14 February 2014 20 8K Report

Assume you have a two time series coming from a non-stationary, oscillatory system. Observing these time series, you notice periods of synchronization/coherence during which both signals seem to be "in phase". You want to estimate what percentage of the total time both signals are in phase. You have a tool to do it (e.g. using Mean Phase Coherence). What should be the window length to identify periods of coherence? How many cycles should be within the window so that you could say that given coherence value is statistically significant?

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