Multivariate Empirical Mode Decomposition for Quantifying Multivariate Phase Synchronization

Quantifying the phase synchrony between signals is important in many different applications, including the study of the chaotic oscillators in physics and the modeling of the joint dynamics between channels of brain activity recorded by electroencephalogram (EEG). Current measures of phase synchrony rely on either the wavelet transform or the Hilbert transform of the signals and suffer from constraints such as the limit on time-frequency resolution in the wavelet analysis and the prefiltering requirement in Hilbert transform. Furthermore, the current phase synchrony measures are limited to quantifying bivariate relationships and do not reveal any information about multivariate synchronization patterns, which are important for understanding the underlying oscillatory networks. In this paper, we address these two issues by employing the recently introduced multivariate empirical mode decomposition (MEMD) for quantifying multivariate phase synchrony. First, an MEMD-based bivariate phase synchrony measure is defined for a more robust description of time-varying phase synchrony across frequencies. Second, the proposed bivariate phase synchronization index is used to quantify multivariate synchronization within a network of oscillators using measures of multiple correlation and complexity. Finally, the proposed measures are applied to both simulated networks of chaotic oscillators and real EEG data.

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