Abstract
This article presents a wavelet coherence investigation of electroencephalograph (EEG) readings acquired from patients with Alzheimer disease (AD) and healthy controls. Pairwise electrode wavelet coherence is calculated over each frequency band (delta, theta, alpha, and beta). For comparing the synchronization fraction of 2 EEG signals, a wavelet coherence fraction is proposed which is defined as the fraction of the signal time during which the wavelet coherence value is above a certain threshold. A one-way analysis of variance test shows a set of statistically significant differences in wavelet coherence between AD and controls. The wavelet coherence method is effective for studying cortical connectivity at a high temporal resolution. Compared with other conventional AD coherence studies, this study takes into account the time–frequency changes in coherence of EEG signals and thus provides more correlational details. A set of statistically significant differences was found in the wavelet coherence among AD and controls. In particular, temporocentral regions show a significant decrease in wavelet coherence in AD in the delta band, and the parietal and central regions show significant declines in cortical connectivity with most of their neighbors in the theta and alpha bands. This research shows that wavelet coherence can be used as a powerful tool to differentiate between healthy elderly individuals and probable AD patients.
Keywords
Introduction
AD is characterized by 2 histological features: amyloid plaques and neurofibrillary tangles. In addition, it is characterized by a loss of functional connections between different areas of the brain. 1 While modern imaging techniques are unable to detect the histological features of AD, EEG remains a powerful tool providing high temporal and spatial resolution to study functional connections within different areas of the brain. 2 –12 EEG signals are commonly decomposed into subbands: delta (0-4 Hz), theta (4-8 Hz), alpha (8 to 12 Hz), and beta (12 to 30 Hz). Each of the subbands relates to different functional and physiological parts of the brain. Adeli et al 13 presented a spatiotemporal wavelet chaos methodology for the analysis of EEGs and their delta, theta, alpha, and beta subbands for discovering potential markers of abnormality in AD.
Coherence is one way to study cortical connectivity in the human brain. Recently, Sankari, Adeli, and Adeli 14 presented an EEG coherence study of AD and found statistically significant differences in electrode coherence between AD and controls. While conventional coherence remains a common tool to study cortical connectivity, its drawback is that only spectral components are observed while temporal data are completely lost. Hence, time–frequency analysis methods can be used to study the changes in cortical connectivity over time. One way to achieve this is by using the short-time Fourier transform (STFT) where a fixed sliding window provides EEG spectral analysis within the time covered by this window. Although it presents spectral and temporal information, STFT has drawbacks such as a fixed sliding window size which is not optimal for different signal frequencies. As such, STFT is not the most suitable approach for EEG studies. A more recent concept used over the past two decades is wavelet analysis. 15 –17
In wavelet analysis, a base window function, called a mother wavelet, is scaled and translated to be used in the analysis of a time signal. 18 –21 Wavelet analysis of EEG signals has been employed by a number of researchers 13,22 –24 for feature extraction or denoising of EEG signals. Torrence and Campo 25 proposed a wavelet coherence (WC) method for the analysis of spectral and temporal synchronization 26 between 2 signals for geophysical applications in order to incorporate the temporal aspect into their analysis. Subsequently, other researchers used WC in geophysical applications. 27,28 Lachaux et al 22 provided the proof of concept for application of WC in EEG analysis. They applied it only to a single sample EEG, with no association with any disorder. Klein et al 29 compare conventional and WC using EEG data of 26 participants obtained in an experiment on associative learning. They conclude that WC can detect features of synchrony undetectable by conventional coherence. Sakkalis et al 30 applied a WC model to EEGs from patients with schizophrenia to study the “disconnection syndrome” in the brain. The results are consistent with previous neural connection disturbance findings. The study provides additional information related to the location of most prominent disconnections.
Adeli et al 31 presented a review of research performed on computational modeling of AD and its markers with a focus on computer imaging, classification models, connectionist neural models, and biophysical neural models. Adeli et al 32 also presented a review of models of computation and analysis of EEGs for diagnosis and detection of AD. Their review covers 3 areas: time–frequency analysis, wavelet analysis, and chaos analysis.
In this article, a WC investigation of EEG readings acquired from AD patients and healthy controls is presented. To the best of the authors’ knowledge, this is the first time WC is applied to AD data in an attempt to distinguish between AD and controls.
