Proceedings of the 2 nd International IEEE EMBS
Conference on Neural Engineering
Arlington, Virginia · March 16 - 19, 2005
A Wavelet Based Approach for the Detection of
Coupling in EEG Signals
R. Saab1, M.J. McKeown2,3, L.J. Myers4,and R. Abu-Gharbieh1
1 2
Department of Electrical and Department of Medicine (Neurology)
3
Computer Engineering, Pacific Parkinson's Research Centre,
The University of British The University of British Columbia ,
Columbia, Vancouver, BC
Canada V6T 1Z4 mmckeown@intechange.ubc.ca
rayans@ece.ubc.ca
Abstract—Electroencephalograms (EEGs) provide a non-
invasive way of measuring brainwave activity from sensors
placed on the scalp. In this paper we present an approach to
measure coupling, or synchrony, between various parts of the
brain, critical for motor and cognitive processing, using wavelet
coherence of EEG signals. We provide an argument, highlighting
the benefits of using this approach as opposed to the regular
Fourier based coherence, in the context of localizing short
significant bursts of coherence between non-stationary EEG
signals, to which regular coherence is insensitive. We further
highlight the benefits of the wavelets approach by exploring how
a single time-frequency coherence map can be controlled to yield
various time and/or frequency resolutions.
I. INTRODUCTION
Understanding of cerebral dynamics is aided by the ability
to track temporal coupling between various neural signals [1].
The most common way of measuring coupling is through the
use of the coherence metric. Coherence is the degree of time-
locked correlation between two signals as a function of
frequency [2]. The problem that we address in this paper, and
suggest a solution for, is that coherence assumes stationarity
of the signals in question, and does not show changes in
coupling with time. We claim and verify that through the use
of a wavelets extension to classical Fourier coherence, one can
effectively measure the dynamic behavior of coupling, thus
observing how changes in task, for example, affect coupling
between various locales in the brain. We believe this tool has
widespread applicability for investigating the relationships
between its various cortices.
Coherence is a metric that has been utilized to measure the
linear relationship between signals at various frequencies, and
its statistical properties have been studied extensively [4].
Previous work has alluded to the possible uses of wavelet
coherence, namely by Torrence and Campo [3], and a paper
some time later by Lachaux et al [1] greatly developed this
0-7803-8709-0/05/$20.00©2005 IEEE
4
Sensory Motor Performance
Program (SMPP)
Rehabilitation Institute of Chicago
Vancouver, BC Chicago, IL
L-myers2@northwestern.edu
approach by building it a theoretical point of view and
providing a study of its statistical significance. The use of
Fourier coherence in neurophysiology is extensive [5][6]. The
latter utilizes a short time Fourier transform (STFT) approach
to coherence.
In the rest of this paper, we briefly present coherence as a
measure of coupling, and also introduce STFT extension to
coherence as one of the proposed solutions to the problem of
non-stationarity. We then introduce wavelet coherence, and
present its formulation as a natural and logical extension to
coherence measures, and explain its benefits over the standard
STFT approach. We present the results to verify our
arguments using real EEG data collected from a human
subject performing an isometric motor task. We compare
standard STFT results with the wavelet approach based on
statistical significance.
II. COHERENCE
A. Regular Coherence and its Statistical Significance
Coherence as a measure is an extension to Pearson’s
correlation coefficient, and is defined as the absolute square of
the cross-spectrum of two signals normalized by the product
of their auto-spectra [6]. Thus one way of calculating
coherence between two signals x(t) and y(t) is as follows:
First, calculate the Fourier transform of each of the signals
over multiple contiguous segments (overlapping or
contiguous).
(1)
∫
− j 2 π ft
X i ( f ) = 1 / 2π x (t )e dt
(2)
∫
− j 2 π ft
Yi( f ) = 1 / 2π y (t )e dt
Note that the integrals in (1) and (2) above are definite
integrals running over the length of each segment, and that
instead of x(t) and y(t) one could, and generally does use the
v
signals modulated by a smooth window function H, to reduce
problems such as spectral leakage.
Next, calculate the auto-spectrum of each signal and their
cross-spectrum over each segment.
