Autoregressive modeling for a binary series in Granger Causality

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11-03-2008 , 02:54 PM

Chaser8

adept

Join Date: Oct 2007 Posts: 1,178

Do we have any autoregressive (AR) modeling experts here? My time-series is in binary because my work involves working with brain cells. Basically, a 'zero' means the brain cell is inactive, while a 'one' means the brain cell fired a pulse.

So, for each cell, my recordings look like 00100000000000000000010000000100000000010000000000 00000001001000000000001000000000001000...etc. and I have hundreds of cells recorded at once.

I'd like to apply AR to these time series so that I can compare them using Granger Causality.

Can someone help me out? I've posted this question in http://www.mymathforum.com/ as well.

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11-03-2008 , 08:18 PM

Wyman

Carpal \'Tunnel

Join Date: Mar 2007 Posts: 13,011

nonexpert, but I'd be willing to try to help if I knew what you were asking.

EDIT: i.e. "what is your question", not "what do you mean by autoregression and granger causality"

Last edited by Wyman; 11-03-2008 at 08:26 PM.

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11-03-2008 , 08:39 PM

Chaser8

adept

Join Date: Oct 2007 Posts: 1,178

Quote:

Originally Posted by Wyman

nonexpert, but I'd be willing to try to help if I knew what you were asking.

EDIT: i.e. "what is your question", not "what do you mean by autoregression and granger causality"

cool thanks.

My question is: how do I apply autoregression on binary time series so that I can compare them using Granger Causality?

Check the methods in this paper. It contains the instructions, more or less, but I don't have enough math background to apply it.

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11-03-2008 , 09:35 PM

Wyman

Carpal \'Tunnel

Join Date: Mar 2007 Posts: 13,011

Ah, thought you had a specific question about the math. Too much to do over the next few days to read through the paper right now. Seems like you're looking for a tutor or a coauthor.

Good luck finding one though.

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