Statistical validation of event predictors: A comparative study based on the field of seizure prediction

Statistical validation of event predictors: A comparative study based on the field of seizure prediction
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DOI:
10.1103/physreve.83.066704
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发表时间:
2011-06-20
期刊:
影响因子:
2.4
通讯作者:
Schelter, Bjoern
Schelter, Bjoern
中科院分区:
物理与天体物理3区
文献类型:
--
作者:
Feldwisch-Drentrup, Hinnerk;Schulze-Bonhage, Andreas;Schelter, Bjoern

文献摘要

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事件的预测在许多研究领域中具有重要意义。为了评估预测方法的性能,这些方法的统计验证是至关重要的。在这里,我们比较分析验证方法的数值方法,是基于蒙特卡罗模拟。比较是在癫痫发作的预测领域。与分析验证方法相比,我们发现,对于数值验证方法,不足但现实的样本量可能导致无效的高假阳性结论率。因此,我们概述了对上述机会预测进行合理统计检验的必要前提。
The prediction of events is of substantial interest in many research areas. To evaluate the performance of prediction methods, the statistical validation of these methods is of utmost importance. Here, we compare an analytical validation method to numerical approaches that are based on Monte Carlo simulations. The comparison is performed in the field of the prediction of epileptic seizures. In contrast to the analytical validation method, we found that for numerical validation methods insufficient but realistic sample sizes can lead to invalid high rates of false positive conclusions. Hence we outline necessary preconditions for sound statistical tests on above chance predictions.