Dynamic Factor Analysis in the Frequency Domain: Causal Modeling of Multivariate Psychophysiological Time Series

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Factor analysis of a multivariate time series by means of frequency domain or spectral techniques does not yield a causal model of the time series. We propose a solution to this long-standing problem, namely unitary rotation to minimum phase-lag in the frequency domain. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic analysis of the multichannel EEG, including a comparison with time-varying dipole modeling of brain potentials.

Original languageEnglish (US)
Pages (from-to)329-353
Number of pages25
JournalMultivariate Behavioral Research
Issue number3
StatePublished - Jul 1 1987


All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Experimental and Cognitive Psychology
  • Arts and Humanities (miscellaneous)

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