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Statistical Assessment of Event Predictors

Statistical Assessment of Event Predictors. Björn Schelter. Statistical Assessment of Event Predictors and Probabilistic Forecasting. Björn Schelter Andreas Schulze-Bonhage, Hinnerk Feldwisch, Michael Jachan, Jens Timmer, Klaus Lehnertz, Ralph Andrzejak, Florian Mormann. The guidelines.

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Statistical Assessment of Event Predictors

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  1. IWSP 4, Kansas City Statistical Assessment of Event Predictors Björn Schelter

  2. IWSP 4, Kansas City Statistical Assessment of Event Predictors and Probabilistic Forecasting Björn Schelter Andreas Schulze-Bonhage, Hinnerk Feldwisch, Michael Jachan, Jens Timmer, Klaus Lehnertz, Ralph Andrzejak, Florian Mormann

  3. IWSP 4, Kansas City The guidelines • Use long-term EEG data without pre-selection • Report results for training and testing data • Provide both sensitivity as well as specificity (time under false warning?) • Statistically validate your results

  4. IWSP 4, Kansas City Comparison Difference vanishes for Poisson distributed seizures.

  5. IWSP 4, Kansas City Results • Analytical significance level • Tests statistical significance – Poisson process • Monte-Carlo based technqiues • Can test statistical significance • Can test for various properties of a given predictor • Powerful if designed correctly and in its asymptotic

  6. IWSP 4, Kansas City What is a true prediction?

  7. IWSP 4, Kansas City Standard approach

  8. IWSP 4, Kansas City Re-raising alarms

  9. IWSP 4, Kansas City Pros and cons • Standard approach can be assessed statistically • Re-raising alarms can be handled statistically BUT Sensitivity of the random predictor is 100%

  10. IWSP 4, Kansas City Solution (?) for re-raising alarms • By Snyder et al.: • Limit the time under warning • Statistics suggested similar to SPC statistics • But • Time under true warning might be extremely long

  11. IWSP 4, Kansas City General idea

  12. IWSP 4, Kansas City t-1 tt+1 Probabilistic Features • Transform features into probability by logistic regression

  13. IWSP 4, Kansas City 0.25: indecisive 50% predictor constant-zero predictor natural predictor 0: perfect predictor Prediction Performance: The Brier Score • Sensitivity is not an appropriate measure for performance here … • Range of Brier score: ... Indicator of seizure occurrence (0/1) ... Brier score Question: When can an estimated Brier scorebe regarded as significant ?(i.e. prediction performance above chance level) [Brier, Monthly Weather Review 78, 1950]

  14. IWSP 4, Kansas City Results: Brier-Scores • Correction for multiple testing: 5 tests MPC: mean phase coherence DSI: dynamical similarity index • Significant results obtained for 3/5 patients [Andrzejak et al., Phys. Rev. E, 67, 2003]

  15. IWSP 4, Kansas City The Group • Andreas Schulze-Bonhage • Armin Brandt • Caronlin Gierschner • Jens Timmer • Hinnerk Feldwisch • Michael Jachan • Raimar Sandner

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