Epilepsy is a common brain disorder that about 1% of world's population suffers from this disorder. EEG signal is summation of brain electrical activities and has a lot of information about brain states and also u...Epilepsy is a common brain disorder that about 1% of world's population suffers from this disorder. EEG signal is summation of brain electrical activities and has a lot of information about brain states and also used in several epilepsy detection methods. In this study, a wavelet-approximate entropy method is ap-plied for epilepsy detection from EEG signal. First wavelet analysis is applied for decomposing the EEG signal to delta, theta, alpha, beta and gamma sub- ands. Then approximate entropy that is a chaotic measure and can be used in estimation complexity of time series applied to EEG and its sub-bands. We used this method for separating 5 group EEG signals (healthy with opened eye, healthy with closed eye, interictal in none focal zone, interictal in focal zone and seizure onset signals). For evaluating separation ability of this method we used t-student statistical analysis. For all pair of groups we have 99.99% separation probability in at least 2 bands of these 6 bands (EEG and its 5 sub-bands). In comparing some groups we have over 99.98% for EEG and all its sub-bands.展开更多
文摘Epilepsy is a common brain disorder that about 1% of world's population suffers from this disorder. EEG signal is summation of brain electrical activities and has a lot of information about brain states and also used in several epilepsy detection methods. In this study, a wavelet-approximate entropy method is ap-plied for epilepsy detection from EEG signal. First wavelet analysis is applied for decomposing the EEG signal to delta, theta, alpha, beta and gamma sub- ands. Then approximate entropy that is a chaotic measure and can be used in estimation complexity of time series applied to EEG and its sub-bands. We used this method for separating 5 group EEG signals (healthy with opened eye, healthy with closed eye, interictal in none focal zone, interictal in focal zone and seizure onset signals). For evaluating separation ability of this method we used t-student statistical analysis. For all pair of groups we have 99.99% separation probability in at least 2 bands of these 6 bands (EEG and its 5 sub-bands). In comparing some groups we have over 99.98% for EEG and all its sub-bands.
文摘以沪深300股指期货指数的30分钟交易数据为例,首先对其价格变化的动力学特征及波动模式进行了全面深入的考察,然后运用严谨系统的后验分析(Backtesting analysis)方法,分别在多头和空头两种头寸状况以及5种不同分位数水平下,实证对比了8种风险测度模型对VaR(Value at Risk)和ES(Excepted shortfall)两种不同风险指标估计的精度差异。研究结果表明:我国股指期货市场的价格波动具有较为明显的有偏和尖峰厚尾分布、聚集特征和长记忆性;采用有偏学生t分布和长记忆模型有助于提高对沪深300股指期货的风险测度精度,而在波动模型中包含杠杆效应项对提高风险估计精度并无太多帮助;在综合考虑了模型对沪深300股指期货价格变化动力学的刻画效果以及对不同风险指标的测度精度等因素后,基于有偏学生t分布的GARCH模型是一个相对合理的风险测度模型选择。
