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Experimental Psychology (Russia)
2025. Vol. 18, no. 3, 85–100
doi:10.17759/exppsy.2025180306
ISSN: 2072-7593 / 2311-7036 (online)

Application of the covariance analysis by the “sliding window” method to assess the relationship of non-stationary time series

 
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Abstract

A covariance analysis method is described to solve the problem of estimating the dynamics of the relationship between two non-stationary time series, represented by behavioral and/or physiological data. The application of the “sliding window” method is proposed for the possibility of analyzing the degree of connectivity of time series at different epochs. The covariance analysis, unlike traditionally used methods, allows to take into account the magnitude of the dynamics of time series indicators when evaluating the relationship. When comparing covariance and correlation analyses, a high degree of stability of covariance analysis to signal noise was noted.

General Information

Keywords: time series, a covariance analysis, a “sliding window” method

Journal rubric: Psychophysiology

Article type: scientific article

DOI: https://doi.org/10.17759/exppsy.2025180306

Funding. The research is supported by the Russian Science Foundation project No. 23-18-00473 (Institute of Psychology of Russian Academy of Sciences).

Received 09.10.2024

Revised 19.02.2025

Accepted

Published

For citation: Apanovich, V.V., Gladilin, D.L. (2025). Application of the covariance analysis by the “sliding window” method to assess the relationship of non-stationary time series. Experimental Psychology (Russia), 18(3), 85–100. (In Russ.). https://doi.org/10.17759/exppsy.2025180306

© Apanovich V.V., Gladilin D.L., 2025

License: CC BY-NC 4.0

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Information About the Authors

Vladimir V. Apanovich, Candidate of Science (Psychology), Research Fellow, Institute of Psychology, Russian Academy of Sciences, Associate Professor, State Academic University for the Humanities, Moscow, Russian Federation, ORCID: https://orcid.org/0000-0003-3407-6049, e-mail: apanovitschvv@yandex.ru

Dmitry L. Gladilin, Postgraduate, Junior Research Fellow, Institute of Psychology of Russian Academy of Sciences, Laboratory Assistant Researcher, Moscow State University of Psychology and Education, Moscow, Russian Federation, ORCID: https://orcid.org/0000-0002-5352-4866, e-mail: dima.gladilin.psy@gmail.com

Contribution of the authors

Vladimir V. Apanovich — data modeling and analysis; manuscript writing and proofreading, visualization of the research results.

Dmitry L. Gladilin — data modeling and analysis, writing and design of the manuscript, visualization of the research results.

Both authors participated in the discussion of the results and approved the final text of the manuscript.

Conflict of interest

The authors declare no conflict of interest.

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