Dynamic factor analysis in the frequency domain: causal modeling of multivariate psychophysiological time series
| Authors |
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| Publication date |
1987
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| Journal |
Multivariate Behavioral Research
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| Volume | Issue number |
22
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| Pages (from-to) |
329-353
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| Organisations |
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Faculty of Social and Behavioural Sciences (FMG) - Psychology Research Institute (PsyRes)
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| Abstract |
Outlines a frequency domain analysis of the dynamic factor model and proposes a solution to the problem of constructing a causal filter of lagged factor loadings. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic analysis of the multichannel % including a comparison with time-varying dipole modeling of brain potentials.
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| Document type |
Article
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| Published at |
https://doi.org/10.1207/s15327906mbr2203_5
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