Detection of time-delayed interactions in biosignals using symbolic coupling traces

Abstract

Directional coupling analysis of bivariate time series is an important subject of current research. In this letter, a method based on symbolic dynamics for the detection of time-delayed coupling is presented. The symbolic coupling traces, defined as the symmetric and diametric traces of the bivariate word distribution, allow for the quantification of coupling and are compared with established methods like mutual information and cross recurrence analysis. The symbolic coupling traces method is applied to model systems and cardiological data which demonstrate its advantages especially for nonstationary data.