Figure 5.
(A) A two dimensional non-stationary data, x, randomly generated using two different dynamical systems f1 and f2 (red and blue colors) over time. A switch operating randomly determines which dynamical system processes the input white noise, w, at each time instant. Sliding correlation analysis of the synthesized data (B) before and (C) after applying PCA. (D) (Green) True FC state of the synthesized data chosen by the switch operating randomly. (Blue) Estimated FC states with application of PCA to the synthesized data. (Red) Estimated FC states with application of PCA to the synthesized data. (E) Results of FC state analysis for estimating correlation between two time-series in both FC states with and without PCA over 100 realization of random synthesized data. (F) Estimated correlation error with and without applying PCA to time-series data for both FC states. Error bars stand for standard deviation (SD).