Hi All,
I am trying to learn about the FAST model for Serial Correlation Correction in SPM.
I have been having some trouble finding resources or documentation describing this model and wondered if anyone could recommend some.
I have found several papers from the last few years showing that the FAST model is better than AR(1) for faster TR's, but I haven't been able to find a detailed explanation for what the fast model does, how it works, or how it's different from AR(1).
The closest I have found to an explanation is from an old JISCmail chain which says that the FAST model "uses a dictionary of covariance
components based upon exponential covariance functions." But I would like to know how it uses that dictionary and more generally understand the method better.
Any suggestions or advice are appreciated.
Thank you!
Cheers,
Brandon
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