GLOSSARY OF TERMS USED IN TIME SERIES ANALYSIS
OF CARDIOVASCULAR DATA
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COHERENCE FUNCTION

Degree of linear correlation between two signals as a function of the frequency.

If GXX(f), GYY(f) and GXY(f) are spectra and cross-spectrum of the signals X(t) and Y(t), then the coherence k(f) is given by:

The coherence is a complex function of the frequency, and commonly it is represented by plotting squared modulus and phase separately. In cardiovascular signals analysis it is often used to evaluate the linear correlation between systolic blood pressure and heart rate time series.


Squared coherence modulus (upper panel) and phase (lower panel) between systolic blood pressure and heart interval in a young healthy subject at rest. High correlation is usually found at 0.3 Hz (respiratory oscillation) and at 0.1 Hz (ten-second rhythm) probably because of the blood pressure – heart rate coupling due to the baroreflex.

Challis RE, Kitney RI (1991) Biomedical signal processing (in four parts). Part 3 The power spectrum and coherence function. Med. & Biol. Eng. & Comput

(PC 07-09-1999)

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