Clinical Neurophysiology 113 (2002) 735753

www.elsevier.com/locate/clinph

Detection and description of non-linear interdependence in normal

multichannel human EEG data
M. Breakspear a,b,c,*, J.R. Terry d
a
Brain Dynamics Centre, Westmead Hospital, Westmead, NSW, 2145, Australia
b
School of Physics, Faculty of Science, University of Sydney, Camperdown, NSW, 2008, Australia
c
Department of Psychological Medicine, Faculty of Medicine, University of Sydney, Camperdown, NSW, 2008, Australia
d
Department of Mathematics, University of Queensland, Brisbane, QLD, 4072, Australia
Accepted 15 February 2002

Abstract
Objectives: This study examines human scalp electroencephalographic (EEG) data for evidence of non-linear interdependence between
posterior channels. The spectral and phase properties of those epochs of EEG exhibiting non-linear interdependence are studied.
Methods: Scalp EEG data was collected from 40 healthy subjects. A technique for the detection of non-linear interdependence was applied
to 2.048 s segments of posterior bipolar electrode data. Amplitude-adjusted phase-randomized surrogate data was used to statistically
determine which EEG epochs exhibited non-linear interdependence.
Results: Statistically significant evidence of non-linear interactions were evident in 2.9% (eyes open) to 4.8% (eyes closed) of the epochs.
In the eyes-open recordings, these epochs exhibited a peak in the spectral and cross-spectral density functions at about 10 Hz. Two types of
EEG epochs are evident in the eyes-closed recordings; one type exhibits a peak in the spectral density and cross-spectrum at 8 Hz. The other
type has increased spectral and cross-spectral power across faster frequencies. Epochs identified as exhibiting non-linear interdependence
display a tendency towards phase interdependencies across and between a broad range of frequencies.
Conclusions: Non-linear interdependence is detectable in a small number of multichannel EEG epochs, and makes a contribution to the
alpha rhythm. Non-linear interdependence produces spatially distributed activity that exhibits phase synchronization between oscillations
present at different frequencies. The possible physiological significance of these findings are discussed with reference to the dynamical
properties of neural systems and the role of synchronous activity in the neocortex. q 2002 Elsevier Science Ireland Ltd. All rights reserved.
Keywords: Chaos synchronization; Neural interdependence; Non-linear forecasting; Synchronous oscillations

1. Introduction the ensemble. The non-linear shape of this relationship is

One of the fundamental properties of neurons is the non-
linear sigmoid relationship between cell membrane poten-
tial and cell firing rate (e.g. Freeman, 1975). For a micro-
scopic ensemble of interconnected neurons, this relationship
can be modelled as
Qmax
Q ;
1 1 e2CV2VT
where Q is the mean rate of neural firing and V the mean
neural membrane potential in the ensemble (Robinson et al.,
1997). Qmax is a constant representing the maximum rate of
firing, VT a constant representing the mean threshold poten-
tial, and C incorporates the variation of this threshold across
* Corresponding author. 11A Wilson St, Maroubra, NSW, Australia.
E-mail address: mbreak@physics.usyd.edu.au (M.M. Breakspear).
shown in Fig. 1.
This non-linearity arises by virtue of the voltage-gated
cell membrane channels (Keynes et al., 1973) and has
been incorporated into many important models of neural
dynamics, including the HodgkinHuxley model (Hodgkin
and Huxley, 1952) and the MorrisLecar model (Morris and
Lecar, 1981). Analysis of these and related models reveals a
variety of behaviours characteristic of non-linear dynamical
1
systems, such as Hopf bifurcations (Izhikevich, 2001), peri-
odic attractors (Larter et al., 1999) and the period-doubling
route to chaos (Wang, 1991). However, the role of non-
linear dynamics in real neural systems and the relationship
between the behavior of small-scale neural ensembles and
large-scale cortical systems is not fully understood. The
analysis of human scalp electroencephalographic (EEG)
data, which arises from large-scale neural activity, for char-
acteristics of non-linear dynamical behaviour may assist in

