[Eeglablist] Fwd: SIFT toolbox
Matt Gerhold
matt.gerhold at gmail.com
Mon Jul 8 05:09:39 PDT 2019
If the residuals aren't white, that means not all the information in the
timeseries has been absorbed into the coefficient matrix.
In terms of the math, if you look at the equations for the VAR model, the
modelling procedure should extract the coefficient matrices upto a given
lag/model order, added to this is a noise component. The noise component is
by definition, gaussian and white: all the observations are independent
from each other, across time and across channels. So, if you have
successfully modelled the data, then the residuals should be white. If you
have one or two models across time that don't fit this, i.e. 96.5% of
models are white, then that is alright as well.
So, you have to go back to the pre-processing stage and tend to your
datasets to ensure you get all the information out of the data and into the
model coefficients. It all has to do with careful pre-processing. They are
not the easiest models to fit, so you have to proceed with a certain level
of determination.
On Mon, Jul 8, 2019 at 1:52 PM AIKATERINI LYMPERIDOU <
med1p1040133 at med.uoc.gr> wrote:
> Thank you for the answer Matthew.
>
> The thing is that my model pass the "percent consistency test" and the
> "stability index test" but did not pass the "Residual whiteness test".
> Is that an important issue as well?
>
> Quoting Matt Gerhold <matt.gerhold at gmail.com>:
>
> > Aikaterini:
> >
> > You do need to validate your model(s). Reviewers and examiners will
> request
> > validation statistics. This should include:
> >
> > - Whiteness of residuals
> > - Test for model stability
> > - A check if the residuals are Gaussian (optional for some)
> >
> > This tells us whether the modelling procedure has been successfully
> applied
> > to the data. Window length in relation to model order can contribute to
> > estimation bias, so these parameters have to be chosen carefully. Often,
> > one has to pre-process cautiously and iterate through a few models in
> order
> > to get a good final model that satisfies the criteria.
> >
> > Rgds,
> >
> > Matthew
> >
> >
> >
> > On Mon, Jul 8, 2019 at 12:51 PM AIKATERINI LYMPERIDOU <
> > med1p1040133 at med.uoc.gr> wrote:
> >
> >>
> >> I just noticed that I can compute the connectivity measures
> >> successfully even my model does not pass the Validation Tests. So if
> >> you are facing the same problem, just go the next step without
> >> bothering a lot. The most important things are Model Order selection,
> >> the selection of the window step and the window length.
> >>
> >> Hope you the very best!
> >>
> >>
> >>
> >> Quoting AIKATERINI LYMPERIDOU <med1p1040133 at med.uoc.gr>:
> >>
> >> > Please note that the window for the "Model Validation Results"
> >> > appears but none of the windows pass the "Residual Whiteness Test"
> >> > and the graph for the "Whiteness Significance" does not appear.
> >> >
> >> > I cannot understand if this is a problem of preprocessing or I am
> >> > missing something.
> >> >
> >> >
> >> >
> >> > Quoting AIKATERINI LYMPERIDOU <med1p1040133 at med.uoc.gr>:
> >> >
> >> >> Hello to everyone!
> >> >>
> >> >> I am using the SIFT toolbox (EEGLAB-compatible toolbox for analysis
> >> >> and visualization of multivariate causality).
> >> >>
> >> >> My data are task-related (button pushed when the subject realize if
> >> >> he see a figure inside the context of the whole pictue ). I used
> >> >> filtering (bandpass filter (2:65), hamming window) and
> >> >> preprocessing and the other steps the group of SIFT recommends for
> >> >> analysis in their "SIFT_Practicum"
> >> >> (https://sccn.ucsd.edu/wiki/SIFT) for a sample dataset.
> >> >>
> >> >>
> >> >> Unfortunately, in the step of "Validate Model" I get this error.
> >> >>
> >> >> Warning: defaultParallelConfig will be removed in a future release.
> Use
> >> >> parallel.defaultClusterProfile instead.
> >> >> WARNING: The MVAR algorithm 'BSBL L1' depends on BSBL_L1_noise.m,
> >> >> which cannot be located on the path. This algorithm will not be
> >> >> available.
> >> >> Constant detrending each window...
> >> >> done.
> >> >> Done.
> >> >> WARNING: The MVAR algorithm 'BSBL L1' depends on BSBL_L1_noise.m,
> >> >> which cannot be located on the path. This algorithm will not be
> >> >> available.
> >> >> Warning: defaultParallelConfig will be removed in a future release.
> Use
> >> >> parallel.defaultClusterProfile instead.
> >> >> Constant detrending each window...
> >> >> done.
> >> >> Done.
> >> >> Undefined function or variable "f".
> >> >>
> >> >> Error in findobjuser (line 45)
> >> >> h = h(f);
> >> >> Error in PropertyGrid/FindPropertyGrid (line 409)
> >> >> h = findobjuser(@(userdata) userdata.(member) == obj,
> >> >> '__PropertyGrid__');
> >> >>
> >> >> Error in PropertyGrid.OnPropertyChange (line 428)
> >> >> self = PropertyGrid.FindPropertyGrid(obj, 'Model');
> >> >>
> >> >> Done.
> >> >>
> >> >>
> >> >> Could anyone face the same error as me?
> >> >> I would really appreciate it if you have any idea why this is
> happening.
> >> >>
> >> >> Thank you,
> >> >> Katerina
> >> >>
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> >> >
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