scholarly journals Innovations orthogonalization: a solution to the major pitfalls of EEG/MEG “leakage correction”

2017 ◽  
Author(s):  
Roberto D. Pascual-Marqui ◽  
Rolando J. Biscay ◽  
Jorge Bosch-Bayard ◽  
Pascal Faber ◽  
Toshihiko Kinoshita ◽  
...  

1.AbstractThe problem of interest here is the study of brain functional and effective connectivity based non-invasive EEG-MEG inverse solution time series. These signals generally have low spatial resolution, such that an estimated signal at any one site is an instantaneous linear mixture of the true, actual, unobserved signals across all cortical sites. False connectivity can result from analysis of these low-resolution signals. Recent efforts toward “unmixing” have been developed, under the name of “leakage correction”. One recent noteworthy approach is that by Colclough et al (2015 NeuroImage, 117:439-448), which forces the inverse solution signals to have zero cross-correlation at lag zero. One goal is to show that Colclough’s method produces false human connectomes under very broad conditions. The second major goal is to develop a new solution, that appropriately “unmixes” the inverse solution signals, based on innovations orthogonalization. The new method first fits a multivariate autoregression to the inverse solution signals, giving the mixed innovations. Second, the mixed innovations are orthogonalized. Third, the mixed and orthogonalized innovations allow the estimation of the “unmixing” matrix, which is then finally used to “unmix” the inverse solution signals. It is shown that under very broad conditions, the new method produces proper human connectomes, even when the signals are not generated by an autoregressive model.

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-10
Author(s):  
Keqiang Dong ◽  
Xiaojie Gao

In this paper, we develop a new method to measure the nonlinear interactions between nonstationary time series based on the detrended cross-correlation coefficient analysis. We describe how a nonlinear interaction may be obtained by eliminating the influence of other variables on two simultaneous time series. By applying two artificially generated signals, we show that the new method is working reliably for determining the cross-correlation behavior of two signals. We also illustrate the application of this method in finance and aeroengine systems. These analyses suggest that the proposed measure, derived from the detrended cross-correlation coefficient analysis, may be used to remove the influence of other variables on the cross-correlation between two simultaneous time series.


Risks ◽  
2021 ◽  
Vol 9 (3) ◽  
pp. 51
Author(s):  
Anthony Medford

Best practice life expectancy has recently been modeled using extreme value theory. In this paper we present the Gumbel autoregressive model of order one—Gumbel AR(1)—as an option for modeling best practice life expectancy. This class of model represents a neat and coherent framework for modeling time series extremes. The Gumbel distribution accounts for the extreme nature of best practice life expectancy, while the AR structure accounts for the temporal dependence in the time series. Model diagnostics and simulation results indicate that these models present a viable alternative to Gaussian AR(1) models when dealing with time series of extremes and merit further exploration.


2011 ◽  
Vol 390 (9) ◽  
pp. 1677-1683 ◽  
Author(s):  
G.F. Zebende ◽  
P.A. da Silva ◽  
A. Machado Filho

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