I trying to detecting whether a data set of time series has a global change in frequencies. Calculating the average (or median) pairwise coherence, I feel, misses the point because I am trying to get a measure of network (i.e. multivariate, more than pairwise) coherence. I found a group that uses the relative magnitude of the first singular value to all others to calculate what they call "global coherence". The singular values come from a singular value decomposition (SVD) of a matrix of pairwise coherences.
Searching online didn't show up much more. Any thoughts?
- Wong KFK, Mukamel EA, Salazar AF, Pierce ET, Harrell PG, Walsh JL, Sampson A, Brown EN, Purdon PL. 2011. Robust time-varying multivariate coherence estimation: application to electroencephalogram recordings during general anesthesia. Conference proceedings : Annual International Conference of the IEEE Engineering in Medicine and Biology Society IEEE Engineering in Medicine and Biology Society Conference 2011: 4725–8.