Since its first use in human in 1929, the electroencephalogram (EEG) has become one of the most important diagnostic tool in clinical neurophysiology. However, their use in clinical studies is limited because the huge quantity of collected information is complicated to treat. Indeed, it is very difficult to have an overall picture of this multivariate problem. In addition to the impressive quantity of data to be treated, an intrinsic problem with electroencephalograms is that the signals are "contaminated" by body signals not directly related to cerebral activity. However, these signals do not interest us directly to evaluate treatment effect on the brain. Removing these signals known as "parasitic noise" from electroencephalograms is a difficult task. We use clinical data kindly made available by the pharmaceutical company Eli Lilly (Lilly Clinical Operations S.A., Louvain-la-Neuve, Belgium). Particular types of analyses were already carried out on these data, most based on frequency bands. They mainly confirmed the enormous potential of EEG in clinical studies without much insight in the understanding of treatment effect on the brain. The aim of this thesis is to propose and evaluate a panel of statistical techniques to clean and to analyze electroencephalograms. The first presented tool enables to align curves such as selected parts of EEGs before any further statistical treatment. Indeed, when monitoring some continuous process on similar units (like patients in a clinical study), one often notices a typical pattern common to all curves but with variation both in amplitude and dynamics across curves. In particular, typical peaks could be shifted from unit to unit. This complicates the statistical analysis of sample of curves. For example, the cross-sectional average usually does not reflect a typical curve pattern: due to shifts, the signal structure is smeared or might even disappear. Another of the presented tools is based on the preliminary linear decomposition of EEGs into statistically independent signals. This decomposition provides on the one hand an effective cleaning method and on the other hand a considerable reduction of the quantity of data to be analyzed. The technique of decomposition of our signals in statistically independent signals is a well-known technique in physics primarily used to unmix sound signals. This technique is named Independent Component Analysis or ICA. The last studied tool is functional ANOVA. The analysis of longitudinal curve data is a methodological and computational challenge for statisticians. Such data are often generated in biomedical studies. Most of the time, the statistical analysis focuses on simple summary measures, thereby discarding potentially important information. We propose to model these curves using non parametric regression techniques based on splines.

Esta dissertação apresenta um método adaptado do estudo de repetitividade e reprodutibilidade para analisar a capacidade e o desempenho de sistemas de medição, no contexto da análise de dados funcionais. Dado funcional é a variável de resposta dada por uma coleção de dados que formam um perfil ou uma curva. O método adaptado contribui para o avanço do estado da arte sobre a análise de sistemas de medição. O método proposto é uma alternativa ao uso de métodos tradicionais de análise, que usados de forma equivocada, podem deteriorar a qualidade dos produtos monitorados através de variáveis de resposta funcionais. O método proposto envolve a adaptação de testes de hipótese e da análise de variância de um e dois fatores usados em comparações de populações, na avaliação de sistemas de medições. A proposta de adaptação foi baseada na utilização de distâncias entre curvas. Foi usada a Distância de Hausdorff como uma medida de proximidade entre as curvas. A adaptação proposta à análise de variância foi composta de três abordagens. Os métodos adaptados foram aplicados a um estudo simulado de repetitividade e reprodutibilidade. O estudo foi estruturado para analisar cenários em que o sistema de medição foi aprovado e reprovado. O método proposto foi denominado de ANOVA das Distâncias. / This work presents a method to analyze a measurement system's performance in a functional data analysis context, based on repeatability and reproducibility studies. Functional data are a collection of data points organized as a profile or curve. The proposed method contributes to the state of the art on measurement system analysis. The method is an alternative to traditional methods often used mistakenly, leading to deterioration in the quality of products monitored through functional responses. In the proposed method we adapt hypothesis tests and one-way and two-way ANOVA to be used in measurement system analysis. The method is grounded on the use of distances between curves. For that matter the Hausdorff distance was chosen as a measure of proximity between curves. Three ANOVA approaches were proposed and applied in a simulated repeatability and reproducibility study. The study was structured to analyze scenarios in which the measurement system was approved or rejected. The proposed method was named ANOVA of the distances.

Esta dissertação apresenta um método adaptado do estudo de repetitividade e reprodutibilidade para analisar a capacidade e o desempenho de sistemas de medição, no contexto da análise de dados funcionais. Dado funcional é a variável de resposta dada por uma coleção de dados que formam um perfil ou uma curva. O método adaptado contribui para o avanço do estado da arte sobre a análise de sistemas de medição. O método proposto é uma alternativa ao uso de métodos tradicionais de análise, que usados de forma equivocada, podem deteriorar a qualidade dos produtos monitorados através de variáveis de resposta funcionais. O método proposto envolve a adaptação de testes de hipótese e da análise de variância de um e dois fatores usados em comparações de populações, na avaliação de sistemas de medições. A proposta de adaptação foi baseada na utilização de distâncias entre curvas. Foi usada a Distância de Hausdorff como uma medida de proximidade entre as curvas. A adaptação proposta à análise de variância foi composta de três abordagens. Os métodos adaptados foram aplicados a um estudo simulado de repetitividade e reprodutibilidade. O estudo foi estruturado para analisar cenários em que o sistema de medição foi aprovado e reprovado. O método proposto foi denominado de ANOVA das Distâncias. / This work presents a method to analyze a measurement system's performance in a functional data analysis context, based on repeatability and reproducibility studies. Functional data are a collection of data points organized as a profile or curve. The proposed method contributes to the state of the art on measurement system analysis. The method is an alternative to traditional methods often used mistakenly, leading to deterioration in the quality of products monitored through functional responses. In the proposed method we adapt hypothesis tests and one-way and two-way ANOVA to be used in measurement system analysis. The method is grounded on the use of distances between curves. For that matter the Hausdorff distance was chosen as a measure of proximity between curves. Three ANOVA approaches were proposed and applied in a simulated repeatability and reproducibility study. The study was structured to analyze scenarios in which the measurement system was approved or rejected. The proposed method was named ANOVA of the distances.

