2 resultados para FINANCIAL CORRELATION-MATRICES
em BORIS: Bern Open Repository and Information System - Berna - Suiça
Resumo:
In multivariate time series analysis, the equal-time cross-correlation is a classic and computationally efficient measure for quantifying linear interrelations between data channels. When the cross-correlation coefficient is estimated using a finite amount of data points, its non-random part may be strongly contaminated by a sizable random contribution, such that no reliable conclusion can be drawn about genuine mutual interdependencies. The random correlations are determined by the signals' frequency content and the amount of data points used. Here, we introduce adjusted correlation matrices that can be employed to disentangle random from non-random contributions to each matrix element independently of the signal frequencies. Extending our previous work these matrices allow analyzing spatial patterns of genuine cross-correlation in multivariate data regardless of confounding influences. The performance is illustrated by example of model systems with known interdependence patterns. Finally, we apply the methods to electroencephalographic (EEG) data with epileptic seizure activity.
Resumo:
Rationale: Focal onset epileptic seizures are due to abnormal interactions between distributed brain areas. By estimating the cross-correlation matrix of multi-site intra-cerebral EEG recordings (iEEG), one can quantify these interactions. To assess the topology of the underlying functional network, the binary connectivity matrix has to be derived from the cross-correlation matrix by use of a threshold. Classically, a unique threshold is used that constrains the topology [1]. Our method aims to set the threshold in a data-driven way by separating genuine from random cross-correlation. We compare our approach to the fixed threshold method and study the dynamics of the functional topology. Methods: We investigate the iEEG of patients suffering from focal onset seizures who underwent evaluation for the possibility of surgery. The equal-time cross-correlation matrices are evaluated using a sliding time window. We then compare 3 approaches assessing the corresponding binary networks. For each time window: * Our parameter-free method derives from the cross-correlation strength matrix (CCS)[2]. It aims at disentangling genuine from random correlations (due to finite length and varying frequency content of the signals). In practice, a threshold is evaluated for each pair of channels independently, in a data-driven way. * The fixed mean degree (FMD) uses a unique threshold on the whole connectivity matrix so as to ensure a user defined mean degree. * The varying mean degree (VMD) uses the mean degree of the CCS network to set a unique threshold for the entire connectivity matrix. * Finally, the connectivity (c), connectedness (given by k, the number of disconnected sub-networks), mean global and local efficiencies (Eg, El, resp.) are computed from FMD, CCS, VMD, and their corresponding random and lattice networks. Results: Compared to FMD and VMD, CCS networks present: *topologies that are different in terms of c, k, Eg and El. *from the pre-ictal to the ictal and then post-ictal period, topological features time courses that are more stable within a period, and more contrasted from one period to the next. For CCS, pre-ictal connectivity is low, increases to a high level during the seizure, then decreases at offset. k shows a ‘‘U-curve’’ underlining the synchronization of all electrodes during the seizure. Eg and El time courses fluctuate between the corresponding random and lattice networks values in a reproducible manner. Conclusions: The definition of a data-driven threshold provides new insights into the topology of the epileptic functional networks.