1388-2457/02/$ - see front matter q 2002 Elsevier Science Ireland Ltd. All rights reserved. CLINPH 2001134
PII: S 1388-245 7(02)00051-2
736 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
Fig. 1. Non-linear sigmoid relationship between mean neural membrane
potential V and mean firing rate Q as modelled by Eq. (1). VT is the mean
threshold potential. Two values of C are plotted; C 10 (solid) and C 15
(dashed).
an understanding of this relationship. This objective has
generally been approached by examining single channel
EEG data for invariants of chaotic dynamics such as a
finite non-integer correlation dimension (Mayer-Kress and
Layne, 1987; Soong and Stuart, 1989; Roschke and Aldenh-
off, 1991; Gregson et al., 1990, 1993; Pritchard and Duke,
1992) or a positive Lyapunov exponent (Fell et al., 1993).
More recently there has been a shift from the identification
of chaos to the demonstration of non-linearity (Pritchard et
al., 1995; Theiler et al., 1996; Palus, 1996; Fell et al., 1996;
Stam et al., 1999) which is necessary but not alone suffi-
cient for chaotic dynamics. The analysis of single channel
EEG data reflects a theoretical focus on autonomous chaotic
attractors, such as the Lorenz system. It informs us of the
behaviour within regional cortical circuits. Naturally, such
knowledge should be complemented by information about
non-linear relationships between different brain regions.
Thus, the goal of this paper is to address this by searching
for non-linear interdependencies between different EEG
channels.
Only a few papers have investigated non-linear structure
in multichannel human EEG. Several have employed
multivariate data embedding as an alternative to time-
delay embedding to reconstruct an attractor from EEG
data (Pezard et al., 1994, 1996; Rombouts et al., 1995).
Instead of using successive time-delayed data from a single
channel, this technique uses contemporaneous data from
different channels for each state space dimension. A non-
linear measure of the attractor can then be compared to
appropriately constructed surrogate data sets. In this way,
strong evidence for weak non-linearity in multichannel EEG
has been illustrated (Rombouts et al., 1995; Pezard et al.,
1996). Whilst this finding is an important motivation for the
present study, there is a critical conceptual difference.
Multivariate data embedding constructs a single attractor
representing the dynamical behaviour of the entire cortex.
In contrast, we examine non-linear interdependencies
between local cortical regions which are considered semi-
autonomous. Rather than a single attractor for the whole
brain, the present approach posits an array of coupled
non-linear brain systems. Such an approach incorporates
critical aspects of cortical histology, including the presence
of diffuse long-range horizontal pyramidal cell projections,
which sparsely interconnect local cortical columns consti-
tuted by densely interconnected excitatory and inhibitory
cells (Nunez, 1995). This may permit both regional (specia-
lized) and global (integrative) brain dynamics depending on
the balance between intracortical coupling and local inde-
pendence (Friston et al., 1995).
Co-operative behaviour between coupled chaotic attrac-
tors was first described only recently (Fujisaka and Yamada,
1983; Pecora et al., 1990) and remains a very active area of
research. Cross-coupling of an appropriate nature and
strength between identical chaotic attractors causes identi-
cal synchronization. Each attractor follows identical
temporal evolutions and there thus exists an identity
mapping between their orbits. In the more general setting
where the systems or coupling are asymmetrical, there may
exist a less restrictive relationship between the orbits of each
system (Afraimovich et al., 1986). In certain situations, this
takes the form of a continuous one-to-one mapping between
each attractor (Rulkov et al., 1995). Where such a mapping
exists, the systems are said to be in generalized synchrony
(Kocarev and Parlitz, 1996; Abarbanel et al., 1996). The
existence of this mapping permits the prediction of one
system given the orbits of the other (Schiff et al., 1996;
Abarbanel, 1996). This is the conceptual basis of the meth-
odology employed in this paper. We use the term non-linear
interdependence to describe this phenomenon in experimen-
tal data.
Stochastic processes and low-dimensional non-linear
systems both produce irregular, broad spectrum signals.
Stochastic signals can be fully described by linear measures,
such as the spectral density function. Non-linear signals
have additional structure which is not captured by the spec-
tral density function. This structure derives from the geome-
try of the non-linear systems phase space orbits. In
particular, nearby orbits evolve in a similar fashion for a
short period of time and then diverge at a rate determined by
the Lyapunov exponents. It is thus possible to predict the
short-term evolution of a state space vector by using the
observed evolution of its nearby neighbours. This cannot
be achieved with stochastic systems, a difference that is
exploited by conventional non-linear forecasting algorithms
to distinguish between these two processes (Farmer and
Sidorowich, 1987; Casdagli, 1989; Sugihara and May,
1990). If two systems are in generalized synchrony then
the evolution of a state space orbit in one system can be
predicted for a short time by the evolution of the contem-
poraneous state space orbit in the other system. The
predicted orbit can be compared with the observed orbit to
give a prediction error. This is the basis for the mutual non-
 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
linear prediction algorithm introduced by Schiff et al.
(1996). The stronger the coupling, the greater the mutual
predictability and hence smaller the mutual prediction error.
We used a modification of the original algorithm, which
produces better predictions, to ensure optimal sensitivity
of the technique to weak interdependencies (Terry and
Breakspear, 2001).
Physical attributes of EEG data such as measurement
noise, finite data length, sampling error, filtering and a 1=f
amplitudefrequency spectrum can lead to the false iden-
tification of non-linearity in stochastic time series (Osborne
and Provencale, 1989; Ruelle, 1990; Rapp et al., 1993). In
order to ensure that the prediction errors are not artefacts
caused by these properties of the data, a multivariate surro-
gate data algorithm (Pritchard and Theiler, 1994; Rombouts
et al., 1995) was employed. This algorithm constructs multi-
variate time series from the multichannel experimental data,
preserving all the original linear properties but destroying
any non-linear structure present by phase randomising the
Fourier components. This allows testing of the null hypoth-
esis that the time series are exclusively linear, with purely
linear coherence. If the null hypothesis is true then the
surrogate procedure will not affect any measure of non-
linear structure or interdependence. However, if the
measure of non-linear interdependence is significantly
altered by this procedure, the null hypothesis can be
rejected.
Linear measures of interdependence, such as the coher-
ence function, have been employed very widely and
successfully in studies of multichannel EEG (e.g. Acher-
mann and Borbely, 1998). There are, however, several
limitations of the coherence function, such as its indiffer-
ence to the direction of influence, corruption by volume
conduction and insensitivity to non-linear effects. In addi-
tion, it is not possible to use the coherence function to detect
interdependence among rhythmic events at different
frequencies (Schanze and Eckhorn, 1997). Although there
exist techniques for addressing each of these problems sepa-
rately, the measurement of non-linear interdependence
represents an alternative to the coherence function which
addresses all of these limitations simultaneously. For exam-
ple, whilst volume conduction confounds linear coherence,
it can be shown that the linear summation of independent
sources does not lead to spurious detection of non-linear
interdependence (e.g. Breakspear, 2002).
Two recent investigations (Le Van Quyen et al., 1999;
Arnhold et al., 1999) have studied non-linear interdepen-
dence between intracranial EEG electrodes in human
subjects with epilepsy. Both reported strong evidence of
non-linear interdependence which was greatest between
the focus of epileptic activity and other brain regions and
was detectable for up to 30 s prior to a seizure. In contrast,
Stam et al. (1999) observed that non-linear structure in
single electrode scalp EEG from 60 healthy subjects was
only present weakly and infrequently (approximately 1.25%
of studied epochs). Pritchard et al. (1995) and Palus (1996)
737
similarly found evidence of weak non-linearity in 12 and 5
healthy subjects, respectively. Theiler and Rapp (1996) did
not find evidence of non-linearity in single electrode EEG
data from 5 healthy subjects. In the present paper, we inves-
tigate whether non-linear interdependence is present in
multichannel scalp EEG data recorded from healthy
subjects. A negative finding would indicate that it may
only be detectable in pathological states such as epilepsy.
2. Methods
2.1. Subjects and data acquisition
EEG data was collected from 40 adults (age 2054) who
disavowed psychiatric or neurological illness. An electrode
cap was used to acquire data from the international 10-20
system of scalp sites. Linked earlobes served as the refer-
ence. Skin resistance at each site was ,5 kV. Data was
collected at a rate of 250 Hz through a SynAmpse amplifier
and filtered with a 50 Hz low-pass third order Butterworth
filter. Artefacts caused by eye movement were corrected
offline according to the method of Gratton et al. (1983).
Data were collected from each subject during 130 s of a
resting eyes-open paradigm, and 130 s during a resting
eyes-closed paradigm. To avoid confounding of inter-elec-
trode coherence by the effects of a common reference elec-
trode (Fein et al., 1988), close bi-electrode derivations were
used. These have recently been shown to remove most of the
effects of the reference electrode (Nunez et al., 1999) and
also allow comparison with linear studies of EEG interde-
pendence (e.g. Kaminski et al., 1997; Achermann and
Borbely, 1998). The confounding effect of the reference
electrode is also controlled for by comparison with surro-
gate data which, by preserving the linear properties of the
experimental data, ensure that the indices of non-linear
interdependence are not biased by inaccurate estimates of
linear coherence. A posterior pair of derivations was chosen
to study posterior interhemispheric {O1P3/O2P4} inter-
actions. These derivations were obtained by simply
subtracting one measured potential from the other in each
electrode pair prior to further analysis. The EEG was studied
in epochs of 2.048 s. Non-linear time series analysis was
done in MatLab with software developed by the authors.
2.2. Index of non-linear interdependence
Each bipolar derivation, Vi(t), was normalized as
V t 2 kVl
V^ i t i ; 2
si
where k l denotes the time average and s i denotes the stan-
dard deviation of the time series Vi(t). From each normal-
ized recording, a reconstructed state space orbit was
obtained according to the method of time-delay embedding
(Packard et al., 1980). To determine the embedding dimen-
sion, mI, the method of false nearest neighbours (Kennel et
738 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
al., 1992) was employed with R tol 10. The embedding
dimension was chosen such that the number of false nearest
neighbours was less than 1%. The time-delay, Li, was
chosen to be the correlation time divided by mi 2 1 (Albano
et al., 1988). For a pair of bipolar derivations, the bivariate
vector time series was thus obtained:


xt V^ 1 t; V^ 1 t 1 L1 ; V^ 1 t 1 2L1 ; ; V^ 1 t 1 m1 2 1L1 ;


