Detection of Chracteristic Wave in EEG Using

Locally Stationary AR Model

Tadanori FUKAMI, Takao AKATSUKA , Yoichi SAITO1
Faculty of Engineering , Yamagata University , Yamagata , JAPAN
1
Research Institute for EEG Analysis , Tokyo , JAPAN
Abstract- It is much important to detect
the characteristic wave in EEG clinical diagnosis. They are classified into three
groups. One is a stationary wave such as
alpha or beta wave, the others are burst
wave(semi-transient wave) and transient
wave , nonstationary wave , such as hump
wave. The final goal of our research is labeling of EEG wave in short section. In
this research, we tried to detect hump wave
by using locally stationary AR model as
first trial. We employed this method for
clinical EEG data. The accuracy of detection showed 76% level.
Keywords- locally stationary AR model,
EEG, detection of hump wave

tion of segmentations or a length of stationary

section. This method will make possible to detect both stationary section and nonstationary
section. We tried to detect hump wave which
is a nonstationary component. It appears from
the end of sleep stage I to stage II. Important
elements for detecting nonstationary components
are locality, its frequency and shape. However, its
shape depends on individuals. Therefore, we used
locally stationary AR model and frequency spectrum to judge the nonstationarity. Power spectrum in shorter window make easy to nd the
localized wave because it is averaged values in arbitrary window.

I.Introduction
In EEG( electroencephalography ) diagnosis, not
only stationary component such as alpha or beta
wave but nonstationary component is much important. In our research, we tried to detect nonstationary components using locally stationary
AR(autoregressive) model. This model is normally used to estimate the stationary section in
time series. This model can also apply to nonstationary section. Arnold M et.al used AR modeling of nonstationary multivariate time series by
means of Kalman ltering and analysed respiratory movement, heart rate uctuation and blood
pressure[1].
The nal goal of our research is labeling of EEG
wave in short section. There are many kinds of
stationary and nonstationary waves in EEG. Alpha and beta wave are typical stationary waves
and hump wave shown in Fig.1 is a typical nonstationary wave. While we use this model to
seize changes of stationary components such as
alpha or beta wave, we also use it to detect nonstationary component such as hump wave. This
method use the property many segmentations appear around the nonstainary components because
it is considered that they are divided into many
short stationary sections. This means we can detect nonstationary components with a concentra-

Fig.1 Hump wave (a) single hump wave , (b)

complex wave of hump wave and spindle
II.Methods
This detection method consists of three steps.
1. EEG wave is divided into a lot of stationary
segments.
2. the threshold of the length of the section is
set up and let the section not exceeding it be a
nonstationary components.
3. each segment is checked if hump wave appears or not by using frequency power.
These steps are discribed in this section in that
order.
A. locally stationary AR model

At rst we will discribe about locally AR model.

This model assumes that time series in short section are expressed with AR model. Now, we express the i-th short section as [si0 ,si1 ] .
si0 =

i1

Nj + 1 , si1 =

j=1

i

Nj

(1)

j=1

where Nj is the number of data in each segment.

AR model is given as following equation.
yn =

mj

aji yni + vnj

(2)

where vnj is a white noise satisfying with

E(vnj ) = 0 , E(vnj ) = j2 and E(vnj ynm ) = 0.
yt , mj , aji , vnj and j2 are time series, AR order
, AR coecient , residual error and its variance,
respectively. Likelihood of this model is as follows.
nj1
k



p(yn |y1 , , yN )

j=1 n=nj0

(3)
where k is the number of break points. Likelihood
is rewrited by following equation approximately
beacuse we dont use the distribution of rst m1
data.
k

j=1

1
2j2

nj1

1

yn 2
exp 2

2j n=n

yn =

(4)

j0

mj

aji yni

(5)

i=1

This logarithmic likelihood is as follows.

k


1

l(k, Nj , mj , aj , j2 ) =

nj1

1

yn2
Nj log 2j2 + 2

2 j=1
j n=n

(6)

j0

j2 which gives maximal logarithmic likelihood

for arbitrary aj is calculated by next equation.

j2 =

nj1
1
2
y
Nj n=n n

(7)

j0

Additionally, logarithmic likelihood in the following equation is aquired by substituting above

j2
for Eq.(6).
l(k, Nj , mj , aj ,
j2 ) =

1

N m1
(log 2 + 1)
(Nj log
j2 ) (8)
2
2 j=1

Therefore, AIC (Akaike Information Criterion)

of locally stationary AR model is described as
Eq.(9).
AIC

(N m1 )(log 2 + 1)
+

k

(Nj log
j2 )

j=1

i=1

L = p(y1 , , yN ) =

1

(Nj log 2
j2 + Nj )
2 j=1

+2

k

(mj + 1)(9)

j=1

We can choose the best parameters (k, Nj and

mj ) which make AIC minimum among various
combinations. In this experiment, candidate of
segmentation is set up every 100 points (0.5 second) to decrease processing time.
B. detection of hump wave
1) detection of nonstationary components
We judged nonstationary components by using
the length of divided segments in Sec.2.1. Hump
wave , detection target of this research , appears
in short section and sometimes is accompanied
with spindle at the end of hump wave. We assume
that appearance time of hump wave is within
three seconds. This means segments within three
seconds become a candidate segments.
2) detection of hump wave
Hump wave is one of the nonstationary wave
and its candidate is extracted by processing B.1.
Next , these candidate waveforms are judged if it
is hump wave or not. We used frequency information of hump wave. EEG wave are normally
classied with ve categories from a point of frequency band. These are (0.5 3.0 Hz) , (3.0
8.0 Hz) , (8.0 13.0 Hz), 1 (13.0 18.0
Hz), 2 (18.0 30.0 Hz) and (30.0 50.0 Hz).
We calculated peak power of each frequency band
in each segment divided by locally stationary AR
model. Top three ranks of frequency bands which
exceed the threshold are picked up. At this moment, this threshold is used the value that error
rate of judgement is within ten percent in this experiment. Frequency band of hump wave is three
to six heltz and belongs to theta band. If power
exceeds the threshold , we judge this segment is
hump wave. That means hump wave is satised
with following two conditions.
1. the length of segment is within three seconds.
2. power in frequency bands of hump wave exceeds the threshold.

IV.Experiment
We used the clinical data to evaluate this model.
Subject is a 35 year-old normal woman. This data
is measured at electrode position C4 and sampled
with 200Hz.
The basis of correctness is as follows.
1. the segment judged to be hump wave includes hump wave.
2. when hump wave crosses the more than two
sequential segments, these segments are judged to
be hump wave.
V.Results and Conclusions
Clinical doctor judged whether hump appears or
not. We show a part of processing in Fig.2.
Arrows in the gure indicate the position of
hump wave. The expression (hump) below
the segment indicates this processing judged that
hump wave appeared in the section. Moreover,
frequency bands which exceed the threshold of
its power are expressed downward in order of
higher power. The correctness of judgement is
76%(42/55). In future work, we need to consider
the way of judgement and select the appropriate
threshold of frequency power. We will use movable break point and make correctness improve.
It is considered that detection accuracy will improve by using various informations. One of them
is property which hump wave appear before beta
wave in Fig.1(b).

The data length used in this research is ve

minutes. This processing can be performed in less
than ten seconds by 800MHz Pentimum III processor. Therefore , we are thinking it is enough
to process multi-channel electrodes EEG wave on
real time.
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Fig.2 example of hump wave detection.