Related Experiment Video
Updated: Aug 14, 2026

Statistical Modelling of Cortical Connectivity Using Non-invasive Electroencephalograms
Published on: November 1, 2019
Modelling non-stationary variance in EEG time series by state space GARCH model
Kin Foon Kevin Wong1, Andreas Galka, Okito Yamashita
1Graduate University for Advanced Studies, Minami Azabu 4-6-7, Minato-ku, Tokyo 106-8569, Japan. wong@ism.ac.jp
Abstract:
We present a new approach to modelling non-stationarity in EEG time series by a generalized state space approach. A given time series can be decomposed into a set of noise-driven processes, each corresponding to a different frequency band. Non-stationarity is modelled by allowing the variances of the driving noises to change with time, depending on the state prediction error within the state space model. The method is illustrated by an application to EEG data recorded during the onset of anaesthesia.
Related Concept Videos
State Space Representation
Consider an RLC circuit, a...
State Space to Transfer Function
The transformation process begins with the state-space representation, characterized by the state equation and the output equation. These equations are typically represented as:
Linear Approximation in Time Domain
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length, the...
Transfer Function to State Space
In an RLC...
Linear time-invariant Systems
The input-output behavior of an LTI system can be fully defined by its response to an impulsive excitation at its input. Once this impulse response is known, the system's reaction to any other input can be calculated...
Modeling with Differential Equations
