Influence of embedding dimension on TE. Results for coupled AR(10) processes with a coupling delay of 21 samples (X to Y). Left: Results of permutation testing for varying noise added to the signals X and Y (20-200 in % variance of the noise free signal) for 100 datasets each. Embedding dimensions from 3 to 8 (top to bottom). The embedding dimension that was found by the Cao criterion is highlighted in gray. Open circles: detection of coupling from X to Y (correct detections); Cross: detection of coupling from Y to X (false positives). Right: Results of the corresponding shift tests Solid lines represent 0 and the dotted lines the values 5% and 100%.
Lindner et al. BMC Neuroscience 2011 12:119 doi:10.1186/1471-2202-12-119