Lagged coherence: explicit and testable definition

TL;DR

This paper introduces a new, explicit, and testable definition of frequency domain lagged connectivity between multivariate time series, addressing issues of instantaneous mixing and invariance, with validation through known special cases.

Contribution

It proposes a novel measure of lagged association that is invariant to instantaneous correlations and linear transformations, improving the analysis of brain connectivity signals.

Findings

The new measure reduces to known lagged coherence in bivariate cases.

It is invariant to instantaneous association and linear transformations.

The measure is validated through consistency with established cases.

Abstract

Measures of association between cortical regions based on activity signals provide useful information for studying brain functional connectivity. Difficulties occur with signals of electric neuronal activity, where an observed signal is a mixture, i.e. an instantaneous weighted average of the true, unobserved signals from all regions, due to volume conduction and low spatial resolution. This is why measures of lagged association are of interest, since at least theoretically, "lagged association" is of physiological origin. In contrast, the actual physiological instantaneous zero-lag association is masked and confounded by the mixing artifact. A minimum requirement for a measure of lagged association is that it must not tend to zero with an increase of strength of true instantaneous physiological association. Such biased measures cannot tell apart if a change in its value is due to a change in lagged or a change in instantaneous association. An explicit testable definition for frequency domain lagged connectivity between two multivariate time series is proposed. It is endowed with two important properties: it is invariant to non-singular linear transformations of each vector time series separately, and it is invariant to instantaneous association. As a first sanity check: in the case of two univariate time series, the new definition leads back to the bivariate lagged coherence of 2007 (eqs 25 and 26 in https://doi.org/10.48550/arXiv.0706.1776). As a second stronger sanity check: in the case of a univariate and multivariate vector time series, the new measure presented here leads back to the original multivariate lagged coherence of 2007 (eq 31 in https://doi.org/10.48550/arXiv.0711.1455), which again trivially includes the bivariate case.