Data Acquisition
The EEGs were obtained from 20 patients (average age of 74) diagnosed with probable AD per National Institute of Neurological and Communicative Disorders and Stroke (NINCDS); Alzheimer's Disease and Related Disorders Association (ADRDA) and Diagnostic and Statistical Manual of Mental Disorder (Third Edition Revised; DSM-III-R) criteria and 7 healthy (control) participants (average age of 71), using a standard 10-20 electrode configuration on the scalp. 33 Recordings from 19 scalp electrodes: Fp2, Fp1, F7, F3, Fz, F4, F8, T3, C3, Cz, C4, T4, T5, P3, Pz, P4, T6, O2, and O1 (Figure 1) were taken while the participants’ eyes were closed. Temporal behavior was examined by accumulating data at a sampling rate of 128 Hz for epochs of 8 seconds, resulting in time series of 1024 data points. Digital conversion of the measured analog signal was accomplished with an 8-bit digitizer. A band-pass filter (0.1-30 Hz, −12 dB/octave roll-off) was used to filter the frequency band of interest. The EEGs were visually inspected and discriminated to eliminate those time series that contained optical and muscular artifacts.

Nineteen electroencephalogram (EEG) electrodes in the International 10-20 System.
Methods
Conventional Coherence
Conventional coherence for 2 signals x and y is defined as the magnitude square of the cross-spectrum of the signals divided by the product of the power spectral densities (PSDs) of each of the signals:
where f is the frequency,
where X(f) is the fast Fourier transform (FFT) of x and Y(f) is the FFT of y. Throughout this article, the asterisk sign * is used to denote the complex conjugate operator. Equation (2) requires x and y to have infinite time support. In practice, signals have limited time support and equation (2) is typically estimated using a temporal smoothing operation, such as the weighted overlapping segment averaging (WOSA). 22 The WOSA divides each time signal into N overlapping partitions, each weighted by a windowing function (Hann, Hamming, etc). The FFT is applied to each of the N segments and an averaging process is used to estimate the PSDs and the cross-spectral density.
Wavelet Coherence
The definition of coherence presented above is suitable for time signals with fixed spectral characteristics. Such signals, called stationary, have a nonvarying FFT spectrum over time.
22
The EEG signals, however, are recordings of brain activities and are far from being stationary as their spectral characteristics vary widely over time.
29,34,35
Thus, a time-varying spectral coherence is necessary to investigate the changes in cortical connectivity. In this research continuous wavelet transform (CWT) is used for time–frequency analysis. The CWT of a time signal x is defined as
36
:
where t is time and Ψτ,a (t) is a version of the base function known as mother wavelet that is scaled by a and shifted by τ. As such, the CWT of a time signal is a function of time and scale a. The scale is related to the central frequency of a shifted and scaled wavelet. Therefore, when performing CWT analysis using a particular wavelet, each scale corresponds to a specific frequency. The reader should refer to Daubechies, 36 Mallat, 37 and Adeli and Ghosh-Dastidar 38 for details of wavelet transforms.
There is a variety of wavelet functions that differ in shape and properties. The choice of a wavelet depends on the application.
39
–45
For EEG analysis using WC
22,29
as well as other applications of WC,
28
Morlet wavelet has been proved as a good choice because it has a simple and smooth spectrum and represents a good balance between time and frequency localization. Morlet wavelet is defined as (Figure 2): Morlet wavelet.
The CWT in equation (3) is computed by filtering the time signal x through time-shifted and scaled versions of equation (4). The wavelet power (WP) of a signal x is defined as the norm square of the CWT of x:
and is a function of time t and wavelet center frequency f. (The center frequency of a wavelet function is the center of the FFT spectrum of that particular wavelet function.)
The cross-wavelet transform (XWT) between 2 signals x and y, a measure of signal areas with high common power, is defined as:
Similar to conventional coherence and following Torrence and Webster,
27
Lachaux et al,
22
and Grinsted et al,
28
a smoothing operation is used to estimate WC. The smoothing operation depends on the wavelet type and scales used as illustrated shortly. Smoothing takes place across scale and time axes; it increases the degree of freedom for each point in the CWT.
25
A proper smoothing function for WC application across time axis S
time is defined for the Morlet wavelet as
28
:
where λ = t/a, c1
is a normalization constant, and ^ refers to the convolution operator. The smoothing function across scale S
scale (frequency) axis is defined as
28
:
where c 2 is a normalization constant, and Π is the rectangular function. In practice, the 2 convolutions in equations (7) and (8) are computed discretely and the normalization coefficients are determined numerically. The width of the rectangular function Π used in S scale is determined by the scale-decorrelation length that is empirically determined to be 0.6 for the Morlet wavelet. 25
Having defined the smoothing functions, the WC is defined as:
28
where the scale inverse a-1
is used to normalize the XWT.
27
The Schwartz inequality ensures that WC
xy
has values between 0 and 1.
22
The smoothing operator S is applied such that
28
:
Adjacency List and EEG Subbands
The EEG recordings in this research are taken from 19 electrodes in the 10-20 International System (Figure 1). Since the instantaneous coherence is being investigated via wavelet analysis, only adjacent (local) electrode pairs are studied to avoid faulty results due to propagation delays and other electrical effects observed within a volume conduction scheme when distal electrodes are considered. Local pairs of electrodes are defined as electrodes immediately adjacent on the scalp. Each electrode has 4 to 8 adjacent electrodes organized in an adjacency list (Table 1).
