Validity of Dimensional Complexity Measures of EEG Signals

1997 ◽  
Vol 07 (01) ◽  
pp. 173-186 ◽  
Author(s):  
N. Pradhan ◽  
P. K. Sadasivan

The measure of dimensional complexity has the potential for feature extraction, modeling and prediction of EEG signals. However, the nonlinear dynamics of neuronal processes is under criticism that EEG signals may have a simpler stochastic description and chaotic dynamical measures of EEG may be spurious or unnecessary. Surrogate-data testing has been propounded to detect nonlinearity and chaos in experimental time series and to differentiate it from linear stochastic processes or colored noises. The surrogate data tests of brain signals (EEG) have produced equivocal results. Therefore, we examine the surrogate testing procedure using numerical data of classical chaotic systems, mixed sine waves, white Gaussian and colored Gaussian noises and typical EEGs. White Gaussian noise and classical chaotic time series are easily discerned by the surrogate-data test. However, a colored Gaussian noise data of low correlation dimensions (D2) or mixed sine waves containing less number of sinusoids show behaviors similar to the low dimensional deterministic chaotic systems. There are significant differences in D2 values between the original and surrogate data sets. The colored Gaussian noise appears linear and stochastic only when there is an increased randomness in its pattern and the signal is high dimensional. Our results clearly indicate that the "surrogate testing" alone may not be a sufficient test for distinguishing colored noises from low dimensional chaos. The EEG time series produce finite correlation dimensions. The surrogate testing of 8 independent realizations of different forms of EEG activities produce significantly different D2 values than the original data sets. Apparently many natural phenomena follow deterministic chaos and as the dimensional complexity of the system increases (D2 > 5) it may approximate a stochastic process. Thus EEG appears unlikely to have originated from a linear system driven by white noise.

2007 ◽  
Vol 21 (02n03) ◽  
pp. 129-138 ◽  
Author(s):  
K. P. HARIKRISHNAN ◽  
G. AMBIKA ◽  
R. MISRA

We present an algorithmic scheme to compute the correlation dimension D2 of a time series, without requiring the visual inspection of the scaling region in the correlation sum. It is based on the standard Grassberger–Proccacia [GP] algorithm for computing D2. The scheme is tested using synthetic data sets from several standard chaotic systems as well as by adding noise to low-dimensional chaotic data. We show that the scheme is efficient with a few thousand data points and is most suitable when a nonsubjective comparison of D2 values of two time series is required, such as, in hypothesis testing.


2003 ◽  
Vol 21 (9) ◽  
pp. 1995-2010 ◽  
Author(s):  
M. A. Athanasiu ◽  
G. P. Pavlos ◽  
D. V. Sarafopoulos ◽  
E. T. Sarris

Abstract. This paper is a companion to the first work (Pavlos et al., 2003), which contains significant results concerning the dynamical characteristics of the magnetospheric energetic ions’ time series. The low dimensional and nonlinear deterministic characteristics of the same time series were described in Pavlos et al. (2003). In this second work we present significant results concerning the Lyapunov spectrum, the mutual information and prediction models. The dynamical characteristics of the magnetospheric ions’ signals are compared with corresponding characteristics obtained for the stochastic Lorenz system when a coloured noise perturbation is present. In addition, the null hypothesis is tested for the dynamical characteristics of the magnetospheric ions’ signal by using nonlinear surrogate data. The results of the above comparisons provide significant evidence for the existence of low dimensional chaotic dynamics underlying the energetic ions’ time series.Key words. Magnetospheric physics (energetic particles) – Radio sciences (nonlinear phenomena)


1994 ◽  
Vol 1 (2/3) ◽  
pp. 145-155 ◽  
Author(s):  
Z. Vörös ◽  
J. Verö ◽  
J. Kristek

Abstract. A detailed nonlinear time series analysis has been made of two daytime geomagnetic pulsation events being recorded at L'Aquila (Italy, L ≈ 1.6) and Niemegk (Germany, L ≈ 2.3). Grassberger and Procaccia algorithm has been used to investigate the dimensionality of physical processes. Surrogate data test and self affinity (fractal) test have been used to exclude coloured noise with power law spectra. Largest Lyapunow exponents have been estimated using the methods of Wolf et al. The problems of embedding, stability of estimations, spurious correlations and nonlinear noise reduction have also been discussed. The main conclusions of this work, which include some new results on the geomagnetic pulsations, are (1) that the April 26, 1991 event, represented by two observatory time series LAQ1 and NGK1 is probably due to incoherent waves; no finite correlation dimension was found in this case, and (2) that the June 18, 1991 event represented by observatory time series LAQ2 and NGK2, is due to low dimensional nonlinear dynamics, which include deterministic chaos with correlation dimension D2(NGK2) = 2.25 ± 0.05 and D2(NDK2) = 2.02 ± 0.03, and with positive Lyapunov exponents λmax (LAQ2) = 0.055 ± 0.003 bits/s and λmax (NGK2) = 0.052 ± 0.003 bits/s; the predictability time in both cases is ≈ 13 s.


1995 ◽  
Vol 05 (02) ◽  
pp. 349-358 ◽  
Author(s):  
THOMAS SCHREIBER

We want to encourage the use of fast algorithms to find nearest neighbors in k-dimensional space. We review methods which are particularly useful for the study of time-series data from chaotic systems. As an example, a simple box-assisted method and possible refinements are described in some detail. The efficiency of the method is compared to the naive approach and to a multidimensional tree for some exemplary data sets.