Pxx ( f , i ) = X i ( f ) X i* ( f ) (3)
Pxy ( f , i ) = X i ( f )Yi* ( f ) (4)
Pyy ( f , i ) = Yi ( f )Yi * ( f ) (5)
In (3), (4) and (5) Pxx and Pyy represent the auto-spectra
while Pxy represents the cross spectrum, with the * operator
indicating complex conjugation.
Finally, calculate the coherence between the two signals.
(Use the average of the spectra over the segments or
windows).
2
∑P i
xy ( f , i)
K( f ) = . (6)
∑Pi
xx ( f , i )∑ Pyy ( f , i )
i
Using the Schwarz inequality, observe that the coherence
takes on a value between 0 and 1. Also note here that the
coherence (K) can be considered 95% significant if it exceeds
the following threshold. [7]
K 0.05 ( w) = 1 − 0.051 /( N −1)
, (7)
Where N represents the number of non-overlapping
windows used to form the coherence estimate.
B. Time-varying STFT coherence
One of the problems with the coherence measure described
in the previous section is that it assumes stationarity of the
signals and is completely insensitive to the changes in
coupling over time. In solving this problem, an STFT
approach is generally used to generate auto- and cross-
spectrogams, which are in turn utilized to produce a
‘coherogram’. The coherogram is coherence calculated around
a number of time instants. It results in a three dimensional
matrix of time and frequency versus coherence.
The problem with such an approach is that, while it removes
the assumption of wide sense stationarity inherent in the
coherence measure, it still requires stationarity within each
time interval for which coherence is calculated. More
importantly, in practice it requires careful design of several
parameters, namely section length (over which each coherence
estimate is measured), window length and overlapping (within
each coherence estimate), which affects the resolution of the
coupling measure. Thus the STFT approach requires a priori
information about the coupling range in time and frequency, in
order to allocate the time-frequency resolution which is
constrained by the uncertainty principle: the wider the
windows, the better the frequency resolution, at the expense of
timing information, and vice versa. More details on this
vi
approach are given in [1].
III. WAVELET COHERENCE
A. Wavelets
In contrast to the short time Fourier transform, which is an
extension of the regular Fourier transform, adapted to handle
non-stationarity, the wavelet transform is inherently a time-
frequency analysis of a signal. It is similar to the STFT in that
it uses finite duration basis functions to estimate the transform,
but different in that the length of the support is a function of
frequency. Thus while the STFT uses a fixed size rectangular
tiling of the time-frequency plane, the wavelet transform
utilizes rectangles of variable dimensions but constant area.
Naturally, they are still governed by the uncertainty principle.
Fig.1.The time frequency tiling of the STFT (left) and the wavelet
transform (right).
Figure 1 shows the tiling of time frequency plane employed
by the STFT and wavelet transform respectively.
This tiling has the advantage of high frequency resolution at
low frequencies and high temporal resolution at high
frequencies. A more rigorous mathematical formulation
defines the continuous wavelet transform as [8]:
1 u −b
W x ( s, b) =
s
∫ x(u)ψ ( s
)du . (8)
Where x(t) is the signal to be transformed, Ψ the wavelet, b
and s, are the time shift and scale respectively. Thus,Ψ((u-
b)/s) is a shifted and scaled version of a mother wavelet Ψ(u).
In general, there exists an inverse relation between scale and
frequency; frequency is inversely proportional to scale. The
wavelet we have chosen for this work is the complex Morlet
wavelet [9].
1 iπ f c u −u 2
/ fb
Ψ (u ) = e e (9)
πfb
Where fc is the wavelet center frequency and fb is its
bandwidth (we select these parameters to be 1 and 5
respectively). One can observe from (9) that the Morlet
wavelet is a complex sinusoid multiplied by a Gaussian
window. The size of the window increases with frequency,
while preserving the same number of oscillations across all
frequencies, which is how it differs from the STFT. The STFT
preserves window sizes while varying the number of
oscillations within each window.
 B. Wavelet Coherence x 10
-4
EEG Signal Recorded Over the Primary Motor Cortex
2
Following [1], we first define the wavelet cross spectrum:
* 1
PW xy (t , f ) = W x (t , f )W y (t , f ) . (10)
0
The definition of the auto-spectrum follows naturally from
this, as in the preceding section on coherence. Next we -1