yt V^ 2 t; V^ 2 t 1 L2 ; V^ 2 t 1 2L2 ; ; V^ 2 t 1 m2 2 1L2 ;
where t 1; 2; ; n 2 maxm1 2 1L1 ; m2 2 1L2 . These
time series correspond to orbits through reconstructed state
spaces X and Y. Each contemporaneous pair of points on
these orbits were then interrogated for evidence of non-
linear interdependence of Y on X according to the following
algorithm (Terry and Breakspear, 2001).
At time t ti the a simplex around x(ti) with 2m1 vertices
is constructed in X, where each vertex is another vector
from the time series x(t). These neighbouring vectors are
chosen to minimize the size of the simplex. This is achieved
by ranking all the vectors from the time series according to
their Euclidean distance from x(ti), and then choosing points
sequentially from this series so that there is one vertex on
either side of x(ti) in each dimension. The search is termi-
nated when the appropriate 2m1 vertices have been located.
For index points on the exterior of the orbit (which cannot
be contained within such a simplex), the missing vertices are
simply replaced by the nearest neighbours to x(ti) not
already chosen. Denote the points satisfying this criteria
xj(tij), j 1; ; 2m1 and their time indices tij,
j 1; ; 2m1 . These time indices are then used to construct
a simplex in the state space Y with vertices y(tij),
j 1; ; 2m1 . The location of the vector y(ti) as predicted
by the vector x(ti) is calculated as the weighted average of
these vertices,
X1
2m
wik ytik
k1
ypredicted ti ; 4
X1
2m
wik
k1
where the weighting factors are determined by the Eucli-
dean distances of the vertices in X from x(ti), giving
wik uxtik 2 xti u21 :
This predicted vector is then compared to the actual vector
to obtain the non-linear mutual prediction error,
1yx uypredicted ti 2 yti u:
To normalize this prediction error, a random prediction
error is also calculated
1rand uyrand 2 yti u;
where yrand is calculated in the same way as ypredicted(ti)
except that the simplex in X is a random combination of
points on the orbit x(t) weighted with respect to another
randomly chosen point. This corresponds to the null case
where there is no interdependence and hence no benefit
from choosing neighbours around x(ti) over any random
state space vectors.
The normalized prediction error of y as predicted by x is
then calculated as
k1yx lrms
(3) 7 yx ; 8
k1rand lrms
where k lrms indicates the root-mean-square value. If there is
no interdependence, this assumes an approximate value of 1.
The presence of interdependence reduces the error, depend-
ing on how accurately orbits in X predict orbits in Y, which
in turn depends on the strength of the interdependence. With
identical synchronization, the error is 0.
The final step in the algorithm is then to proceed in the
same manner using future iterates of the simplex to predict
future iterates of y. The vertices of the simplex in Y are
calculated as above and are then iterated H steps along
their respective orbits to obtain the vertices ytij 1 H,
j 1; ; 2m1 . This is schematically illustrated in Fig. 2.
The weighted predicted vector ypredicted ti 1 H is compared
to the actual forward iterate yti 1 H to give the future
prediction errors. This is normalized again by reference to
a vector generated from random vertices in X to yield the
normalized future prediction error
D E
1Hyx rms
H
7 yx : 9
h1rand irms
In the absence of interdependence, this approaches a value
of 1. In the presence of identical synchronization, this error
grows at a rate determined by the Lyapunov exponents.
With weak interdependence, the error grows more rapidly.
It is also possible to calculate the errors for predictions made
in the opposite direction, Y ! X by calculating the normal-
H
ized mutual prediction error, 7 xy . If the signal is uncorre-
lated white noise, then these errors assume their expected
maxima of 1 for all H. In the presence of coloured noise, the
errors do take values less than 1 for small H due to linear
correlations within and between the signals. Hence these
values must be compared to values calculated from appro-
priate surrogate data where the linear correlations have been
5 preserved but the non-linear interdependencies, if they exist,
destroyed.
2.3. Construction of surrogate data
6
Surrogate data was constructed from the experimental
data by a combination of the amplitude-adjusted (Theiler
et al., 1992) and multivariate (Pritchard and Theiler, 1994;
Rombouts et al., 1995) surrogate data techniques. Given a
7
set of K concurrent series of data each of length L, the
algorithm produces a set of K surrogate data series each
of length L, preserving the amplitude distribution, spectral
 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753 739

Fig. 2. Schematic representation of the non-linear mutual prediction algorithm employed in this paper. A simplex made up of 2m1 neighbours in X is
constructed around each point, x(ti) on the reconstructed orbit. These neighbours are chosen to be as close as possible to x(ti). The time indices of these
neighbours is then used to construct a simplex in Y, which permits the calculation of a predicted vector, ypredicted(ti). This is compared to the actual vector y(ti) to
give a prediction error. The simplex is also iterated H steps into the future to yield the future predicted vector ypredicted(ti 1 H) which is similarly compared to
y(ti 1 H) to give a future predicted error. The distance from the vertices to the predicted vectors is weighted according to the distance between the
corresponding vertices and the index point x(ti) in X.

density and cross-spectral density functions of the original
data. However, non-linear structure contained within and
between the time series are destroyed. Thus the surrogate
algorithm allows testing of the null hypothesis that the time
series are produced by a cross-correlated stochastic system.
The amplitude-adjusted step controls for any static non-
linear distortion of the signal due the measurement process.
The technique is described in Appendix A.
then obtained via a one-tailed z-test. These represent the
probability that the experimental measures would be
observed by chance alone if the null hypothesis was true.
A one-tailed test was chosen since we are interested in
rejecting the null hypothesis only when the experimental
prediction is better than that calculated from the surrogate
data. To control for repeated observations of the same
measures a Keppel (1991) correction was made;

2.4. Statistical analysis pcorr 1 2 1 2 p1=n ; 11

In each subject, 19 realizations of the surrogate data were
where n is the number of repeated observations and pcorr is
constructed from randomly chosen 2.048 s epochs of EEG
the value required to keep the number of false positives
data. The mutual non-linear prediction algorithm described
constant at p 5%. Epochs containing at least one non-
above was applied to each surrogate data set. For each
H H linear index outside the corrected confidence interval for
subject, the mean k7 surr l and standard deviation s surr for
the null hypothesis were identified as containing non-linear
each prediction error, H 1; ; 20 was computed from
interdependence. These were visually inspected and
this ensemble of surrogate data sets, representing the values
excluded from further analysis if they contained any arte-
for the null hypothesis in each subject. This permits the
H fact.
calculation of the z-scores for 7exp , the experimental
Non-linear epochs were identified at 3 levels: at the level
measures,
D E of the individual epochs (n 20 indices,
H
7 surr H
2 7 exp pcorr 2:6 1023 ), within each subject (n 20 58
z H ; 10 epochs, pcorr 4:4 1025 ), and across all recordings
s surr
(n 20 58 40 subjects, pcorr 1:1 1026 ). As noted
for each index in each 2.048 s epoch. The P-values, were above, the index of non-linear interdependence is sensitive
740 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
to asymmetry in the direction of influence. For simplicity,
only the results for the left-to-right (O1P3 to O2P4) interde-
pendence are discussed in detail. The occurrence of right-to-
left and mutual interdependence are also noted.
2.5. Spectral and phase analysis
Artefact-free epochs allowing rejection of the null
hypothesis were subject to linear analysis. The discrete
Fourier transform F was applied to each epoch, allowing
calculation of the spectral density and cross-spectral density
functions. The phase of each frequency in both of the bipo-
lar derivations was also extracted according to
 