Adjacency List
In this research, WC is investigated within each of the 4 aforementioned subbands separately. The WC fluctuates in different bands and the fluctuation in the full band-limited EEG is so large that it does not yield any useful information.
Adjacency lists for the 19 scalp electrodes are constructed (Table 1) and a wavelet coherence fraction ([CF] detailed below) is calculated for each adjacent electrode pairs.
Wavelet Coherence Fraction
In this research, an average WC is computed over each of the 4 aforementioned bands by averaging the WC coefficients in WC
xy (t,f) as follows:
where Axy is the frequency averaged WC function in each band, and U and L are the upper and lower frequency bounds of the band, respectively. From this point onward, this function is referred to simply as WC.
In order to interpret the results of WC, it is necessary to devise a scheme to compare the results of AD and control groups quantitatively and qualitatively. In this research, the authors propose wavelet coherence fraction (CF) for comparing the synchronization fraction of 2 EEG signals. It is defined as the fraction of the signal time during which the WC value is above a certain threshold. As such, CF varies between 0 and 1. The reference threshold is chosen to be the average of Axy
(t) values for all healthy/control EEGs over time. As such for electrode pairs x and y, the threshold TB
in band B is computed as follows:
where Nh is the number of control EEGs, mean[Axy ] is the group mean of the frequency averaged WC functions for electrodes x and y of control participants.
Analysis of variance (ANOVA) is applied to find statistically significant differences between AD and control groups using P < .01.
Results
Table 2 and Figure 3 present electrode pairs with statistically significant (P < .01) differences in the delta band, and the group average CF for AD group and controls. In this band, the AD group shows a statistically significant (P < .01) decrease in CF compared with the healthy controls in the left temporocentral and temporoparietal areas, and in the right temporocentral and temporooccipital areas. In general, the delta band exhibits the lowest CF values for the AD group compared with all other frequency bands.

Electrode pairs in the delta band showing statistically significant differences in the wavelet coherence fraction (CF) among Alzheimer disease (AD) group and controls (P < .01).
Electrode Pairs in the Delta Band Showing Statistically Significant Differences in the Wavelet Coherence Fraction (CF) Among Alzheimer disease (AD) Group and Healthy Controls (P < .01)
Table 3 and Figure 4 show electrode pairs with statistically significant (P < .01) differences in the theta band and the group average CF for AD group and controls. In this band, a decrease in CF is observed in most local electrode pairs. The AD group shows decreased values of CF with statistical significance in both left and right hemispheres. The only electrode pairs that do not show statistically significant changes in CF values are frontopolar (Fp1 and Fp2) and frontal electrodes (F7 and F8). The central and frontal electrodes along the midline of the scalp (Cz and Fz) in particular show significant decrease in CF with all neighboring electrodes.

Electrode pairs in the theta band showing statistically significant differences in the wavelet coherence fraction (CF) among Alzheimer disease (AD) group and controls (P < .01).
Electrode Pairs in the Theta Band Showing Statistically Significant Differences in the Wavelet Coherence Fraction (CF) Among Alzheimer disease (AD) Group and Healthy Controls (P < .01)
Table 4 and Figure 5 show electrode pairs with statistically significant (P < .01) differences in the alpha band and the group average CF for AD group and controls. In the alpha band, a pattern of significant decrease in CF similar to the theta band is observed in patients with AD. Most electrode pairs show a statistically significant decrease in CF values with their neighboring electrodes. The exceptions are frontopolar electrodes (Fp1 and Fp2), frontal electrodes (F7 and F8), and left temporal electrodes (T3 and T5) which do not show a significant change in CF values when compared with controls. Similar to what is observed in the theta band, the central midline electrode (Cz) shows a significant decrease with all its neighbors. A finding exclusive to this band is that the midline parietal electrode (Pz) shows a significant decrease with all neighbors except the left occipital electrode (O1). In general, the alpha band exhibits the highest CF values for both AD and control groups compared with other frequency bands.

Electrode pairs in the alpha band showing statistically significant differences in the wavelet coherence fraction (CF) among Alzheimer disease (AD) and controls (P < .01).
Electrode Pairs in the Alpha Band Showing Statistically Significant Differences in the Wavelet Coherence Fraction (CF) Among Alzheimer disease (AD) and Healthy Controls (P < .01)
Table 5 and Figure 6 show electrode pairs with statistically significant (P < .01) differences in the beta band and the group average CF for AD and controls. In this band, the CF values for controls are generally the lowest compared with other bands, while the CF values for AD are not the lowest. In the beta band, most electrode pairs show significant decrease in AD CF values compared with the control group. Exceptions that do not present a significant change in CF values include frontopolar electrodes (Fp1 and Fp2), right frontal electrode (F8), and right temporal electrode (T4). The parietal midline electrode shows a significant decrease in CF values with all its neighbors except (P3). The occipital electrodes (O1 and O2) show significant decrease in CF values with all their neighbors, a finding that is unique to the beta band.

