I have two physiological signals (discharge rate of a neuron and
electrical voltage [EMG] of a muscle). I'd like to determine the
cross-correlation between the two signals as a function of time (i.e. if
a "relationship" between the two signals exists, how does this
"relationship" change over time).

I've managed to do this using a MATLAB function called 'cra.m'. It first
uses an AR model to "whiten" both signals (in case, one or both signals
has some inherent periodicity) and then cross-correlates them to get an
'impulse response function'. So that gives me the relationship as a
function of the time lag between the signals. I also break the signal up
into smaller sliding windows to see the change in this curve as a
function of time.

I can figure out for one window what the value of a significant
correlation is. However, I'm not sure how to determine significance over
the multiple windows. If I have say 100 windows (each 40 bins) should I
just say use some sort of Bonferonni correction (i.e. the p for 40 bins
/ 100)?

Thanks.
-Tony




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