ImFVi t
pi f a cot : 12
ReFVi t
2.6. Non-linear test signal
To allow interpretation of the structure of the non-linear
epochs, the above analysis was first performed on test data
generated by a mathematical model of a neural system. The
model was developed to investigate neural dynamics within
the hippocampus (Larter et al., 1999), including the occur-
rence of seizures. The hippocampus is modelled as a matrix
of interconnected neural subsystems. Each subsystem is
constituted by densely interconnected pyramidal cells and
inhibitory interneurons. We have adapted the model to
allow for sparse interconnections between the subsystems
mediated by pyramidal cell projections. The model equa-
tions are presented and discussed in Appendix B.
The equations are a variation on the MorrisLecar model,
allowing for the variation of extracellular potassium
concentration. There are 3 dynamic variables within each
subsystem: Vi represents the mean membrane potential of all
local pyramidal cells; Zi represents the membrane potential
of the inhibitory cells, and Wi represents the proportion of
open potassium channels in the pyramidal cells. The rela-
tionship between the mean rate of firing and mean cell
membrane potential within each node is modelled as a
non-linear sigmoidal function, similar to Eq. (1). Coupling
between the nodes is introduced through pyramidal cell
connections, projecting to the same synapses as do the
local pyramidal cells within each subsystem. There are a
large number of physiological constants, which are given
in Appendix B. Numeric integrations were performed using
a fourth order RungeKutta algorithm and commencing
with random initial conditions. The dynamics of the pyra-
midal cell membrane potentials, Vi are studied. This should
give a better approximation to the local field potentials and
hence the electroencephalogram than the cell firing rates,
which are not analysed. To simulate real experimental data,
a random uncorrelated white noise measurement error
with a 10% magnitude of the numerical signal was added
to each time series before further analysis.
Physiological models of large-scale cortical systems
require significantly more complexity such as axonal
conduction delays, non-linear wave propagation of excita-
tion and cortico-thalamic feedback (Robinson et al., 1997).
However, the current model is sufficient to provide numer-
ical time series data characteristic of interdependent neural
systems with non-linear dynamics.
2.7. Examination of muscle artefact for non-linear
interdependence
Unlike intracranial EEG, scalp EEG data contains a vary-
ing degree of electromyographic (EMG) electrical activity
arising from the scalp musculature. It is thus important to
ensure that the indices of non-linear interdependence are not
artefacts caused by this EMG component. To some extent,
this can be achieved by examining the spectral properties of
the EEG epochs exhibiting non-linear interdependence,
since if this was true, they would exhibit an increase in
high frequency spectral and cross-spectral power character-
istic of EMG. However, to additionally control for muscle
artefact, non-linear interdependence was calculated from
EEG data recorded when muscular artefact was deliberately
increased. Recordings were obtained from a single healthy
subject with (1) eyes open and resting, (2) eyes open and jaw
tightly clenched, and (3) eyes open, eyebrows raised. In
addition to the examination of the posterior bipolar record-
ings during these recordings, anterior bipolar electrodes
(F3T3/F4T4) were also analysed, as these would be expected
to contain the most amount of EMG activity.
2.8. Differentiating non-stationarity from non-linearity
The null hypothesis tested by the surrogate data used in
this study is for a cross-correlated stationary stochastic
process, transformed by a static non-linear measurement
function. One interpretation of a rejected null hypothesis is
that the time series have been generated by a coupled non-
linear process. However, another possibility is that the time
series have been produced by a non-stationary stochastic
process with time-dependent probability parameters and
thus changing spectral properties. The spectral properties of
the EEG do change according to level of arousal, cognition,
attention and a variety of other factors. This may underlie
rejections of the null hypothesis, which would be falsely
attributed to non-linearity. However, it should also be
noted that if the EEG was produced by a non-stationary or
transient non-linear process (with changing state para-
meters) then the predictive value of our algorithm would
diminish and the null hypothesis would be falsely accepted.
To test for the possibility that the rejection of the null
hypothesis was due to a non-stationary stochastic process,
each 2.048 s EEG epoch was divided into two halves. The
autocorrelation time (the first zero crossing of the autocor-
relation function) was calculated for each half. This was
chosen as it is a commonly used linear statistic and varies
directly with the spectrum. The magnitude of the difference
between the two autocorrelation times was then divided by
their mean. This value will be zero for a stationary signal,
 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
Fig. 3. Growth of mutual prediction errors 7xH(y) for original (solid with
crosses) versus surrogate data (dashed). Plain solid line shows 95% confi-
dence intervals for the null hypothesis. (a) Results from two exemplar EEG
epochs, Upper line crosses into confidence intervals after 6 future time
steps, representing weak interdependence. Lower line remains outside
confidence intervals for all 20 time steps. (b) Results from numerical inte-
gration of Eq. (14) with C 0:0076 (upper) and C 0:0078 (lower).
and greater than zero if the spectral properties have chan-
ged. Examining the association between this index and the
index of non-linear interdependence allows analysis of the
relationship between non-stationarity and non-linearity.
3. Results
3.1. Exemplar non-linear epochs
An example of the growth of the non-linear mutual
prediction errors from one subject is given in Fig. 3a. The
dotted lines show the growth of the prediction errors calcu-
lated from the 19 surrogate data sets. The plain solid line
shows the cut-off error for the null hypothesis at 95% confi-
dence (uncorrected), for this subject calculated as the mean
741
minus 1.96 times the standard deviation of the surrogate
errors. Values for two EEG epochs from this subject are
shown as two solid lines with crosses. The presence of
deterministic interdependence is manifest as a more gradual
increase in the cross-prediction error in the original
compared to the surrogate sets. One epoch crosses the confi-
dence intervals after 6 future iterates, corresponding to weak
interdependence. The other remains outside of the confi-
dence intervals for all 20 future iterates, corresponding to
strong interdependence.
For comparison, the same results for the model neural
system and two values of coupling are shown in Fig. 3b.
The value of the parameter, d 0:42, was chosen so that the
dynamics were aperiodic. With C 0:0078 the cross-
prediction remains significant at the 95% level for all 20
future iterates. When C 0:0076 the cross-prediction
error loses significance after 16 future iterates. This demon-
strates the sensitivity of the algorithm to the strength of the
coupling. When C , 0:007 the interdependence is not
detectable.
3.2. Overall statistical results
A total of 20 58 40 46 400 left-to-right prediction
errors were calculated from each of the eyes-open and eyes-
closed recordings. A total of 7494 (16.2%) of these in the
eyes-open and 8599 (18.5%) in the eyes-closed recordings
were outside of the (uncorrected) 95% confidence intervals
for the null hypothesis, which is significantly greater than
the expected value of 5% if the null hypothesis was true. A
total of 282 (12.2%) of the 2.048 s epochs in the eyes-open
and 277 (11.9%) in the eyes-closed recordings contained at
least one index outside of the confidence intervals (corrected
for 20 repeated calculations of each index per epoch,
pcorrected 2:6 1023 ). Once again these are significantly
higher than expected by chance (,5%).
When corrected for repeated observations within each
subject (pcorrected 4:4 1025 ), the average number of
epochs per subject containing at least one significant non-
linear index was 2.0 (3.4%) in the eyes-open and 2.9 (5.0%)
in the eyes-closed recordings. When corrected for all
subjects (pcorrected 1:1 1026 ), there were a total of 41
(1.7%) epochs in the eyes-open and 67 (2.9%) epochs in
the eyes-closed recordings in the entire data base. Whilst
this is only a small number, this finding is strongly signifi-
cant since, given the Keppel correction, there was only a 5%
likelihood that either set of recordings exhibiting even one
non-linear epoch by chance alone.
The results for the converse (right-to-left) direction were
very similar. However, only a minority of identified epochs
exhibited mutual (right-to-left and left-to-right) interdepen-
dence. In the eyes-open recordings, 33 epochs exhibited
only left-to-right interdependence, 26 exhibited only right-
to-left interdependence and in 8 the interdependence was
mutual. The corresponding numbers in the eyes-open
recordings were 38, 44, and 29, respectively. There was
742 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753