Electrode pairs in the beta band showing statistically significant differences in the wavelet coherence fraction (CF) among Alzheimer disease (AD) and controls (P < .01).
Electrode Pairs in the Beta Band Showing Statistically Significant Differences in the Wavelet Coherence Fraction (CF) Among Alzheimer disease (AD) and Healthy Controls (P < .01)
In general, the CF values for AD participants are lower than in controls. Higher values are observed in the delta band in the frontal–frontopolar electrode pairs, and in the theta and alpha bands in the frontopolar pairs. However, these values do not reach statistical significance. The observed decrease in CF values for AD is manifested differently among neighboring electrodes within each band.
Discussion
In this research, a wavelet CF is introduced and investigated as a measure of pairwise EEG electrode synchronization and, hence, cortical connectivity. In order to compare the AD and control participants, the CF value is calculated with reference to a threshold value (TB ) that depends on the average coherence values of control participants. As an example, a CF value of 0.6 for a particular electrode pair indicates that the instantaneous WC of this pair is 60% of the time above the threshold TB (determined by healthy controls). The WC method is effective for studying cortical connectivity at a high temporal resolution. Compared with other conventional AD coherence studies, 46 –49 this study takes into account the time–frequency changes in coherence of EEG signals and thus provides more correlational details.
Using conventional coherence to study the EEG of patients with AD, Besthorn et al 46 find no significant differences between the AD group and controls in the delta band. On the other hand, this study shows a significant decrease in AD CF values in a set of electrode pairs within the delta band in the left temporocentral, temporoparietal, and the right temporocentral and temporooccipital areas of the brain.
Bablioni et al 48 report a decreased frontoparietal coherence (F3-F4 and P3-P4) in AD patients over the alpha, beta1 (14-16 Hz), and beta2 (20-22 Hz) bands. Jelles et al 49 use global conventional coherence as a measure of EEG coherence in the AD group. They find no significant global coherence differences in the delta, theta, and alpha1 (7-10 Hz) bands, but report a decrease in AD global coherence in the alpha2 (10-13 Hz) and beta bands. In contrast to these 2 studies, this research finds a statistically significant decrease in WC in all bands, with a specific pattern within each band. Conventional coherence studies reflect only a single dimension of coherence, that is, frequency.
Recently, Sankari, Adeli, and Adeli 14,50 found a set of statistically significant changes in AD coherence compared with controls. They reported that electrode F3 shows the least pairwise significance in all bands, indicating that electrode F3 is perhaps not useful for collecting information for diagnosis of AD. In contrast, this study shows that the WC between F3 and neighboring electrodes exhibits a statistically significant decrease in the theta, alpha, and beta bands. This leads to the conclusion that the WC method is more powerful in detecting differences in coherence between AD and control groups than conventional coherence. The current WC study detects significant differences between AD participants and controls in pairs of electrodes such as C3 and Cz in the theta band, and O1 in the beta band, not observed in the previous conventional coherence study reported by the authors.
When compared with the condition of healthy elderly individuals (controls), the decrease in WC observed in the AD group is attributed to a loss in cortical connectivity in the AD brain. In general, this loss of connectivity in AD can, in turn, be attributed to a loss of axonal connections among different areas of the brain as amyloid plaques and neurofibrillary tangles form. This formation hinders the smooth electric communication between different parts of the brain.
Conclusion
Compared with conventional coherence, WC is a more detailed way to study cortical connectivity in patients with AD because it incorporates both temporal and spectral information. A set of statistically significant differences was found in the WC between the AD group and controls. In particular, the temporocentral regions showed significant decrease in WC in AD in the delta band, and the parietal and central regions showed significant declines in cortical connectivity with most of their neighbors in the theta and alpha bands. This study further shows that the beta bands of occipital EEGs are significant for diagnosis of AD, a finding not noted in previous research using conventional coherence. To sum it up, studies of WC in local electrodes provide deeper insights about cortical connectivity in the brain of AD participants compared to conventional coherence methods. This article lays the foundation for further studies to understand the relationship between different parts of the brain and any disruption in communication pathways indicative of a neural pathology.
Footnotes
Acknowledgment
The authors thank Dr Dennis Duke of Florida State University and Dr Kerry Coburn of Mercer University for providing EEG data for this research project. The authors also acknowledge Aslak Grinsted of University of Lapland, Finland, for providing part of the code used in this research.
Declaration of Conflicting Interests
The authors declared no potential conflicts of interest with respect to the research, authorship, and/or publication of this article.
Funding
The authors received no financial support for the research, authorship, and/or publication of this article.
