoichiSameshima Chapter5 InformationPartialDirectedCoherence..............................75 DanielY.Takahashi,LuizA.Baccala´,andKoichiSameshima Chapter6 AssessingConnectivityinthePresence ofInstantaneousCausality ............................................87 LucaFaes Chapter7 AsymptoticPDCProperties..........................................113 KoichiSameshima,DanielY.Takahashi,andLuizA.Baccala´ v vi Contents Section II Extensions Chapter8 NonlinearParametricGrangerCausality inDynamicalNetworks..............................................135 DanieleMarinazzo,WeiLiao,MarioPellicoro, andSebastianoStramaglia Chapter9 Time-VariantEstimationofConnectivityandKalmanFilter ......161 LindaSommerlade,MarcoThiel,BettinaPlatt,AndreaPlano, GernotRiedel,CelsoGrebogi,WolfgangMader,MalenkaMader, JensTimmer,andBjörnSchelter Section III Applications Chapter10 ConnectivityAnalysisBasedonMultielectrodeEEGInversion MethodswithandwithoutfMRIAPrioriInformation.............181 LauraAstolfiandFabioBabiloni Chapter11 MethodsforConnectivityAnalysisinfMRI........................197 JoãoRicardoSato,PhilipJ.A.Dean,andGilsonVieira Chapter12 AssessingCausalInteractionsamongCardiovascular VariabilitySeriesthroughaTime-Domain GrangerCausalityApproach.........................................223 AlbertoPorta,AnielleC.M.Takahashi,AparecidaM.Catai,and NicoloMontano Section IV Epilogue Chapter13 MultivariateTime-SeriesBrainConnectivity:ASum-Up .........245 LuizA.Baccala´ andKoichiSameshima Index...................................................................253 Series Preface TheFrontiersinNeuroengineeringseriespresentstheinsightsofexpertsonemerging experimentaltechniquesandtheoreticalconceptsthatareorwillbeatthevanguardof neuroscience.Booksintheseriescovertopicsrangingfromelectrodedesignmeth- ods for neural ensemble recordings in behaving animals to biological sensors. The series also covers new and exciting multidisciplinary areas of brain research, such as computational neuroscience and neurengineering, and describes breakthroughs in biomedical engineering. The goal is for this series to be the reference that every neuroscientistusestobecomeacquaintedwithnewadvancesinbrainresearch. Each book is edited by an expert and consists of chapters written by leaders in aparticularfield.Thebooksarerichlyillustratedandcontaincomprehensivebibli- ographies.Chaptersprovidesubstantialbackgroundmaterialrelevanttotheparticular subjects. We hope that as the volumes become available, our efforts as well as those of thepublisher,thebookeditors,andtheindividualauthorswillcontributetothefur- therdevelopmentofbrainresearch.Theextenttowhichweachievethisgoalwillbe determinedbytheutilityofthesebooks. SidneyA.Simon,PhD SeriesEditor vii Preface Editing Methods in Brain Connectivity Inference through Multivariate Time Series Analysis gave us the chance to reflect on this new and exciting field based on the exploitation of observational brain data. The field is growing at a fast pace with newdata/signalprocessingproposalsemergingsooftenastomakeitdifficulttobe fullyuptodate.Wethereforeoptedtoofferaconsolidatedpanoramaofdata-driven (as opposed to model-driven) methods with their theoretical basis allied to compu- tational tools to provide the reader with immediate hands-on experience. Alas, not allofourcoauthorscouldsupplythosetools,somethingunderstandablesinceeven good software is frequently hard to employ and often needs to be written for user- friendliness—analltoospecializedskillinitself.Nevertheless,webelievethatboth thedataandthesuppliedsoftwaresdoprovideagoodstartingpoint. This area depends heavily on time-series analysis tools. Some of them were inspiredandborntoaddressspecificbrainconnectivityproblemsbuttranslateimme- diatelybackintotime-seriesanalysisandalliedapplicationareas.Thebridgeback, however, hasnotyetbeencrossedandwehopethatthecurrenttomealsoproves a helpfulincentivetorevisittime-seriesissues. Wewouldliketothanktheserieseditorforthefreedomgiventous,andwhichwe hope, we transferred to our chapter authors—all of them original pioneers—whose differencesinbothapproachandopinionexposeopenproblemsandthrowlightonto possiblepathwaysforfurtherresearch.Itshouldbenotedthatmanychapterscontain brandnewmaterial,therebyaddingvaluetothebook. Financial support for this endeavor came from FAPESP-CInAPCe Grant 2005/56464-9; CNPq Grants 304404/2009-8 (L.A.B.) and 309381/2012-6 (K.S.); FFMtoK.S. ix

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