Table 1 The eyes-closed recordings, in contrast, exhibit a shift

Number of epochs permitting the rejection of the null hypothesis for the towards a slightly sharper and slower alpha peak in both
eyes-open and eyes-closed recordings a
spectral power and cross-spectrum, as shown in Fig. 5.
N Percentage

Eyes open
R!L 26 1.1
L!R 33 1.5
Either 67 2.9
Both 8 0.35
Eyes closed
R!L 38 1.6
L!R 44 1.9
Either 111 4.8
Both 29 1.3
a
P-value 1.1 10 26 obtained by correcting for number of epochs in
the entire database. Results for right-to-left (only), left-to-right (only),
either right-to-left or left-to-right, and both (mutual) interdependence are
presented.

thus some form of interdependence in 67 (2.9%) of the eyes-

open and 111 (4.8%) of the eyes-closed epochs. Table 1
summarizes the number of epochs in each recording exhi-
biting evidence of left-to-right, right-to-left, and mutual
interdependence.
The number of identified epochs varied considerably
between subjects. A total of 22 subjects contained at least
one epoch exhibiting left-to-right non-linear interdepen-
dence (range 16, median 1) with eyes open and 22
(range 117, median 2) with eyes closed. These were
exactly the same subjects in both sets of recordings. After
including right-to-left interdependence as well, these
numbers increased to 31 (range 16, median 1) and 25
(range 120, median 2), respectively.

3.3. Spectral and cross-spectral properties of non-linear

epochs

The spectral and cross-spectral properties of the identified

epochs differ greatly from the rest of the database, and
between the eyes-open and eyes-closed recordings. Fig.
4a,b shows the spectral density and cross-spectral density
functions in the eyes-open recordings. The epochs identified
as containing non-linear interdependence have been
analysed separately and are depicted with the solid lines.
The remaining epochs are depicted with the dashed lines.
The spikes at 50 and 100 Hz are artefacts due to power
supply (and its harmonic) and are not relevant. Note the
significant shift towards a slightly sharper and slightly faster
alpha peak in both power and coherence for the epochs
displaying non-linear interdependence. This is more strik-
ingly exhibited in Fig. 4c where the ratio between the cross- Fig. 4. Spectral properties of all epochs identified as containing non-linear
spectral densities (non-linear to linear) is graphed. A strong interdependence (solid) in comparison to all other epochs (dashed) in the
eyes-open recordings. Results calculated using a moving Hanning window
relative increase occurs at 10.5 Hz. The dotted line shows
of length 512 samples (a) Spectral density function. (b) Cross-spectral
the ratio averaged across all frequencies. The value less than density. (c) Average cross-spectral power ratio of all epochs containing
1 indicates less overall cross-spectral power in the non-line- non-linear interdependence to all other epochs in the data base. Dotted
arly interdependent epochs. line shows average across all frequencies.
 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
The relative increase in power is similar in magnitude, but
occurs at approximately 8.2 Hz. There is a slight overall
increase in cross-spectral power across all frequencies in
the non-linear versus the linearly interdependent epochs.
Inspection of the non-linear epochs, however, reveals at
least two distinct types of epoch. This is supported by exam-
ining the frequency at which the relative increase in cross-
spectral power is maximum. A histogram of this frequency
Fig. 5. Comparative spectral properties for the eyes-closed recordings.
Panels as for Fig. 4.
743
Fig. 6. Further analysis of the comparative spectral properties for the eyes-
closed recordings. For each non-linear epoch, the cross-spectral density
function was divided by the average cross-spectral power for all EEG
epochs not exhibiting non-linear interdependence. The frequency at
which the increase in cross-spectral power was maximum was then identi-
fied. Each epoch was then labelled according to this maximum frequency.
(a) Histogram of the maximum frequency in all epochs. (b) Sub-averaged
cross-spectral power ration for all epochs where the maximum ratio was
below (solid) versus above (dashed) the median, 9.7 Hz.
for all non-linear epochs is presented in Fig. 6a, revealing a
bimodal distribution with one peak at 8 Hz and another at
125 Hz. This motivates a subaveraging of the non-linear
epochs, grouped according to whether the peak relative
increase in cross-spectral power occurs above or below
the median frequency at which this occurs, 9.7 Hz. Fig. 6b
shows the cross-spectral ratio for each of these two suba-
verages compared to all remaining epochs. Those with a
relative increase that is maximum below 9.7 Hz show a
strong increase in 69 Hz cross spectral power and a
decrease in coherence at higher frequencies. In contrast,
those with a maximum increase above 9.7 Hz show cross-
spectral power that is decreased in the alpha range but
744 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
increased across a wide range of higher frequencies. The
actual value at which this peak occurs is of little relevance,
since it is above the low-pass filter value and approaching
the Nyquist frequency. The possible significance of the exis-
tence of these distinct subtypes is discussed in Section 4.
3.4. Phase characteristics of non-linear epochs
The most striking characteristic of the epochs exhibiting
non-linear interdependence is the structure of the phase
frequency relationship within and between the bipolar elec-
trodes. Recall that with a stochastic signal, the power within
each frequency band is determined by the spectral density
function, but the phases are independent with random
uniform distribution between 2p/2 and 1p/2. In contrast,
a signal produced by a chaotic system has a highly ordered
frequencyphase relationship, so that there is a strong inter-
dependency between the phases of different frequencies.
This structure causes the salient properties of non-linear
signals, such as time-irreversibility and amplitude asymme-
try. Synchronization of non-linear system additionally
causes strong interdependence amongst the phases of differ-
ent frequencies between the time series. This is illustrated in
Fig. 7. Fig. 7a shows the time series for the variables Z1 and
Z2 from the coupled neural system with d 0:16 and
C 0:02. Note the time asymmetry of both time series.
The phasefrequency relationship of each system has been
calculated from these time series by (12) and is plotted in
Fig. 7b. Note the highly interdependent progression of
phases for the faster frequencies. This is quantified in Fig.
7c, which shows the phase difference between successive
frequencies within each time series. This phase difference
clusters around zero, implying interdependence between
many frequencies. Also of note in Fig. 7b is that the phases
of each frequency are interdependent between the time
series. The presence of these two strong interdependencies
(between frequencies and across time series) is illustrated in
Fig. 7d, which shows the phase difference between succes-
sive frequencies, alternating between time series
7p f p 1 f 2 p2 f 2 1: 13
A histogram of this sequential-frequency phase difference is
plotted in Fig. 7e. Both across frequency and between chan-
nel interdependencies must be present to cause the strong
deviation from a uniform distribution which would other-
wise occur. We observed the same phase properties in other
coupled chaotic systems, such as coupled asymmetric
Lorenz attractors. Finally, to illustrate the broad spectral
properties of this system, the cross-spectral density function
of this time series is presented in Fig. 7f.
This pattern of phase interdependence is definitely not
typical of the EEG. Fig. 8a presents a randomly chosen
EEG epoch from our database. In Fig. 8b,c, it can be seen
that the phases of successive frequencies within each time
series and the phases of the same frequencies between the
time series are uncoupled. Therefore successive frequencies
alternating between time series as calculated by Eq. (13) are
uncorrelated (see Fig. 8d) and therefore uniformly distrib-
uted as seen in Fig. 8e.
However, the epochs containing non-linear interdepen-
dence do exhibit a trend towards phase interdependence
between time series and across frequencies. An example
of an EEG epoch showing strong non-linear interdepen-
dence is shown in Fig. 9. The panels are as for Figs. 7 and
8. Note the very close resemblance with the coupled neural
system. Detail of the phase relationships in the restricted
40 Hz (gamma) region has been included, panel (f). The
effect of the surrogate algorithm on this epoch is presented
in Fig. 10. The decoupling of the frequencies creates a less
regular waveform, even though the linear properties are
identical. The phase structure has been destroyed so that
the phase interdependencies have the random properties of
the epoch in Fig. 8.
To quantify the association between non-linear interde-
pendence and sequential-frequency phase structure within
the EEG data, we studied the phase interdependence index,
X
pk ln pk
k1;;L
Sp 2 14
ln L
where the interval w [ 0; 2p has been partitioned into L
regular bins and pk is the measured probability of the
sequential-frequency phase difference 7p falling into bin
k. This is just the entropy of the histogram shown in panel
(e) (Figs. 710). This index will approach its maximum
value of 1 for stochastic systems with or without cross-
correlations. For non-linearly interdependent time series,
this value will be below 1. The stronger the interdependence
is the closer is this value to zero. For example, the numerical
time series in Fig. 7 has S p 0:76. The EEG epoch in Fig. 9
has Sp 0:83, whereas its phase-randomized derivative
(Fig. 10) has Sp 0:98.
To study the association between non-linear interdepen-
dence and this type of phase structure, we calculated the
correlation coefficients between the indices of each. In the
eyes-closed recordings, the correlation coefficient calculated
from all the epochs was cc 20:069, which is a significant
correlation (P , 0:012). The correlation coefficient between
these indices in the EEG epochs exhibiting non-linear inter-
dependence was cc 20:079 (P , 0:0026). Similar results
were obtained from the eyes-open recordings (cc 20:0520
and cc 20:0609). That is, the stronger the degree of non-
linear interdependence, the lower the entropy of the sequen-
tial-frequency phase difference. Thus non-linear interdepen-
dence is statistically associated with phase correlations
among many different frequencies.
The mean phase interdependence index for those EEG
epochs where the null hypothesis was not rejected was Sp
0:9776 (std 0.0185). For the surrogate data, the mean was
Sp 0:9822. Although this difference is small, it is highly
significant (P , 0:0001). This is discussed further below.
The example in Fig. 9 was taken from the eyes-closed
 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753 745

