mloss.org Finding nonlinear and stochastic structures in time serieshttp://mloss.orgUpdates and additions to Finding nonlinear and stochastic structures in time seriesenWed, 29 Oct 2008 11:15:55 -0000Finding nonlinear and stochastic structures in time series 1http://mloss.org/software/view/158/<html><p>The Delay vector variance (DVV) method uses predictability of the signal in phase space to characterize the time series. Using the surrogate data methodology, so called DVV plots and DVV scatter diagrams can be generated using the DVV method, as a test statistic, to examine the determinism/stochastisity and linearity/nonlinearity within a signal simultaneously. In DVV scatter diagram, the target variance values of the original signal is plotted against the averaged variance values, calculated over a number of iAAFT surrogates. As a result, for linear signals, the scatter diagram coincides with the bisector line and conversely for nonlinear signals, the scatter diagram deviates from bisector lineas shown in the attached document. The DVV method has been successfully applied to analyse the nature of biometric signals (EEG and fMRI).
</p></html>Danilo Mandic, Temujin Gautama, Marc Van Hulle, Mo Chen, Naveed Ur RehmanWed, 29 Oct 2008 11:14:44 -0000http://mloss.org/software/rss/comments/158http://mloss.org/software/view/158/brain computer interfaceeegvisualizationfmri<b>Comment by Danilo Mandic on 2008-10-29 11:15</b>http://mloss.org/comments/cr/14/158/#c50<p>The Delay vector variance (DVV) method uses predictability of the signal in phase space to characterize the time series. Using the surrogate data methodology, so called DVV plots and DVV scatter diagrams can be generated using the DVV method, as a test statistic, to examine the determinism/stochastisity and linearity/nonlinearity within a signal simultaneously. In DVV scatter diagram, the target variance values of the original signal is plotted against the averaged variance values, calculated over a number of iAAFT surrogates. As a result, for linear signals, the scatter diagram coincides with the bisector line and conversely for nonlinear signals, the scatter diagram deviates from bisector lineas shown in the attached document. The DVV method has been successfully applied to analyse the nature of biometric signals (EEG and fMRI).
</p>Danilo MandicWed, 29 Oct 2008 11:15:55 -0000http://mloss.org/comments/cr/14/158/#c50