calculate the wavelet coherence (C) as follows: -2

0 5 10 15 20 25 30 35 40 45
∆ 2

∑ PW
-4
EEG Signal Recorded Over the Supplementary Motor Cortex
xy (T , f , i ) 4
x 10

i =− ∆
C (t , f ) = , (11) 2

∑ PW
i
xx (T , f , i )∑ PW yy (T , f , i )
i
0

Where T is the time around which the coherence is calculated, -2

i is the current index, and f is the frequency. The summations -4

0 5 10 15 20 25 30 35 40 45
are carried around a variable segment size ∆, which is Fig.2. EEG signal recorded from the primary motor cortex (top) and
inversely proportional to frequency. Just as with the Fourier supplementary motor cortex (bottom).
based coherence, the Schwarz inequality forces the wavelet
coherence to take on a value between 0 and 1. In this paper, Regular Coherence
0.4
we set ∆ to 10 cycles of the frequency f. In other words, at 30
Hz, we chose ∆ so that the summation over i covers 0.35

1 / 30 * 10 = 0.333 seconds, whereas for 60Hz it covers 0.3

0.166 seconds of data. Note, that like the STFT coherence, the
wavelet coherence is also a function of both time and Coherence Index
0.25

frequency, measuring the coupling across both variables. 0.2

The fact that the wavelet transform uses a shorter window
for higher frequencies, and a longer one for lower frequencies, 0.15

in addition to the fact that the coherence segment ∆ is also 0.1

inversely proportional to frequency, makes this approach more
suited to quantifying time varying coherence. This is 0.05

accomplished via a frequency-adaptive tiling of the time 0

10 20 30 40 50 60 70
frequency plane. In contrast, the constant size windows, and Frequency
summation segments of the STFT coherence, force it to have Fig.3. Regular coherence plotted versus frequency. Observe the peak at
the same resolution over all frequencies. 30Hz.

IV. EXPERIMENT
A. Methods
EEG was recorded from the scalp using 61 electrodes. Two
channels located over the primary motor cortex (PMC) and
one channel located over the supplementary motor cortex
(SMC) were selected for coherence, STFT coherence and
wavelet coherence measurements. The subject was
performing an isometric task. Data length was 45 seconds and
onset of the task was at approximately 5 seconds. Data were
sampled and digitized at 2000Hz. The entire EEG data set was
subjected to a Laplacian Spatial Filter using commercial
software[10]. It was then bandpass filtered between 0.5 and
70Hz and downsampled to 200Hz to reduce the computational
load. Figure 2 displays the time domain signals after the
preprocessing steps.
B. Results
We computed regular coherence between the first PMC
channel and the SMC channel as in (6) using a window size of
100, corresponding to 0.5 seconds, and overlapping of half the
window size. The results are displayed in fig.3. Fig.3 indicates
that the strongest coupling is around 30Hz, however it gives
no information as to how that coupling is distributed over the
45-second duration of the experiment. Thus, to gain more
insight into the temporal distribution of the coherence, we
resort to computing both the STFT coherogram and the
Wavelet coherogram. Fig.4 displays the result of the STFT
coherogram, after we removed the insignificant peaks. We
evaluated significance based on (7), calculated at each time
instant, and verified via Monte Carlo simulations on white
noise [1]. The STFT coherence was based on a segment size
of four seconds
Next, we perform the wavelet coherogram as in (11), to
obtain the result in fig.5 showing only the significant peaks.
Significance was tested based on the tabulated values reported
in [1]. Fig.5 shows the high temporal resolution exhibited by
the wavelet based coherence. It shows us that the coherence in
the 30Hz band, previously shown to be related to ongoing

