Granger causality (GC) is a statistical technique used to estimate temporal associations in multivariate time series. Many applications and extensions of GC have been proposed since its formulation by Granger in 1969. Here we control for potentially mediating or confounding associations between time series in the context of event-related electrocorticographic (ECoG) time series. A pruning approach to remove spurious connections and simultaneously reduce the required number of estimations to fit the effective connectivity graph is proposed. Additionally, we consider the potential of adjusted GC applied to independent components as a method to explore temporal relationships between underlying source signals. Both approaches overcome limitations encountered when estimating many parameters in multivariate time-series data, an increasingly common predicament in today's brain mapping studies.
Longitudinal Data Analysis and Time Series
Hedlin, Haley; Boatman, Dana; and Caffo, Brian, "ESTIMATING TEMPORAL ASSOCIATIONS IN ELECTROCORTICOGRAPHIC (ECoG) TIME SERIES WITH FIRST ORDER PRUNING" (September 2010). Johns Hopkins University, Dept. of Biostatistics Working Papers. Working Paper 217.