Use of Cross-Correlation Analysis of EEG Signals for Detecting Risk Level for Development of Schizophrenia

2013 ◽  
Vol 47 (3) ◽  
pp. 153-156 ◽  
Author(s):  
O. Yu. Panischev ◽  
S. A. Demin ◽  
A. Ya. Kaplan ◽  
N. Yu. Varaksina

2013 ◽  
Vol 321-324 ◽  
pp. 716-719
Author(s):  
Jun Chang Zhao ◽  
Zheng Zhong Zheng ◽  
Xiao Lin Huang ◽  
Jun Wang

Assessment the distinction of different brain working conditions is very important for brain function study. For the first time, detrended cross-correlation analysis (DCCA) was applied to analyze different brain working conditions. It were compared the difference of DCCA values for EEG signals under count number state and close eyes state. It was found that the DCCA values of count number state EEG signals decreased compared with close eyes state EEG signals which can be helpful for studying different brain state.





2013 ◽  
Vol 765-767 ◽  
pp. 2664-2667 ◽  
Author(s):  
Jun Chang Zhao ◽  
Wan Hu Dou ◽  
Hong Da Ji ◽  
Jun Wang

The cross-correlation performance between epilepsy electroencephalogram (EEG) signals reflects the status of epilepsy patients which has importance for analyzing long-range correlation of non-stationary signals. For the first time, detrended cross-correlation analysis (DCCA) was applied to analyze different physiological and pathological states of epilepsy EEG signals. It were compared the difference of DCCA values between epilepsy patients EEG signals and normal subjects EEG signals. It was found that the DCCA values of epilepsy patients EEG signals increased compared the normal subjects EEG signals which can be helpful for medical diagnosis and treatment.



2003 ◽  
Vol 25 (3) ◽  
pp. 274-279
Author(s):  
Vũ Thanh Tâm

Some applications of cross-correlation analysis in meteohydrological hydrogeological study





2019 ◽  
Vol 11 (1) ◽  
pp. 01025-1-01025-5 ◽  
Author(s):  
N. A. Borodulya ◽  
◽  
R. O. Rezaev ◽  
S. G. Chistyakov ◽  
E. I. Smirnova ◽  
...  


Sensors ◽  
2018 ◽  
Vol 18 (5) ◽  
pp. 1571 ◽  
Author(s):  
Jhonatan Camacho Navarro ◽  
Magda Ruiz ◽  
Rodolfo Villamizar ◽  
Luis Mujica ◽  
Jabid Quiroga


2010 ◽  
Vol 09 (02) ◽  
pp. 203-217 ◽  
Author(s):  
XIAOJUN ZHAO ◽  
PENGJIAN SHANG ◽  
YULEI PANG

This paper reports the statistics of extreme values and positions of extreme events in Chinese stock markets. An extreme event is defined as the event exceeding a certain threshold of normalized logarithmic return. Extreme values follow a piecewise function or a power law distribution determined by the threshold due to a crossover. Extreme positions are studied by return intervals of extreme events, and it is found that return intervals yield a stretched exponential function. According to correlation analysis, extreme values and return intervals are weakly correlated and the correlation decreases with increasing threshold. No long-term cross-correlation exists by using the detrended cross-correlation analysis (DCCA) method. We successfully introduce a modification specific to the correlation and derive the joint cumulative distribution of extreme values and return intervals at 95% confidence level.



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