vii
 wavelet Coherogram
muscle contraction is in fact not completely continuous. This 70

information would have been lost on us with the STFT

coherence. However, for the sake of comparing the two 60

methods fairly, we smooth the wavelet coherogram over a four

second interval. The rationale behind this choice is that four 50

seconds is the length of each segment in the STFT coherence.

Frequency
The results of this smoothing operation can be seen in fig.6. 40

For further comparison with Fourier based coherence, fig. 7

displays the average wavelet coherence across time. Upon 30

comparing with fig.3, one can observe that they offer

approximately identical frequency resolution. 20

STFT Coherogram
70 10
0 5 10 15 20 25 30 35 40
Time

60 Fig.5. Wavelet Coherence plotted as a grayscale image. Darker regions

indicate higher levels of coherence. This is the coherence between the
first PMC channel and the SMC channel.
50
Frequency

wavelet Coherogram
40 70

30 60

20 50

Frequency
10 40
0 5 10 15 20 25 30 35 40 45
Time

Fig.4. STFT coherence plotted as an image in grayscale versus time and 30

frequency. The darker regions indicate higher levels of coherence. This is

the coherence between the first PMC channel and the SMC channel. 20

10
To further test the wavelet coherence method, in 0 5 10 15 20
Time
25 30 35 40

comparison with the STFT coherence method, we next Fig.6. Wavelet coherence displayed after smoothing over a span of four
evaluate both of them over another pair of channels. This time seconds. Compare with fig. 4.
we choose a second channel from the primary motor cortex
more anterior than the first, with the same supplementary 0.46
Average Wavelet Coherence

motor cortex channel as previously. We show the results of

0.44
the STFT approach in fig.8, and of the wavelets approach in
fig.9.
Averaged Wavelet Coherence Index

0.42

C. Discussion 0.4

Upon comparing fig.4 and fig.6, one notices that the wavelet 0.38

coherence detects the coupling between the two signals, 0.36

regardless of the frequency range. This is an immediate

0.34
consequence of the frequency-adaptive window size utilized in
both the wavelet transform and the wavelet coherence 0.32

estimate. On the other hand, the STFT coherence, whose 0.3

parameters were designed to detect coherence around the

30Hz range, fails at detecting coupling at 60Hz, which we 10 20 30 40
Frequency
50 60 70

know exists as a result of line interference on both channels.

Fig.7. Marginal Wavelet Coherence plotted versus frequency. This was
Similarly, upon comparing fig.8 and fig.9, one immediately obtained by averaging the wavelet coherence across all time instances.
notices the predominant 10Hz coherence in both. We
speculate that this 10Hz signal represents subcortical influence
detected in instances where the STFT approach fails to register
of the basal ganglia, via the venterolateral thalamic nucleus, to
significant coherence. For example, the STFT approach again
the SMC, which is then being communicated to the PMC.
fails to detect the 60Hz coherence, and also fails to register
With the wavelets approach, this important coherence was

viii
some instances where 10Hz coherence exists. In conclusion, we have shown how the wavelets
wavelet Coherogram
coherence performs favorably compared to the STFT
70 coherence approach at detecting coupling at various
frequency ranges, especially when the potentially
60
‘interesting’ frequencies cannot be specified a prior. As
50 both methods reveal that the EEG-EEG coupling between
brain regions are transient, task-dependent, and take place at
40
multiple frequencies, the wavelet coherence may prove
Frequency

30
advantageous because it is more versatile in modifying the
temporal resolution to observe long-term trends in coupling.
20

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