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This page contains information on the Phase Slope Index (PSI), a robust measure to estimate the direction of information flux.

The Paper

Guido Nolte, Andreas Ziehe, Vadim Nikulin, Alois Schlögl, Nicole Krämer, Tom Brismar, Klaus-Robert Müller
Robustly estimating the flow direction of information in complex physical systems
Physical Review Letters 100, 234101, 2008

We propose a new measure (Phase Slope Index) to estimate the direction of information flux in multivariate time series. This measure (a) is insensitive to mixtures of independent sources, (b) gives meaningful results even if the phase spectrum is not linear, and (c) properly weights contributions from different frequencies. These properties are shown in extended simulations and contrasted to Granger Causality which yields highly significant false detections for mixtures of independent sources. An application to EEG data (eyes-closed condition) reveals a clear front-to-back information flow.

download [.pdf|.bib]
(Note: The original publication is available at the PRL website.)

A Research Highlight pointing to this paper appeared in Nature 453, 1146 (26 June 2008) | doi:10.1038/4531146b


Implementation of PSI in matlab code: [data2psi.m]
Example: [main_psi.m]
Please send an email to Guido Nolte for questions and remarks.

Supplementary Material

under construction


The authors