Generalized Gaussian time series model for increments of EEG data

Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, Salinger, Zeljka, Sikorskii, Alla, Suvak, Nenad and Boivin, Michael 2023. Generalized Gaussian time series model for increments of EEG data. Statistics and Its Interface 16 , pp. 17-29. 10.4310/21-SII692

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Abstract

We propose a new strictly stationary time series model with marginal generalized Gaussian distribution and exponentially decaying autocorrelation function for modeling of increments of electroencephalogram (EEG) data collected from Ugandan children during coma from cerebral malaria. The model inherits its appealing properties from the strictly stationary strong mixing Markovian diffusion with invariant generalized Gaussian distribution (GGD). The GGD parametrization used in this paper comprises some famous light-tailed distributions (e.g., Laplace and Gaussian) and some well known and widely applied heavy-tailed distributions (e.g., Student). Two versions of this model fit to the data from each EEG channel. In the first model, marginal distributions is from the light-tailed GGD sub-family, and the distribution parameters were estimated using quasilikelihood approach. In the second model, marginal distributions is heavy-tailed (Student), and the tail index was estimated using the approach based on the empirical scaling function. The estimated parameters from models across EEG channels were explored as potential predictors of neurocognitive outcomes of these children 6 months after recovering from illness. Several of these parameters were shown to be important predictors even after controlling for neurocognitive scores immediately following cerebral malaria illness and traditional blood and cerebrospinal fluid biomarkers collected during hospitalization.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Publisher:	International Press
ISSN:	1938-7989
Date of First Compliant Deposit:	30 November 2021
Date of Acceptance:	12 July 2021
Last Modified:	07 Nov 2023 03:48
URI:	https://orca.cardiff.ac.uk/id/eprint/145830

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