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dc.contributor.author
Von Wegner, Frederic
dc.contributor.author
Laufs, Helmut
dc.contributor.author
Tagliazucchi, Enzo Rodolfo
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dc.date.available
2020-03-01T19:45:26Z
dc.date.issued
2018-02
dc.identifier.citation
Von Wegner, Frederic; Laufs, Helmut; Tagliazucchi, Enzo Rodolfo; Mutual information identifies spurious Hurst phenomena in resting state EEG and fMRI data; American Physical Society; Physical Review E; 97; 2; 2-2018; 1-5
dc.identifier.issn
2470-0053
dc.identifier.uri
http://hdl.handle.net/11336/98594
dc.description.abstract
Long-range memory in time series is often quantified by the Hurst exponent H, a measure of the signal's variance across several time scales. We analyze neurophysiological time series from electroencephalography (EEG) and functional magnetic resonance imaging (fMRI) resting state experiments with two standard Hurst exponent estimators and with the time-lagged mutual information function applied to discretized versions of the signals. A confidence interval for the mutual information function is obtained from surrogate Markov processes with equilibrium distribution and transition matrix identical to the underlying signal. For EEG signals, we construct an additional mutual information confidence interval from a short-range correlated, tenth-order autoregressive model. We reproduce the previously described Hurst phenomenon (H>0.5) in the analytical amplitude of alpha frequency band oscillations, in EEG microstate sequences, and in fMRI signals, but we show that the Hurst phenomenon occurs without long-range memory in the information-theoretical sense. We find that the mutual information function of neurophysiological data behaves differently from fractional Gaussian noise (fGn), for which the Hurst phenomenon is a sufficient condition to prove long-range memory. Two other well-characterized, short-range correlated stochastic processes (Ornstein-Uhlenbeck, Cox-Ingersoll-Ross) also yield H>0.5, whereas their mutual information functions lie within the Markovian confidence intervals, similar to neural signals. In these processes, which do not have long-range memory by construction, a spurious Hurst phenomenon occurs due to slow relaxation times and heteroscedasticity (time-varying conditional variance). In summary, we find that mutual information correctly distinguishes long-range from short-range dependence in the theoretical and experimental cases discussed. Our results also suggest that the stationary fGn process is not sufficient to describe neural data, which seem to belong to a more general class of stochastic processes, in which multiscale variance effects produce Hurst phenomena without long-range dependence. In our experimental data, the Hurst phenomenon and long-range memory appear as different system properties that should be estimated and interpreted independently.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
American Physical Society
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
HURST EXPONENT
dc.subject
LONG RANGE CORRELATIONS
dc.subject
EEG
dc.subject
MICROSTATES
dc.subject.classification
Otras Ciencias Físicas
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dc.subject.classification
Ciencias Físicas
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dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
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Biofísica
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dc.subject.classification
Ciencias Biológicas
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CIENCIAS NATURALES Y EXACTAS
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dc.title
Mutual information identifies spurious Hurst phenomena in resting state EEG and fMRI data
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2019-10-22T17:51:54Z
dc.journal.volume
97
dc.journal.number
2
dc.journal.pagination
1-5
dc.journal.pais
Estados Unidos
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dc.description.fil
Fil: Von Wegner, Frederic. Goethe Universitat Frankfurt; Alemania
dc.description.fil
Fil: Laufs, Helmut. University Hospital Kiel; Alemania. Goethe Universitat Frankfurt; Alemania
dc.description.fil
Fil: Tagliazucchi, Enzo Rodolfo. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Goethe Universitat Frankfurt; Alemania
dc.journal.title
Physical Review E
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1103/PhysRevE.97.022415
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