We present a measure for characterizing statistical relationships between two
time sequences. In contrast to commonly used measures like cross-correlations,
coherence and mutual information, the proposed measure is non-symmetric and
provides information about the direction of interdependence. It is closely
related to recent attempts to detect generalized synchronization. However, we
do not assume a strict functional relationship between the two time sequences
and try to define the measure so as to be robust against noise, and to detect
also weak interdependences. We apply our measure to intracranially recorded
electroencephalograms of patients suffering from severe epilepsies.Comment: 29 pages, 5 figures, paper accepted for publication in Physica