Instantaneous Granger Causality with the Hilbert-Huang Transform
Figure 8
IIC based on the IMF pairs cross-spectrum is computed for each time point. Spectral resolution was set to 0.5 Hz for visualization effects. Positive values of IIC from time series 1 to 2 at 20 Hz can be observed until 0.5 seconds and after this time at 36 Hz. Spurious values of causality are present. End effects are present due to the EEMD.
