1991
DOI: 10.1007/bf00243291
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Non-linear and linear forecasting of the EEG time series

Abstract: The method of non-linear forecasting of time series was applied to different simulated signals and EEG in order to check its ability of distinguishing chaotic from noisy time series. The goodness of prediction was estimated, in terms of the correlation coefficient between forecasted and real time series, for non-linear and autoregressive (AR) methods. For the EEG signal both methods gave similar results. It seems that the EEG signal, in spite of its chaotic character, is well described by the AR model.

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Cited by 90 publications
(64 citation statements)
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“…It has yet to be extended to describe EEG coherences and phases. The Multivariate Autoregressive (MAR) Model (Rappelsberger and Petsche 1975;Gersch and Yonemoto 1977;Franaszczuk et al 1985;Blinowska and Malinowski 1991) provides a parametric spectral description of multichannel EEG signals without the disadvantages of the models mentioned above, at the expense of being computationally more timeconsuming.…”
Section: Introductionmentioning
confidence: 99%
“…It has yet to be extended to describe EEG coherences and phases. The Multivariate Autoregressive (MAR) Model (Rappelsberger and Petsche 1975;Gersch and Yonemoto 1977;Franaszczuk et al 1985;Blinowska and Malinowski 1991) provides a parametric spectral description of multichannel EEG signals without the disadvantages of the models mentioned above, at the expense of being computationally more timeconsuming.…”
Section: Introductionmentioning
confidence: 99%
“…Systematic differences in the dynamics may lead to very different degrees of predictability. Such a predictive model has recently been applied to time series analysis of electroencephalogram (EEG) data (21).…”
Section: Introductionmentioning
confidence: 99%
“…A number of other non-linear statistics have been used to investigate changes in the EEG: correlation density (LEANER, 1996;MARTINERIE et al, 1998), cross-correlation integral (LE VAN QUYEN et al, 1999;2000;2001), Lyapunov exponents IASEMIDIS et al, 1999;SACKELLARES et al, 2000), similarity measures (HIVELY, 1999) and non-linear predictability (BLINOWSKA and MALINOWSKI, 1991;HERN~NDEZ et al, 1995;CASDAGLI et aL, 1996;CASDAGLI, 1997). The fundamental link between all these non-linear statistics is that they are defined with respect to a particular state space, if the distribution of points in this state space varies, then these statistics are likely to change.…”
Section: 4 Non-linear Analysismentioning
confidence: 99%