1999
DOI: 10.2307/2669922
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Evaluation and Comparison of EEG Traces: Latent Structure in Nonstationary Time Series

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Cited by 49 publications
(94 citation statements)
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“…, 12, and examined a decomposition of the latent process {x t } with the time-frequency structure based on the eigenstructure of the TV-AR evolution matrix G t . The basic result of West et al (1999) states that (6.4) where p z,t is the number of pairs of complex characteristic roots of the time t instantaneous AR characteristic polynomial based on δ t , and p y,t is the number of pairs of real characteristic roots (i.e., 2p z,t + p y,t = p). Under certain conditions in West et al (1999), it is shown that the processes {x Figure 6.2 displays the posterior means of the factor latent process {x t } and stochastic variance {w t } for the latent process innovation, as well as the trajectories of estimated characteristic frequency and modulus for the quasiperiodic components.…”
Section: Data and Priorsmentioning
confidence: 99%
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“…, 12, and examined a decomposition of the latent process {x t } with the time-frequency structure based on the eigenstructure of the TV-AR evolution matrix G t . The basic result of West et al (1999) states that (6.4) where p z,t is the number of pairs of complex characteristic roots of the time t instantaneous AR characteristic polynomial based on δ t , and p y,t is the number of pairs of real characteristic roots (i.e., 2p z,t + p y,t = p). Under certain conditions in West et al (1999), it is shown that the processes {x Figure 6.2 displays the posterior means of the factor latent process {x t } and stochastic variance {w t } for the latent process innovation, as well as the trajectories of estimated characteristic frequency and modulus for the quasiperiodic components.…”
Section: Data and Priorsmentioning
confidence: 99%
“…The convulsive seizure activity drives multichannel EEG traces and a statistical interest here is to model such multivariate time series processes that reflect dynamic relations across EEG channels and time in order to reveal underlying characteristics and effects of ECT. Various classes of dynamic time series models have been studied to explore features of EEG time series (e.g., Kitagawa and Gersch 1996;West et al 1999;Prado et al 2001;Prado 2010a,b;Prado and West 2010). Among them, time-varying parameter autoregressive (TV-AR) models and decompositions Prado et al 2001) reveal considerable changes in the patterns of evolution of time-frequency structure with spectral content, differences and changes in relationships among the channels.…”
Section: Context and Literaturementioning
confidence: 99%
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“…Proietti (2002) has also provided a brief but thorough account. A brief introductory survey has been provided by West (1997), and an interesting biomedical application has been demonstrated by West et al (1999).…”
Section: σ(T) = Ln S(t) and η(T) = Ln H(t)mentioning
confidence: 99%