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Measuring randomness by leave-one-out prediction error. Analysis of EEG after painful stimulation

Author

Listed:
  • Ancona, N.
  • Angelini, L.
  • De Tommaso, M.
  • Marinazzo, D.
  • Nitti, L.
  • Pellicoro, M.
  • Stramaglia, S.

Abstract

A parametric approach, to measure randomness in time series, is presented. Time series are modelled by a kernel machine performing regularized least squares and the leave-one-out (LOO) error is used to quantify unpredictability. On analyzing simulated data sets, we find that structure in data leads to a minimum of the LOO error as the regularizing parameter is varied. We consider electroencephalographic signals from migraineurs and healthy humans, after painful stimulation and use the proposed approach to detect changes of physiological state and to find differences between the response from patients and healthy subjects. As painful stimulus causes organization of the local activity in the cortex, EEG series become more predictable after stimulation. This phenomenon is less evident in patients: the inadequate cortical response to pain in migraineurs separates patients from controls with a probability close to 0.005.

Suggested Citation

  • Ancona, N. & Angelini, L. & De Tommaso, M. & Marinazzo, D. & Nitti, L. & Pellicoro, M. & Stramaglia, S., 2006. "Measuring randomness by leave-one-out prediction error. Analysis of EEG after painful stimulation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 365(2), pages 491-498.
    • Handle: RePEc:eee:phsmap:v:365:y:2006:i:2:p:491-498
    DOI: 10.1016/j.physa.2005.09.065
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    References listed on IDEAS

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    1. Rosso, O.A. & Hyslop, W. & Gerlach, R. & Smith, R.L.L. & Rostas, J.A.P. & Hunter, M., 2005. "Quantitative EEG analysis of the maturational changes associated with childhood absence epilepsy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 356(1), pages 184-189.
    2. Rosso, Osvaldo A & Mairal, Marı́a Liliana, 2002. "Characterization of time dynamical evolution of electroencephalographic epileptic records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(3), pages 469-504.
    3. Lamberti, P.W & Martin, M.T & Plastino, A & Rosso, O.A, 2004. "Intensive entropic non-triviality measure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 334(1), pages 119-131.
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