New Methods of Time Series Analysis时间系列分析的心方法

New Methods of Time Series Analysis时间系列分析的心方法

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时间:2019-06-24

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1、NewMethodsofTimeSeriesAnalysisofNon-StationaryEEGData:EigenstructureDecompositionsofTimeVaryingAutoregressionsAndrewD.Krystal,RaquelPradoandMikeWestMay31,1999AndrewKrystalisAssistantProfessorintheDepartmentofPsychiatryandBehavioralSciencesandDirectoroftheQuantitativeEEGLaboratoryatDukeUnivers

2、ityMedicalCenter,DurhamNC27710,USA.RaquelPradoisAssistantProfessor,DepartamentodeComputoCient coyEstadstica,UniversidadSimonBolvar,Caracas,Venezuela.MikeWestisArts&SciencesProfessorofStatisticsandDecisionSciences,andDirectoroftheInstituteofStatisticsandDecisionSciences,DukeUniversity,Du

3、rham,NC27708-0251,USA.TheworkreportedherewascarriedoutintheDepartmentofPsychiatryandtheInstituteofStatisticsandDecisionSciencesatDukeUniversity.Theauthorsacknowledgepartial nancialsupportundergrantsNIMHK20MH01151,R29MH57532andNSF/DMS-9704432.Addressforcorrespondence:Dr.A.D.Krystal,Box3309,DukeU

4、niversityMedicalCenter,DurhamNC27710.tel:(919)681-8742,fax:(919)681-8744.0AbstractOBJECTIVE:ThosewhoanalyzeEEGdatarequirequantitativetech-niquesthatcanbevalidlyappliedtotimeseriesexhibitingrangesofnon-stationarybehavior.Ourobjectiveistointroduceanewanalysistechniquebasedonformalnon-stationaryti

5、meseriesmodels.Thisnovelmethodprovidesadecompositionofthetimeseriesintoasetoflatent"componentswithtime-varyingfrequencycontent.Theidenti- cationofthesecomponentscanleadtopracticalinsightsandquanti-tativecomparisonsofchangesinfrequencystructureovertimeinEEGtimeseries.DESIGNandMETHODS:Thetechniq

6、uebeginswiththedevelopmentoftime-varyingautoregressivemodelsoftheEEGtimeseries.SuchmodelshavebeenpreviouslyusedinEEGanalysisbutweextendtheirutilitybytheintroductionofeigenstructuredecom-positionmethods.Wereviewthebasisandimplementationofthismethodandreportontheanalysisof2channelEEGdatarecordedd

7、uring3generalizedtonic-clonicseizuresinducedinanindividualaspartofacourseofelectroconvulsivetherapyformajordepression.RESULTS:Thistechniqueidenti edEEGpatternsconsistentwithpriorreports.Inaddition,itquanti edadecreaseindominantfre

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