A Fast Method for Detecting Interdependence between Time Series and Its Directionality

Abstract

We propose a fast nonlinear method for assessing quantitatively both the existence and directionality of linear and nonlinear couplings between a pair of time series. We test this method, called Boolean Slope Coherence (BSC), on bivariate time series generated by various models, and compare our results with those obtained from different well-known methods. A similar approach is employed to test the BSC’s capability to determine the prevalent coupling directionality. Our results show that the BSC method is successful for both quantifying the coupling level between a pair of signals and determining their directionality. Moreover, the BSC method also works for noisy as well as chaotic signals and, as an example of its application to real data, we tested it by analyzing neurophysiological recordings from visual cortices.