Measuring Connectivity in Linear Multivariate Processes: Definitions, Interpretation, and Practical Analysis
Figure 1
Graphical models for an illustrative five-dimensional closed loop process, denoting the scalar processes (, ) as graph nodes and the connectivity relations between processes as connecting arrows. Graphs depict an imposed set of direct causality relations (, (a)), as well as the corresponding sets of causality (, (b)), direct coupling (, (c)), and coupling (, (d)) relations. Indirect causality relations are depicted with red arrows in (b), while spurious direct coupling and spurious coupling relations are depicted with dashed double-head arrows in ((c) and (d)).
