Abstract
In this paper we discuss time series analysis of data measured by near infrared spectroscopy (NIRS, in short). NIRS is well known for its ability to observe the brain activity by means of three measures of hemoglobin density, oxidized hemoglobin (HbO), reconstructed hemoglobin (HbR) and total hemoglobin (HbT). We repeat each experiment several times to focus on how the subjects' experience of the tests affect their brain activity. We examine the results using three kinds of data analysis, (1) transition of time series data, (2) calculating correlation matrix of the data, and(3) estimation by a multivariable auto-regressive (MAR) model for the data.
