32 resultados para Bispectrum


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The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the bispectrum is that its estimator comprises terms that are asymptotically independent at distinct bifrequencies under the null hypothesis of linearity. An advantage of the third-order moment is that its values in any subset of joint lags can be used in the test, whereas when using the bispectrum the entire (or truncated) third-order moment is required to construct the Fourier transform. In this paper, we propose a test for nonlinearity based upon the estimated third-order moment. We use the phase scrambling bootstrap method to give a nonparametric estimate of the variance of our test statistic under the null hypothesis. Using a simulation study, we demonstrate that the test obtains its target significance level, with large power, when compared to an existing standard parametric test that uses the bispectrum. Further we show how the proposed test can be used to identify the source of nonlinearity due to interactions at specific frequencies. We also investigate implications for heuristic diagnosis of nonstationarity.

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Extracellular data analysis has become a quintessential method for understanding the neurophysiological responses to stimuli. This demands stringent techniques owing to the complicated nature of the recording environment. In this paper, we highlight the challenges in extracellular multi-electrode recording and data analysis as well as the limitations pertaining to some of the currently employed methodologies. To address some of the challenges, we present a unified algorithm in the form of selective sorting. Selective sorting is modelled around hypothesized generative model, which addresses the natural phenomena of spikes triggered by an intricate neuronal population. The algorithm incorporates Cepstrum of Bispectrum, ad hoc clustering algorithms, wavelet transforms, least square and correlation concepts which strategically tailors a sequence to characterize and form distinctive clusters. Additionally, we demonstrate the influence of noise modelled wavelets to sort overlapping spikes. The algorithm is evaluated using both raw and synthesized data sets with different levels of complexity and the performances are tabulated for comparison using widely accepted qualitative and quantitative indicators.