Fig. 7. (a) Time series obtained from integration of the modified MorrisLecar model (Appendix B) for V variables and N 2. The local parameter is set at
c 0:15 and the coupling strength between nodes is C 0:2. The other parameters are given in Appendix B. (b) Phasefrequency plot derived from time
series through Fourier transform and according to Eq. (13). Solid line for V1, dashed for V2. (c) Phase difference for successive frequencies, dpf pf 2
pf 2 1 for each of the two time series. (d) Phase difference between sequential frequencies alternating between time series according to Eq. (13). (e)
Histogram for the plot in (d). (f) Cross-spectral density function.
746 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753

Fig. 8. Phase structure of a typical, randomly chosen EEG epoch from the data base. (a) Time series for bipolar derivation pair, O1P3/O2P4. Panels (b)(e) as for
Fig. 7. Solid lines for O1P3, dashed lines for O2P4. Window length for Fourier transform 256 samples.

data, and exhibits a clear alpha waveform. However, there spectral power at high frequencies. Two exemplar epochs
are also examples of the other type of epoch of eyes-closed are presented in Fig. 11. The visual appearance is of irre-
epoch discussed in Section 3.3, which have a strong cross- gular, unsynchronized beta activity. Thus non-linear
 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753 747

Fig. 9. Phase structure of a EEG epoch showing strong non-linear interdependence (all 20 prediction errors outside corrected 95% confidence intervals) from
the eyes-closed recordings. Panels (a)(e) as for Fig. 7. (f) Detail of phase difference plot around 40 Hz gamma frequency domain. Window length for this
plot 512 samples.

synchronization may also be present when the visual
appearance of the EEG is consistent with alpha desynchro-
nization.
3.5. Non-linear interdependence in EEG containing muscle
artefact
As discussed in Section 3.3, the EEG epochs permitting
the rejection of the null hypothesis show a relative increase
of power and cross-spectral power in the alpha frequency
band. This is unlikely to be due to EMG artefact which has
increased power at higher frequencies.
This observation is further supported by the analysis of
the EEG recorded with jaws clenched, which did not permit
rejection of the null hypothesis. An example of this EEG
data is presented in Fig. 12. Panel (a) shows the spikey
waveform characteristic of muscle activity. Panels (b)(e)
are as for Figs. 710, and show that this epoch does not
exhibit sequential-frequency phase interdependence
(Sp 0:989). Panel (f) is the same as Fig. 3 and shows
that the prediction errors from this data were similar to
748 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
Fig. 10. Phase structure of time series obtained by applying surrogate
algorithm to EEG epoch in Fig. 9. Panels as for Fig. 7.
those of its surrogates with p . 0:204 (median p 0:523,
range 0.2040.764), well above the corrected value of
pcorr 0:0026. Panel (g) compares the cross-spectral
power of this recording (solid) with that obtained without
muscle artefact (dashed) showing the increase in power at
higher frequencies characteristic of EMG activity. Similar
results were obtained in the posterior leads and from the
raised eyebrow recordings.
3.6. Non-linearity and non-stationarity
In the eyes-open recordings, the normalized difference
between the autocorrelation times was 0.6202 (standard
error 0.0616) in the epochs exhibiting non-linear interde-
Fig. 11. Time series for two exemplar EEG epochs displaying non-linear
interdependence from the eyes-closed recordings. Unlike Fig. 9, both of
these epochs showed a maximum relative increase in cross-spectral density
at high frequencies (.20 Hz).
pendence and 0.6144 (SE 0.0133) in the epochs where
non-linear interdependence was not detected. There is no
significant difference between these means (P . 0:926).
In the eyes-closed condition, there was a trend toward
greater non-stationarity in the non-linear epochs
(mean 0.4297, SE 0.0445) than in the other epochs
(mean 0.3852, SE 0.0100) although this did not reach
statistical significance (P . 0:329). Thus the degree of non-
stationarity in the epochs showing non-linear interdepen-
dence and the other epochs is statistically equivalent.
4. Conclusion
In this paper, the contribution of non-linear dynamics to
regional brain interactions was investigated. This was
achieved by applying a technique for the detection of non-
linear interdependencies to multichannel EEG data recorded
from normal human subjects. The null hypothesis of purely
linear coherence could be rejected in a small but statistically
robust number of 2.048 s EEG epochs. This finding is
consistent with recent studies that found evidence of infre-
quent non-linearity within single channel EEG data. The
approach and findings of the present paper complements
the recent single-electrode study of Stam et al. (1999),
except that we look for non-linear interdependence between
brain regions, rather than within local cortical circuits. The
association between non-linear interdependence and alpha
M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753 749

