Analysis of Brain-Wave Generators as Multiple Statistical Time Series

An illustrative example of the spectral analysis of simultaneously recorded electroencephalograms(EEG's) is presented. The first topic is that of auto-spectral analysis, which is very similar to frequency analysis; then cross-spectral analysis is used to show that the major relationship among three of the traces analyzed is a linear one, while a fourth trace is nonlinearly activated. Two hypotheses suggested by this analysis are tested by methods of multivariate spectral analysis, a recently developed extension of the cross-spectral method.