We present a measure for characterizing statistical relationships between t
wo time sequences. In contrast to commonly used measures like cross-correla
tions. coherence and mutual information, the proposed measure is non-symmet
ric and provides information about the direction of interdependence. It is
closely related to recent attempts to detect generalized synchronization. H
owever, we do not assume a strict functional relationship between the two t
ime sequences and try to define the measure so as to be robust against nois
e, and to detect also weak interdependences. We apply our measure to intrac
ranially recorded electroencephalograms of patients suffering from severe e
pilepsies. (C) 1999 Elsevier Science B.V. All rights reserved.