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. 2018 Oct 23;8:15637. doi: 10.1038/s41598-018-33819-8

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© The Author(s) 2018

Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons license, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons license and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this license, visit http://creativecommons.org/licenses/by/4.0/.

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The raw scores (a) and running autocorrelations (b) for the toy example. A trivariate time series comprised of 300 time points was simulated from a multivariate normal distribution with zero means, unit variances and zero cross-correlations. Three phases are simulated with 100 time points each. In Phase 1, all autocorrelations are equal to zero. In Phase 2, a change was introduced such that all autocorrelations shifted to 0.50. In Phase 3, all autocorrelations reverted to zero. The different phases are indicated by the varying background shading.