Multivariate time series analysis is extensively used in neurophysiology with the aim of studying the relationship between simultaneously recorded signals. Recently, advances on information theory and nonlinear dynamical systems theory have allowed the study of various types of synchronization from time series. In this work, we first describe the multivariate linear methods most commonly used in neurophysiology and show that they can be extended to assess the existence of nonlinear interdependence between signals. We then review the concepts of entropy and mutual information followed by a detailed description of nonlinear methods based on the concepts of phase synchronization, generalized synchronization and event synchronization. In all cases, we show how to apply these methods to study different kinds of neurophysiological data. Finally, we illustrate the use of multivariate surrogate data test for the assessment of the strength (strong or weak) and the type (linear or nonlinear) of interdependence between neurophysiological signals.

The analysis of the interdependence between time series has become an important field of research in the last years, mainly as a result of advances in the characterization of dynamical systems from the signals they produce, the introduction of concepts such as generalized and phase synchronization and the application of information theory to time series analysis. In neurophysiology, different analytical tools stemming from these concepts have added to the 'traditional' set of linear methods, which includes the cross-correlation and the coherency function in the time and frequency domain, respectively, or more elaborated tools such as Granger Causality.This increase in the number of approaches to tackle the existence of functional (FC) or effective connectivity (EC) between two (or among many) neural networks, along with the mathematical complexity of the corresponding time series analysis tools, makes it desirable to arrange them into a unified, easy-to-use software package. The goal is to allow neuroscientists, neurophysiologists and researchers from related fields to easily access and make use of these analysis methods from a single integrated toolbox.Here we present HERMES (http://hermes.ctb.upm.es), a toolbox for the Matlab ® environment (The Mathworks, Inc), which is designed to study functional and effective brain connectivity from neurophysiological data such as multivariate EEG and/or MEG records. It includes also visualization tools and statistical methods to address the problem of multiple comparisons. We believe that this toolbox will be very helpful to all the researchers working in the emerging field of brain connectivity analysis.

Our implementation of PLV makes it possible to calculate whole-brain connectivity in much shorter times. The results of the simulations using ciPLV suggest that this metric is ideal to measure synchronization in the presence of volume conduction or source leakage effects.

Mild cognitive impairment (MCI) has been considered an intermediate state between healthy aging and dementia. The early damage in anatomical connectivity and progressive loss of synapses that characterize early Alzheimer's disease suggest that MCI could also be a disconnection syndrome. Here, we compare the degree of synchronization of brain signals recorded with magnetoencephalography from patients (22) with MCI with that of healthy controls (19) during a memory task. Synchronization Likelihood, an index based on the theory of nonlinear dynamical systems, was used to measure functional connectivity. During the memory task patients showed higher interhemispheric synchronization than healthy controls between left and right -anterior temporo-frontal regions (in all studied frequency bands) and in posterior regions in the γ band. On the other hand, the connectivity pattern from healthy controls indicated two clusters of higher synchronization, one among left temporal sensors and another one among central channels. Both of them were found in all frequency bands. In the γ band, controls showed higher Synchronization Likelihood values than MCI patients between central-posterior and frontal-posterior channels and a high synchronization in posterior regions. The inter-hemispheric increased synchronization values could reflect a compensatory mechanism for the lack of efficiency of the memory networks in MCI patients. Therefore, these connectivity profiles support only partially the idea of MCI as a disconnection syndrome, as patients showed increased long distance inter-hemispheric connections but a decrease in antero-posterior functional connectivity.

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Hypersynchronization has been considered as a biomarker of synaptic dysfunction along the Alzheimeŕs disease continuum. In a longitudinal MEG study, Pusil et al. reveal changes in functional connectivity upon progression from MCI to Alzheimer’s disease. They propose the ‘X’ model to explain their findings, and suggest that hypersynchronization predicts conversion.

Graph theory provides a useful framework to study functional brain networks from neuroimaging data. In epilepsy research, recent findings suggest that it offers unique insight into the fingerprints of this pathology on brain dynamics. Most studies hitherto have focused on seizure activity during focal epilepsy, but less is known about functional epileptic brain networks during interictal activity in frontal focal and generalized epilepsy. Besides, it is not clear yet which measures are most suitable to characterize these networks. To address these issues, we recorded magnetoencephalographic (MEG) data using two orthogonal planar gradiometers from 45 subjects from three groups (15 healthy controls (7 males, 24 ± 6 years), 15 frontal focal (8 male, 32 ± 16 years) and 15 generalized epileptic (6 male, 27 ± 7 years) patients) during interictal resting state with closed eyes. Then, we estimated the total and relative spectral power of the largest principal component of the gradiometers, and the degree of phase synchronization between each sensor site in the frequency range [0.5–40 Hz]. We further calculated a comprehensive battery of 15 graph-theoretic measures and used the affinity propagation clustering algorithm to elucidate the minimum set of them that fully describe these functional brain networks. The results show that differences in spectral power between the control and the other two groups have a distinctive pattern: generalized epilepsy presents higher total power for all frequencies except the alpha band over a widespread set of sensors; frontal focal epilepsy shows higher relative power in the beta band bilaterally in the fronto-central sensors. Moreover, all network indices can be clustered into three groups, whose exemplars are the global network efficiency, the eccentricity and the synchronizability. Again, the patterns of differences were clear: the brain network of the generalized epilepsy patients presented greater efficiency and lower eccentricity than the control subjects for the high frequency bands, without a clear topography. Besides, the frontal focal epileptic patients showed only reduced eccentricity for the theta band over fronto-temporal and central sensors. These outcomes indicate that functional epileptic brain networks are different to those of healthy subjects during interictal stage at rest, with a unique pattern of dissimilarities for each type of epilepsy. Further, when properly selected, three network indices suffice to provide a comprehensive description of these differences. Yet, since such uniqueness in the pattern of differences is also evident in the power spectrum, we conclude that the added value of the graph theory approach in this context should not be overestimated.

Hippocampal firing is organized in theta sequences controlled by internal memory processes and by external sensory cues, but how these computations are coordinated is not fully understood. Although theta activity is commonly studied as a unique coherent oscillation, it is the result of complex interactions between different rhythm generators. Here, by separating hippocampal theta activity in three different current generators, we found epochs with variable theta frequency and phase coupling, suggesting flexible interactions between theta generators. We found that epochs of highly synchronized theta rhythmicity preferentially occurred during behavioral tasks requiring coordination between internal memory representations and incoming sensory information. In addition, we found that gamma oscillations were associated with specific theta generators and the strength of theta-gamma coupling predicted the synchronization between theta generators. We propose a mechanism for segregating or integrating hippocampal computations based on the flexible coordination of different theta frameworks to accommodate the cognitive needs.