activity in this report is also in accord with a previous

description of non-linear entrainment between scalp EEG
alpha activity and visual stimuli (Gebber et al., 1999).
However, not all subjects within our study did exhibit
non-linear interdependence, which may explain the negative
findings in some studies with fewer subjects (e.g. Theiler
and Rapp, 1996).
There is currently much interest in narrow-band synchro-
nous oscillations between neural systems as a mechanism of
integrating the processing of disparate aspects of the same
stimulus (Gray et al., 1989; Singer et al., 1995). We have
provided evidence that non-linear interdependence in
normal human EEG may produce a more general type of
dynamical binding, with strong phase interdependence
amongst neural regions across and between a wide range
of frequencies. This type of non-linear coupling has
previously been proposed as a more powerful mechanism
than narrow band frequency synchronization for achieving
integrative neural processing (Friston, 1997). To our knowl-
edge, this paper provides the first evidence of this phenom-
enon in human EEG.
The broad-band phase synchronization reported in this
paper is not the same phenomenon as that reported by Bress-
ler et al. (1993). They observed increased broad-band coher-
ence in local field potentials of primates during performance
of a visual task. The coherence function is affected by both
amplitude and phase covariance and is confined to compar-
ison between oscillations with the same frequency. The
finding of interdependence between the phases of different
frequencies is thus quite a different phenomenon. Previous
studies, employing the bispectrum to scalp EEG, have
described a specific quadratic relationship between two
different frequencies in scalp EEG data (Barnett et al.,
1971; Dumermuth et al., 1971; Schanze and Eckhorn,
1997). Whilst these findings are consistent to those
presented here, the bispectrum is also affected by both
amplitude and phase and is still limited to two frequencies
at a time. Further research is required to see how broad-band
coherence and the between-frequency phase interdepen-
dence described here are related in experimental data.
The contributions of different types of signal artefact
were also addressed. The increase in alpha power and the
examination of the jaw-clenching EEG argue that the find-
ings are not caused by muscle artefact. The increase in alpha
power also argues against amplifier noise as a confounding
cause, since this is uncorrelated white noise which would
cause an increase in high frequency power, and against eye
movements (or their correction) since these occur with
frequency ,5 Hz. We also used a statistical test for non-

