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Assessing Transfer Entropy in cardiovascular and respiratory time series: A VARFI approach

2021

In the study of complex biomedical systems represented by multivariate stochastic processes, such as the cardiovascular and respiratory systems, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. Recently, the quantification of multiscale complexity based on linear parametric models, incorporating autoregressive coefficients and fractional integration, encompassing short term dynamics and long-range correlations, was extended to multivariate time series. Within this Vector AutoRegressive Fractionally Integrated (VARFI) framework formalized for Gaussian processes, in this work we propose to estimate the Transfer Entropy, or equivalently G…

vector autoregressive fractionally integrated (VARFI) modelSettore ING-INF/06 - Bioingegneria Elettronica E Informaticasystolic arterial pressure (SAP)Multi-scale entropy (MSE)heart rate variability (HRV)
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