FIG. 1.

Generative model used to simulate time series with differing correlation structures. The model consists of 10 regions, only 6 of which are shown here for simplicity and region 0 is reserved for the background (outer ring). Arrows between a pair of regions indicate a nonzero weight in the latent connectivity matrix W shown to the right. The connection weights are annotated for some of the connections in the model and on W's cells. The observed signal from region 4 is given by the equation for y₄.