EEG time series analysis with exponential autoregressive modelling

This paper proposes the use of exponential autoregressive (EAR) model for modelling of time series that are known to exhibit non-linear dynamics such as random fluctuations of amplitude and frequency. Biological signal (bio-signal) such as electroencephalogram (EEG) is known to exhibit nonlinear dynamics. Such signals cannot be modelled with traditional linear modelling techniques like autoregressive (AR) models as these models are known to provide only an approximation to the underlying properties of the non-linear signals. In this study, the suitability of EAR models as compared to AR models is shown using EEG signals in addition to several non-linear benchmark time series data where improved signal to noise ratio (SNR) values are indicated by the EAR models. Overall, the results indicate that use of EAR modelling which has yet to be exploited for bio-signal time series analysis has the huge potential in the characterisation and classification of EEG signals.