This page is a reference documentation. It only explains the function signature, and not how to use it. Please refer to the user guide for the big picture.


nilearn.signal.high_variance_confounds(series, n_confounds=5, percentile=2.0, detrend=True)[source]

Return confounds time series extracted from series with highest variance.


Timeseries. A timeseries is a column in the “series” array. shape (sample number, feature number)

n_confoundsint, default=5

Number of confounds to return.

percentilefloat, default=2.0

Highest-variance series percentile to keep before computing the singular value decomposition, 0. <= percentile <= 100. series.shape[0] * percentile / 100 must be greater than n_confounds.

detrendbool, optional

Whether to detrend signals or not. Default=True.


Highest variance confounds. Shape: (samples, n_confounds)


This method is related to what has been published in the literature as ‘CompCor’ [1].

The implemented algorithm does the following:

  • compute sum of squares for each time series (no mean removal)

  • keep a given percentile of series with highest variances (percentile)

  • compute an svd of the extracted series

  • return a given number (n_confounds) of series from the svd with highest singular values.