Fig. 12. Phase structure of EEG epoch recorded during jaw-clenching. EEG
data from anterior bipolar derivations (T3F3/T4F4). Panels (a)(e) as for Fig.
7. Panel (f) shows the growth of the prediction errors for the real (crosses)
and surrogate data (dashed) for this EEG epoch. Panel (g) shows cross-
spectral density for this epoch (solid) compared to EEG data from same
electrodes and same subject whilst resting with eyes open (dashed).
750 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
stationarity to show that this is not significantly increased in
the epochs identified as containing non-linear interdepen-
dence. In the eyes-closed recordings, there was a trend
toward greater non-stationarity in the epochs where the
null hypothesis could be rejected. Whilst this did not
reach the level of statistical significance, it may attest to
the combination of transient non-linear and non-stationary
stochastic contributions to the EEG that have been proposed
elsewhere (Palus, 1996; Friston, 2000). Other approaches to
non-stationarity, such as Kalmann filtering, may assist in
further examination of this area.
There are some other methodological issues that should
be considered when interpreting the results. Due to finite
precision arithmetic, the surrogate technique does bias the
time series slightly towards white noise. In addition, the
presence of strong periodicity in the time series is known
to permit false identification of non-linearity (Stam et al.,
1998). Although many of the epochs have a strong alpha
component, however, they always exhibited broad cross-
spectral power. In fact, their periodic visual appearance is
caused by their non-linear phase structure which conceals
the higher frequencies, as made apparent by the surrogate
algorithm (compare Fig. 9a and Fig. 10a). The choice of
other electrode derivations, such as the montage, global
average or spline-Laplacian may permit more accurate loca-
lization of the neural origins of the dynamical interdepen-
dence and thus warrants further study. Finally, it was found
that the degree of phase interdependence was slightly but
statistically stronger in those epochs where the null hypoth-
esis was not rejected than in their phase-randomized coun-
terparts. We offer two possible interpretations of this.
Firstly, failure to reject the null hypothesis does not imply
that it is true. There may be some epochs within the null
group containing weak non-linear interdependence which
would thus cause a slightly non-random phase structure.
These would bias the overall average away from the purely
stochastic case. Given the very conservative Keppel correc-
tion employed, this is a distinct possibility. Alternatively,
there may be an overall weak effect of the 50 Hz low-pass
filter applied to the data, which does have a weak phase-shift
effect on the frequencies above the cut-off value. However,
this phase shift would not be expected to create phase inter-
dependencies that were previously random (simply adding a
constant number to a set of random independently distrib-
uted numbers does not make the numbers interdependent).
In addition, because it is applied evenly to all the EEG
epochs, the filter would certainly not account for the specific
increase in phase structure found within the non-linearly
interdependent epochs, particularly as these show an overall
relative decrease in high frequency power.
Using linear methods alone, a plausible interpretation of
the observed phase interdependence is that there exists
synchronization between many neural populations, each
with a different characteristic frequency. However, non-
linear systems do not oscillate within a narrow band
frequency window, but exhibit a complex relationship
between instantaneous frequency and chaotically varying
amplitude (Rosenblum et al., 1996). The non-linear techni-
ques used to locate the epochs displaying this structure
therefore argues for interdependence between only a few
regional neural assemblies, with non-linear properties caus-
ing broad-band dynamics within each. Such neural assem-
blies may be formed by dynamic and transient
synchronization between densely interconnected cortical
neurons (Friston, 2000). Interdependencies between these
neural assemblies, as detected in this paper, would facilitate
integrated activity at the macroscopic scale a cortical
workspace for processing of complex cognitive tasks.
Non-linear desynchronization a behaviour exhibited by
weakly interdependent non-linear systems may permit
flexible and spontaneous transitions between such global
coherent states (Breakspear, 2002). The infrequent appear-
ance of this structure in the EEG may be either due to the
infrequent construction of such a macroscopic workspace,
or because the dynamics involved are only seldom of appro-
priate scale and sufficient duration to be detectable into the
EEG. It has recently been argued that much of the non-
linearity of microscopic neuronal dynamics is not manifest
at the macroscopic scale of the EEG, which instead arises
from linear and near-equilibrium wave-like processes
(Wright and Liley, 1996; Robinson et al., 1997). According
to our results, this linear-stochastic process must occasion-
ally lose stability, causing episodes of large-scale neural
synchronization involving non-linear processes and permit-
ting a general type of dynamical integration. The functional
role of this phenomenon is yet to be determined.
Non-linear interdependencies arise either through dyna-
mical interactions between the systems being sampled in
this case, macroscopic neural networks or mutual influ-
ence of these systems from a third system. In both circum-
stances, these interactions must arise through long-range
neural interconnections, presumably either pyramidal corti-
cocortical projections or corticothalamic loops. It is possible
that the eyes-closed epochs with strong gamma cross-spec-
tral power are caused by the former, whereas those with a
strong alpha cross-spectrum arise through cortico-thalamic
interactions. We are currently testing this hypothesis in a
large-scale model of electrocortical wave activity by inves-
tigating parameter combinations associated with linear
instability. Such a model may shed light on some of the
specific findings in this paper, such as the frequencies at
which the relative increase in power is maximum in the
eyes-closed versus the eyes-open recordings.
Acknowledgements
The authors thank Professor Peter Robinson and Dr Evian
Gordon for helpful conversations and comments on the
manuscript, Professors Karl Friston and Kees Stam for
stimulating and helpful discussions and Dr Chris Rennie
for assistance with the technical aspects of the EEG data.
 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
J.R.T. acknowledges the support of the Royal Society and
the London Mathematical Society for jointly funding a trip
to the School of Physics at the University of Sydney and The
Brain Dynamics Centre at Westmead Hospital, Sydney. The
support of the EPSRC via Grant GR/N00340 is also
acknowledged. M.J.B. is a recipient of a University Post-
graduate Award from the University of Sydney.
Appendix A. Surrogate data construction
In this appendix, the technique for the construction of the
bivariate surrogate data sets is described. Denote the origi-
nal (discretely sampled) bivariate time series by V1(t) and
V2(t), with t 0; ; N 2 1. The first step is to generate two
independent time series, Z1(t) and Z2(t), from a Gaussian
random number generator, having the same length, as the
original time series. Next, the sequence of each Gaussian
time series is reordered to match the rank of the correspond-
ing original time series. That is, if V1(t) is the nth smallest of
all the V1s, then Z1(t) is the nth smallest of the Z1s. The same
is done for the Z2s. The reordered Zs are said to follow the
Vs. Then F, the discrete Fourier transform operator is
applied to the reordered Zs to obtain,
NX
21
iwj f
FZj t Aj f e Zj tn e 2pifnDt
; j 1; 2
n0
Two modified phase-randomized transforms are then
obtained by rotating the phase at each frequency by a
random variable, f j( f ), where f j is chosen independently
from the interval [0,2p]. This is achieved by multiplying the
complex amplitude at each frequency by e if ( f ),
^ j t Aj f eiuwj f 1fj f u ;
FZ j 1; 2:
Two crucial constraints are necessary at this step. Firstly, to
guarantee that the inverse Fourier transform is real, the
phases are chosen such that fj 2f 2fj f . Secondly,
to preserve the cross-correlations between the surrogate
time series, both transforms must be rotated by the same
random variable at each frequency, f1 f f2 f for all f.
An inverse Fourier transform is then taken of each modified
transform. This produces a surrogate time series, Z1s(t) and
Z2s(t) for each Gaussian time series. Finally, the original time
series, V1(t) and V2(t), are each reordered to follow the ranks
of Z1s(t) and Z2s(t), respectively. This produces bivariate
surrogate time series, V1s(t) and V2s(t), with the same ampli-
tude distribution, autocorrelation function, and cross-spec-
tral density functions as V1(t) and V2(t). These represent the
null hypothesis of linearly correlated Gaussian time series
(possibly transformed by a static non-linear measurement
process, k).
Appendix B. Model of coupled neural systems
In this appendix, the model of coupled neural systems is
751
presented. The model has been adapted from Larter et al.
(1999) and Morris and Lecar (1981) where more detailed
physiological motivations can be found. The model consists
of subsystems of densely interconnected columns of pyra-
midal cells and inhibitory interneurons, sparsely intercon-
nected by long-range pyramidal cell projections. There are
i 1; 2; ; N subsystems in the model, with 3 dynamic
variables within each subsystem: Vi is the mean membrane
potential of local pyramidal cells; Zi is the membrane poten-
tial of inhibitory interneurons, and Wi is the proportion of
open potassium channels in the pyramidal cells. The equa-
tions governing the evolution of these within each subsys-
tem are given by,
dVi
2gCa SVi ; 0:5; Vi1 ; Vi2 Vi 2 1 2 gK Wi Vi 2 ViK
dt
2 gL Vi 2 V L 1 I 2 Zi SZi ; ainh ; Vi6 ; Vi7 ;
B1
dWi
tw fSVi ; 0:5; Vi3 ; Vi4 2 Wi ; B2
dt
dZi
bdI 1 SVi ; aexc ; Vi5 ; Vi6 Vi ; B3
dt
A1
where the parameters gCa 1:1, gK 2:0, gL 0:5 are the
total conductances for the populations of Ca, K and leakage
potentials, V K 20:7 is the Nernst potential for potassium,
VL 20:5 is a leaky potential, tw 1:0 is a voltage depen-
dent time constant for W, I 0:3 is a current flow from
external sources, and f 0:7 and b 0:1 are temperature
scaling factors. The constant d describes the strength of the
A2 external current flow onto the inhibitory population and is
varied in the simulations. For example, setting d 0:15
places the dynamics in a periodic regime, whereas for d
0:42 the dynamics are aperiodic.
Each of the functions, S, within these equations introduce
the non-linear voltage-dependent dynamics of the potas-
sium, calcium and leaky membrane channels,
  
Vt 2 V a
SVt;s; V ; V s 1 1 tanh
a b
; B4
Vb
where s is a constant representing the density of the respec-
tive membrane channels and T the threshold potential for
that channel. ainh and aexc thus model the functional synaptic
strength of inhibitory to pyramidal and pyramidal to inhibi-
tory cell connectivity. Although these are given in hyper-
bolic tangent form, they have the same sigmoidal shape as
Eq. (1), with threshold potential equal to V a and steepness
parameterized by V b. Thus, within each subsystem, the local
dynamics are mediated by membrane channel dynamics and
local excitatory and inhibitory interconnections. To intro-
duce coupling between N subsystems, diffusive excitatory
input from other subsystems is introduced by modifying Eq.
(B1) to
752 M. Breakspear, J.R. Terry / Clinical Neurophysiology 113 (2002) 735753
0 0 1 1
dVi 1 XN
2gCa S@Vi 1 C@ V 2 Vi A; 0:5; Vi1 ; Vi2 A
dt N ji j
Vi 2 1 2 gK Wi Vi 2 ViK 2 gL Vi 2 V L 1 I
2Zi SZi ; ainh ; Vi6 ; Vi7 :
This introduces competitive pyramidal cell input from other
subsystems (j i) in the neural system onto the same gated
calcium channels as local pyramidal cell projections. The
strength of this coupling is parameterized by C.
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