Measuring the signal-to-noise ratio of a neuron

The signal-to-noise ratio (SNR), a commonly used measure of fidelity in physical systems, is defined as the ratio of the squared amplitude or variance of a signal relative to the variance of the noise. This definition is not appropriate for neural systems in which spiking activity is more accurately represented as point processes. We show that the SNR estimates a ratio of expected prediction errors and extend the standard definition to one appropriate for single neurons by representing neural spiking activity using point process generalized linear models (PP-GLM). We estimate the prediction errors using the residual deviances from the PP-GLM fits. Because the deviance is an approximate χ2 random variable, we compute a bias-corrected SNR estimate appropriate for single-neuron analysis and use the bootstrap to assess its uncertainty. In the analyses of four systems neuroscience experiments, we show that the SNRs are -10 dB to -3 dB for guinea pig auditory cortex neurons, -18 dB to -7 dB for rat thalamic neurons, -28 dB to -14 dB for monkey hippocampal neurons, and -29 dB to -20 dB for human subthalamic neurons. The new SNR definition makes explicit in the measure commonly used for physical systems the often-quoted observation that single neurons have low SNRs. The neuron's spiking history is frequently a more informative covariate for predicting spiking propensity than the applied stimulus. Our new SNR definition extends to any GLM system in which the factors modulating the response can be expressed as separate components of a likelihood function

Financial time series prediction using spiking neural networks

In this paper a novel application of a particular type of spiking neural network, a Polychronous Spiking Network, was used for financial time series prediction. It is argued that the inherent temporal capabilities of this type of network are suited to non-stationary data such as this. The performance of the spiking neural network was benchmarked against three systems: two "traditional", rate-encoded, neural networks; a Multi-Layer Perceptron neural network and a Dynamic Ridge Polynomial neural network, and a standard Linear Predictor Coefficients model. For this comparison three non-stationary and noisy time series were used: IBM stock data; US/Euro exchange rate data, and the price of Brent crude oil. The experiments demonstrated favourable prediction results for the Spiking Neural Network in terms of Annualised Return and prediction error for 5-Step ahead predictions. These results were also supported by other relevant metrics such as Maximum Drawdown and Signal-To-Noise ratio. This work demonstrated the applicability of the Polychronous Spiking Network to financial data forecasting and this in turn indicates the potential of using such networks over traditional systems in difficult to manage non-stationary environments. © 2014 Reid et al

State-Space Analysis of Time-Varying Higher-Order Spike Correlation for Multiple Neural Spike Train Data

Precise spike coordination between the spiking activities of multiple neurons is suggested as an indication of coordinated network activity in active cell assemblies. Spike correlation analysis aims to identify such cooperative network activity by detecting excess spike synchrony in simultaneously recorded multiple neural spike sequences. Cooperative activity is expected to organize dynamically during behavior and cognition; therefore currently available analysis techniques must be extended to enable the estimation of multiple time-varying spike interactions between neurons simultaneously. In particular, new methods must take advantage of the simultaneous observations of multiple neurons by addressing their higher-order dependencies, which cannot be revealed by pairwise analyses alone. In this paper, we develop a method for estimating time-varying spike interactions by means of a state-space analysis. Discretized parallel spike sequences are modeled as multi-variate binary processes using a log-linear model that provides a well-defined measure of higher-order spike correlation in an information geometry framework. We construct a recursive Bayesian filter/smoother for the extraction of spike interaction parameters. This method can simultaneously estimate the dynamic pairwise spike interactions of multiple single neurons, thereby extending the Ising/spin-glass model analysis of multiple neural spike train data to a nonstationary analysis. Furthermore, the method can estimate dynamic higher-order spike interactions. To validate the inclusion of the higher-order terms in the model, we construct an approximation method to assess the goodness-of-fit to spike data. In addition, we formulate a test method for the presence of higher-order spike correlation even in nonstationary spike data, e.g., data from awake behaving animals. The utility of the proposed methods is tested using simulated spike data with known underlying correlation dynamics. Finally, we apply the methods to neural spike data simultaneously recorded from the motor cortex of an awake monkey and demonstrate that the higher-order spike correlation organizes dynamically in relation to a behavioral demand