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《Handbook of Time Series Analysis-ch17 Granger Causality》.pdf
Handbook of Time Series Analysis
Recent Theoretical Developments and Applications
ion Theory
Edited by
Bjorn Schelter, MatthiasWinterhalder,
and Jens Timmer
WILEY-
VCH
WILEY-VCH Verlag GmbH Co. KGaA
17 Granger Causality: Basic Theory
and Application to Neuroscience
Mingzhou Ding, Yonghong Chen,and Steven L. Bressler
Multielectrode neurophysiological recordings produce massive quantities of da-
ta. Multivariate time series analysis provides the basic framework for analyzing
the patterns of neural interactions in these data. It has long been recognized
that neural interactions are directional. Being able to assess the directionality of
neuronal interactions is thus a highly desired capability for understanding the
cooperative nature of neural computation. Research over the last few years has
shown that Granger causality is a key technique to furnish this capability. The
main goal of this chapter is to provide an expository introduction to the concept
of Granger causality. Mathematical frameworks for both the bivariate Granger
causality and conditional Granger causality are developed in detail, with partic-
ular emphasis on their spectral representations. The technique is demonstrated
in numerical examples where the exact answers of causal influences are known.
It is then applied to analyze multichannel local field potentials recorded from
monkeys performing a visuomotor task. Our results are shown to be physiolog-
ically interpretable and yield new insights into the dynamical organization of
large-scale oscillatory cortical networks.
17.1 Introduction
In neuroscience, as in many other fields of science and engineering, signals of
interest are often collected in the
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