Detecting changes in the covariance structure of functional time series with application to fMRI data

Christina Stoehr, John A D Aston and Claudia Kirch

Econometrics and Statistics, 2021, vol. 18, issue C, 44-62

Abstract: Functional magnetic resonance imaging (fMRI) data provides information concerning activity in the brain and in particular the interactions between brain regions. Resting state fMRI data is widely used for inferring connectivities in the brain which are not due to external factors. As such analyzes strongly rely on stationarity, change point procedures can be applied in order to detect possible deviations from this crucial assumption. FMRI data is modeled as functional time series and tools for the detection of deviations from covariance stationarity via change point alternatives are developed. A nonparametric procedure which is based on dimension reduction techniques is proposed. However, as the projection of the functional time series on a finite and rather low-dimensional subspace involves the risk of missing changes which are orthogonal to the projection space, two test statistics which take the full functional structure into account are considered. The proposed methods are compared in a simulation study and applied to more than 100 resting state fMRI data sets.

Keywords: Change point analysis; Covariance change; Functional data; Resting state fMRI; Functional time series; Dimension reduction (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecosta:v:18:y:2021:i:c:p:44-62

DOI: 10.1016/j.ecosta.2020.04.004

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