Esta dissertação apresenta um método adaptado do estudo de repetitividade e reprodutibilidade para analisar a capacidade e o desempenho de sistemas de medição, no contexto da análise de dados funcionais. Dado funcional é a variável de resposta dada por uma coleção de dados que formam um perfil ou uma curva. O método adaptado contribui para o avanço do estado da arte sobre a análise de sistemas de medição. O método proposto é uma alternativa ao uso de métodos tradicionais de análise, que usados de forma equivocada, podem deteriorar a qualidade dos produtos monitorados através de variáveis de resposta funcionais. O método proposto envolve a adaptação de testes de hipótese e da análise de variância de um e dois fatores usados em comparações de populações, na avaliação de sistemas de medições. A proposta de adaptação foi baseada na utilização de distâncias entre curvas. Foi usada a Distância de Hausdorff como uma medida de proximidade entre as curvas. A adaptação proposta à análise de variância foi composta de três abordagens. Os métodos adaptados foram aplicados a um estudo simulado de repetitividade e reprodutibilidade. O estudo foi estruturado para analisar cenários em que o sistema de medição foi aprovado e reprovado. O método proposto foi denominado de ANOVA das Distâncias. / This work presents a method to analyze a measurement system's performance in a functional data analysis context, based on repeatability and reproducibility studies. Functional data are a collection of data points organized as a profile or curve. The proposed method contributes to the state of the art on measurement system analysis. The method is an alternative to traditional methods often used mistakenly, leading to deterioration in the quality of products monitored through functional responses. In the proposed method we adapt hypothesis tests and one-way and two-way ANOVA to be used in measurement system analysis. The method is grounded on the use of distances between curves. For that matter the Hausdorff distance was chosen as a measure of proximity between curves. Three ANOVA approaches were proposed and applied in a simulated repeatability and reproducibility study. The study was structured to analyze scenarios in which the measurement system was approved or rejected. The proposed method was named ANOVA of the distances.

Dans un modèle qui peut s'avérer complexe et fortement non linéaire, les paramètres d'entrée, parfois en très grand nombre, peuvent être à l'origine d'une importante variabilité de la sortie. L'analyse de sensibilité globale est une approche stochastique permettant de repérer les principales sources d'incertitude du modèle, c'est-à-dire d'identifier et de hiérarchiser les variables d'entrée les plus influentes. De cette manière, il est possible de réduire la dimension d'un problème, et de diminuer l'incertitude des entrées. Les indices de Sobol, dont la construction repose sur une décomposition de la variance globale du modèle, sont des mesures très fréquemment utilisées pour atteindre de tels objectifs. Néanmoins, ces indices se basent sur la décomposition fonctionnelle de la sortie, aussi connue soue le nom de décomposition de Hoeffding. Mais cette décomposition n'est unique que si les variables d'entrée sont supposées indépendantes. Dans cette thèse, nous nous intéressons à l'extension des indices de Sobol pour des modèles à variables d'entrée dépendantes. Dans un premier temps, nous proposons une généralisation de la décomposition de Hoeffding au cas où la forme de la distribution des entrées est plus générale qu'une distribution produit. De cette décomposition généralisée aux contraintes d'orthogonalité spécifiques, il en découle la construction d'indices de sensibilité généralisés capable de mesurer la variabilité d'un ou plusieurs facteurs corrélés dans le modèle. Dans un second temps, nous proposons deux méthodes d'estimation de ces indices. La première est adaptée à des modèles à entrées dépendantes par paires. Elle repose sur la résolution numérique d'un système linéaire fonctionnel qui met en jeu des opérateurs de projection. La seconde méthode, qui peut s'appliquer à des modèles beaucoup plus généraux, repose sur la construction récursive d'un système de fonctions qui satisfont les contraintes d'orthogonalité liées à la décomposition généralisée. En parallèle, nous mettons en pratique ces différentes méthodes sur différents cas tests. / A mathematical model aims at characterizing a complex system or process that is too expensive to experiment. However, in this model, often strongly non linear, input parameters can be affected by a large uncertainty including errors of measurement of lack of information. Global sensitivity analysis is a stochastic approach whose objective is to identify and to rank the input variables that drive the uncertainty of the model output. Through this analysis, it is then possible to reduce the model dimension and the variation in the output of the model. To reach this objective, the Sobol indices are commonly used. Based on the functional ANOVA decomposition of the output, also called Hoeffding decomposition, they stand on the assumption that the incomes are independent. Our contribution is on the extension of Sobol indices for models with non independent inputs. In one hand, we propose a generalized functional decomposition, where its components is subject to specific orthogonal constraints. This decomposition leads to the definition of generalized sensitivity indices able to quantify the dependent inputs' contribution to the model variability. On the other hand, we propose two numerical methods to estimate these constructed indices. The first one is well-fitted to models with independent pairs of dependent input variables. The method is performed by solving linear system involving suitable projection operators. The second method can be applied to more general models. It relies on the recursive construction of functional systems satisfying the orthogonality properties of summands of the generalized decomposition. In parallel, we illustrate the two methods on numerical examples to test the efficiency of the techniques.