Predicting future system behaviour from past observed behaviour (time series) is fundamental to science and engineering. In computational neuroscience, the prediction of future epileptic seizures from brain activity measurements, using EEG data, remains largely unresolved despite much dedicated research effort. Based on a longitudinal and state-of-the-art data set using intercranial EEG measurements from people with epilepsy, we consider the automated discovery of predictive features (or biomarkers) to forecast seizures in a patient-specific way. To this end, we use the path signature, a recent development in the analysis of data streams, to map from measured time series to seizure prediction. The predictor is based on linear classification, here augmented with sparsity constraints, to discern time series with and without an impending seizure. This approach may be seen as a step towards a generic pattern recognition pipeline where the main advantages are simplicity and ease of customisation, while maintaining forecasting performance on par with modern machine learning. Nevertheless, it turns out that although the path signature method has some powerful theoretical guarantees, appropriate time series statistics can achieve essentially the same results in our context of seizure prediction. This suggests that, due to their inherent complexity and non-stationarity, the brain's dynamics are not identifiable from the available EEG measurement data, and, more concretely, epileptic episode prediction is not reliably achieved using EEG measurement data alone.

Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity. Crucially, this data is subject to measurement errors as well as uncertainties in the underlying system model. As a result, standard signal processing using autoregressive model estimators may be biased. We present a framework for autoregressive modelling that incorporates these uncertainties explicitly via an overparameterised loss function. To optimise this loss, we derive an algorithm that alternates between state and parameter estimation. Our work shows that the procedure is able to successfully denoise time series and successfully reconstruct system parameters. This new paradigm can be used in a multitude of applications in neuroscience such as brain-computer interface data analysis and better understanding of brain dynamics in diseases such as epilepsy.

Objective Kalman filtering has previously been applied to track neural model states and parameters, particularly at the scale relevant to EEG. However, this approach lacks a reliable method to determine the initial filter conditions and assumes that the distribution of states remains Gaussian. This study presents an alternative, data-driven method to track the states and parameters of neural mass models (NMMs) from EEG recordings using deep learning techniques, specifically an LSTM neural network. Approach An LSTM filter was trained on simulated EEG data generated by a neural mass model using a wide range of parameters. With an appropriately customised loss function, the LSTM filter can learn the behaviour of NMMs. As a result, it can output the state vector and parameters of NMMs given observation data as the input. Main Results Test results using simulated data yielded correlations with R squared of around 0.99 and verified that the method is robust to noise and can be more accurate than a nonlinear Kalman filter when the initial conditions of the Kalman filter are not accurate. As an example of real-world application, the LSTM filter was also applied to real EEG data that included epileptic seizures, and revealed changes in connectivity strength parameters at the beginnings of seizures. Significance Tracking the state vector and parameters of mathematical brain models is of great importance in the area of brain modelling, monitoring, imaging and control. This approach has no need to specify the initial state vector and parameters, which is very difficult to do in practice because many of the variables being estimated cannot be measured directly in physiological experiments. This method may be applied using any neural mass model and, therefore, provides a general, novel, efficient approach to estimate brain model variables that are often difficult to measure.