Abstract
The electro-encephalogram (EEG) is a time-varying signal that measures electrical activity in the brain. EEG is commonly used for analysis of sleep-wake transitions in the brain as well as for diagnose of various diseases, including epilepsy and sleep disorders. This paper examines volatility of the EEG process. We analyze volatility of short-term EEG changes and contrast it with volatility constructed via sample variance. Volatility of short-term changes seams to have somewhat different information content and therefore can potentially be used as an additional characteristic in detection and classification of sleep states and disorders. EEG could be used for both adults and children since the procedure is completely non-invasive.
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