2014 ◽  
Vol 28 (07) ◽  
pp. 1450024 ◽  
Author(s):  
PI LI ◽  
XING-YUAN WANG ◽  
HONG-JING FU ◽  
DA-HAI XU ◽  
XIU-KUN WANG

The high-dimensional chaotic systems (HDCS) have a lot of advantages as more multifarious mechanism, greater the key space, more ruleless for the time series of the system variable than with the low-dimensional chaotic systems (LDCS), etc. Thus, a novel encryption scheme using Lorenz system is suggested. Moreover, we use substitution–diffusion architecture to advance the security of the scheme. The theoretical and experimental results show that the suggested cryptosystem has higher security.


Entropy ◽  
2019 ◽  
Vol 21 (12) ◽  
pp. 1233 ◽  
Author(s):  
Ziyu Jia ◽  
Youfang Lin ◽  
Zehui Jiao ◽  
Yan Ma ◽  
Jing Wang

Causal analysis based on non-uniform embedding schemes is an important way to detect the underlying interactions between dynamic systems. However, there are still some obstacles to estimating high-dimensional conditional mutual information and forming optimal mixed embedding vector in traditional non-uniform embedding schemes. In this study, we present a new non-uniform embedding method framed in information theory to detect causality for multivariate time series, named LM-PMIME, which integrates the low-dimensional approximation of conditional mutual information and the mixed search strategy for the construction of the mixed embedding vector. We apply the proposed method to simulations of linear stochastic, nonlinear stochastic, and chaotic systems, demonstrating its superiority over partial conditional mutual information from mixed embedding (PMIME) method. Moreover, the proposed method works well for multivariate time series with weak coupling strengths, especially for chaotic systems. In the actual application, we show its applicability to epilepsy multichannel electrocorticographic recordings.


2004 ◽  
Vol 11 (4) ◽  
pp. 463-470 ◽  
Author(s):  
F. Laio ◽  
A. Porporato ◽  
L. Ridolfi ◽  
S. Tamea

Abstract. Several methods exist for the detection of nonlinearity in univariate time series. In the present work we consider riverflow time series to infer the dynamical characteristics of the rainfall-runoff transformation. It is shown that the non-Gaussian nature of the driving force (rainfall) can distort the results of such methods, in particular when surrogate data techniques are used. Deterministic versus stochastic (DVS) plots, conditionally applied to the decay phases of the time series, are instead proved to be a suitable tool to detect nonlinearity in processes driven by non-Gaussian (Poissonian) noise. An application to daily discharges from three Italian rivers provides important clues to the presence of nonlinearity in the rainfall-runoff transformation.


2010 ◽  
Vol 20 (07) ◽  
pp. 2071-2095 ◽  
Author(s):  
A. C. ILIOPOULOS ◽  
G. P. PAVLOS

In this study, we present results concerning seismogenesis in the Hellenic region (land and sea of Greece), applying nonlinear analysis to an earthquake time series. The model of the dripping faucet is used as a physical interpretation of the seismic process and the construction of inter-event seismic time series. Geometrical and dynamical characteristics estimated in the reconstructed state space support the low dimensional, chaotic character of the global seismic process in the Hellenic region. The method of stochastic surrogate data was employed to the exclusion of "pseudo chaos" caused by the nonlinear distortion of a purely stochastic process. These results are in agreement with general theoretical models concerning distributed driven threshold dynamics applied to the case of seismic processes. Moreover, the observed global character of low dimensionality and chaoticity over such a complex system of faults supports the hypothesis that seismogenesis is characterized by spatiotemporal intermittent chaos throughout the Hellenic region.


Entropy ◽  
2019 ◽  
Vol 21 (9) ◽  
pp. 849 ◽  
Author(s):  
Bo Yan ◽  
Shaobo He ◽  
Kehui Sun

Measuring the complexity of time series provides an important indicator for characteristic analysis of nonlinear systems. The permutation entropy (PE) is widely used, but it still needs to be modified. In this paper, the PE algorithm is improved by introducing the concept of the network, and the network PE (NPE) is proposed. The connections are established based on both the patterns and weights of the reconstructed vectors. The complexity of different chaotic systems is analyzed. As with the PE algorithm, the NPE algorithm-based analysis results are also reliable for chaotic systems. Finally, the NPE is applied to estimate the complexity of EEG signals of normal healthy persons and epileptic patients. It is shown that the normal healthy persons have the largest NPE values, while the EEG signals of epileptic patients are lower during both seizure-free intervals and seizure activity. Hence, NPE could be used as an alternative to PE for the nonlinear characteristics of chaotic systems and EEG signal-based physiological and biomedical analysis.


1999 ◽  
Vol 86 (1) ◽  
pp. 359-376 ◽  
Author(s):  
M. Small ◽  
K. Judd ◽  
M. Lowe ◽  
S. Stick

We describe an analysis of dynamic behavior apparent in times-series recordings of infant breathing during sleep. Three principal techniques were used: estimation of correlation dimension, surrogate data analysis, and reduced linear (autoregressive) modeling (RARM). Correlation dimension can be used to quantify the complexity of time series and has been applied to a variety of physiological and biological measurements. However, the methods most commonly used to estimate correlation dimension suffer from some technical problems that can produce misleading results if not correctly applied. We used a new technique of estimating correlation dimension that has fewer problems. We tested the significance of dimension estimates by comparing estimates with artificial data sets (surrogate data). On the basis of the analysis, we conclude that the dynamics of infant breathing during quiet sleep can best be described as a nonlinear dynamic system with large-scale, low-dimensional and small-scale, high-dimensional behavior; more specifically, a noise-driven nonlinear system with a two-dimensional periodic orbit. Using our RARM technique, we identified the second period as cyclic amplitude modulation of the same period as periodic breathing. We conclude that our data are consistent with respiration being chaotic.


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