11/5/2023 Maximal Spectral Overlap Wavelet Transform
(MSO-WT). The software in Python for the proposed method MSO-WT for
adaptive decomposition of multicomponent Signals and estimation of phase
synchronization, generalizing the standard Mean Phase Coherence (MPC) to Multi-
Component Mean Phase Coherence (MCMPC), can be found in github,
https://github.com/apostolosev/MSO_WT.
The measure is presented in the paper:
A. Evangelidis,
D. Kugiumtzis, "Adaptive
Decomposition of Multicomponent Signals and Estimation of Phase Synchronization",
IEEE
Transactions on Signal Processing, early
access, 2023.
17/1/2021 Diverse standard measures of Granger causality: Granger causality index (GCI), conditional Granger causality index (CGCI), transfer entropy (TE), Partial Transfer Entropy (PTE). The measures are developed in Matlab and given in the zip file GrangerCausalityMeasures.zip. Please cite the paper when appropriate: E. Siggiridou, Ch. Koutlis, A. Tsimpiris, D. Kugiumtzis, "Evaluation of Granger Causality Measures for Constructing Networks from Multivariate Time Series", Entropy, Vol 21 (11): 1080, 2019.
17/1/2021 PTERV: The Matlab program for the direct causality measure of partial transfer entropy on ranked vectors is here. The measure is presented in the paper: D. Kugiumtzis, "Partial Transfer Entropy on Rank Vectors", The European Physical Journal Special Topics, Vol 222, No 2, pp 401-420, 2013
25/3/2019, Plug-in algorithm for filling the gap of transcranial magnetic stimulation (TMS) artifact in the electroencephalogam (EEG). Author: Alexandra Anagnostopoulou (developed in the frame of the diploma thesis in the Dep of Electrical and Computer Engineering, AUTh). Two Matlab plug-ins are given in two respective zip files: for the Matlab module TESA, FillTMSgapTESA.zip; for the Matlab module TMSEEG (website: http://www.tmseeg.com/ ), FillTMSgapTMSEEG.zip.
4/8/2015, RCGCI and mBTS: The software in Matlab developed together with Elsa Siggiridou for the restricted conditional Granger causality index (RCGCI) based on the dynamic regression model derived by the modified backward-in-time selection (mBTS) algorithm. The zip file mBTSCGCI.zip opens to a folder containing an example script and the functions implementing the algorithm (see first the file README.txt). The measure is presented in the paper: E. Siggiridou, D. Kugiumtzis, "Granger Causality in Multi-variate Time Series using a Time Ordered Restricted Vector Autoregressive Model", IEEE Transactions on Signal Processing, Vol 64(7), pp 1759-1773, 2016.
Updated 3/4/215, PMIME: The software in Matlab for the direct causality measure of Partial Mutual Information from Mixed Embedding (PMIME) is here. The measure is presented in the paper: D. Kugiumtzis, "Direct coupling information measure from non-uniform embedding", Physical Review E, Vol 87, 062918, 2013.
Last updated MATS: Together with Alkiviadis
Tsimpiris we have developed the Measures of Analysis of Time Series (MATS)
open source matlab toolkit. You may download MATS from
http://eeganalysis.web.auth.gr.
You can also download it from the web-page of the Journal of Statistical
Software (free access) at
http://www.jstatsoft.org/v33/i05/ .You can also find the paper presenting
MATS there.
Last updated, STAP: The software in Matlab for the generation of surrogate time series with the algorithm of Statistically Transformed Autoregressive Process (STAP) is here. The measure is presented in the paper: D. Kugiumtzis, "Statically Transformed Autoregressive Process and Surrogate Data Test for Nonlinearity", Physical Review E, Vol 66, 025201, 2002.
Last updated 11/5/2023.