Colored noise and computational inference in neurophysiological (fMRI) time series analysis: resampling methods in time and wavelet domains

Hum Brain Mapp. 2001 Feb;12(2):61-78. doi: 10.1002/1097-0193(200102)12:2<61::aid-hbm1004>;2-w.


Even in the absence of an experimental effect, functional magnetic resonance imaging (fMRI) time series generally demonstrate serial dependence. This colored noise or endogenous autocorrelation typically has disproportionate spectral power at low frequencies, i.e., its spectrum is (1/f)-like. Various pre-whitening and pre-coloring strategies have been proposed to make valid inference on standardised test statistics estimated by time series regression in this context of residually autocorrelated errors. Here we introduce a new method based on random permutation after orthogonal transformation of the observed time series to the wavelet domain. This scheme exploits the general whitening or decorrelating property of the discrete wavelet transform and is implemented using a Daubechies wavelet with four vanishing moments to ensure exchangeability of wavelet coefficients within each scale of decomposition. For (1/f)-like or fractal noises, e.g., realisations of fractional Brownian motion (fBm) parameterised by Hurst exponent 0 < H < 1, this resampling algorithm exactly preserves wavelet-based estimates of the second order stochastic properties of the (possibly nonstationary) time series. Performance of the method is assessed empirically using (1/f)-like noise simulated by multiple physical relaxation processes, and experimental fMRI data. Nominal type 1 error control in brain activation mapping is demonstrated by analysis of 13 images acquired under null or resting conditions. Compared to autoregressive pre-whitening methods for computational inference, a key advantage of wavelet resampling seems to be its robustness in activation mapping of experimental fMRI data acquired at 3 Tesla field strength. We conclude that wavelet resampling may be a generally useful method for inference on naturally complex time series.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Artifacts*
  • Brain / physiology*
  • Brain Mapping / methods
  • Humans
  • Magnetic Resonance Imaging / methods*
  • Models, Theoretical
  • Time Factors