Search results for " time series analysis"
showing 10 items of 30 documents
Spectral analysis of the beat-to-beat variability of arterial compliance
2022
Arterial compliance is an important parameter influencing ventricular-arterial coupling, depending on structural and functional mechanics of arteries. In this study, the spontaneous beat-to-beat variability of arterial compliance was investigated in time and frequency domains in thirty-nine young and healthy subjects monitored in the supine resting state and during head-up tilt. Spectral decomposition was applied to retrieve the spectral content of the time series associated to low (LF) and high frequency (HF) oscillatory components. Our results highlight: (i) a decrease of arterial compliance with tilt, in agreement with previous studies; (ii) an increase of the LF power content concurrent…
Assessment of Cardiorespiratory Interactions During Spontaneous and Controlled Breathing: Non-linear Model-free Analysis
2022
In this work, nonlinear model-free methods for bivariate time series analysis have been applied to study cardiorespiratory interactions. Specifically, entropy-based (i.e. Transfer Entropy and Cross Entropy) and Convergent Cross Mapping asymmetric coupling measures have been computed on heart rate and breathing time series extracted from electrocardiographic (ECG) and respiratory signals acquired on 19 young healthy subjects during an experimental protocol including spontaneous and controlled breathing conditions. Results evidence a bidirectional nature of cardiorespiratory interactions, and highlight clear similarities and differences among the three considered measures.
Quantifying High-Order Interactions in Cardiovascular and Cerebrovascular Networks
2022
We present a method to analyze the dynamics of physiological networks beyond the framework of pairwise interactions. Our method defines the so-called O-information rate (OIR) as a measure of the higher-order interaction among several physiological variables. The OIR measure is computed from the vector autoregressive representation of multiple time series, and is applied to the network formed by heart period, systolic and diastolic arterial pressure, respiration and cerebral blood flow variability series measured in healthy subjects at rest and after head-up tilt. Our results document that cardiovascular, cerebrovascular and respiratory interactions are highly redundant, and that redundancy …
Recurrence Plots in Nonlinear Time Series Analysis: Free Software
2002
Recurrence plots are graphical devices specially suited to detect hidden dynamical patterns and nonlinearities in data. However, there are few programs available to apply such a mehodology. This paper reviews one of the best free programs to apply nonlinear time series analysis: Visual Recurrence Analysis (VRA). This program is targeted to recurrence analysis and the so-called Recurrence Quantitative Analysis (RQA, the quantitative counterpart of recurrence plots), although it includes many procedures in a friendly visual environment. Comparisons with alternative programs are performed.
Introducing libeemd: a program package for performing the ensemble empirical mode decomposition
2016
The ensemble empirical mode decomposition (EEMD) and its complete variant (CEEMDAN) are adaptive, noise-assisted data analysis methods that improve on the ordinary empirical mode decomposition (EMD). All these methods decompose possibly nonlinear and/or nonstationary time series data into a finite amount of components separated by instantaneous frequencies. This decomposition provides a powerful method to look into the different processes behind a given time series data, and provides a way to separate short time-scale events from a general trend. We present a free software implementation of EMD, EEMD and CEEMDAN and give an overview of the EMD methodology and the algorithms used in the deco…
Information Transfer in Linear Multivariate Processes Assessed through Penalized Regression Techniques: Validation and Application to Physiological N…
2020
The framework of information dynamics allows the dissection of the information processed in a network of multiple interacting dynamical systems into meaningful elements of computation that quantify the information generated in a target system, stored in it, transferred to it from one or more source systems, and modified in a synergistic or redundant way. The concepts of information transfer and modification have been recently formulated in the context of linear parametric modeling of vector stochastic processes, linking them to the notion of Granger causality and providing efficient tools for their computation based on the state&ndash
Assessing Complexity in Physiological Systems through Biomedical Signals Analysis
2020
The idea that most physiological systems are complex has become increasingly popular in recent decades [...]
Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
2005
The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of daily Foreign Exchange rates, Stock Market indices and fixed income instruments by using the generalized Hurst approach. We show that the scaling exponents are associated with characteristics of the specific markets and can be used to differentiate markets in their stage of development. The robustness of the results is tested by both Monte-Carlo studies and a computation of the scaling in the frequency-domain.
Information transfer and information modification to identify the structure of cardiovascular and cardiorespiratory networks
2017
To fully elucidate the complex physiological mechanisms underlying the short-term autonomic regulation of heart period (H), systolic and diastolic arterial pressure (S, D) and respiratory (R) variability, the joint dynamics of these variables need to be explored using multivariate time series analysis. This study proposes the utilization of information-theoretic measures to measure causal interactions between nodes of the cardiovascular/cardiorespiratory network and to assess the nature (synergistic or redundant) of these directed interactions. Indexes of information transfer and information modification are extracted from the H, S, D and R series measured from healthy subjects in a resting…
How news affect the trading behavior of different categories of investors in a financial market
2015
We investigate the trading behavior of a large set of single investors trading the highly liquid Nokia stock over the period 2003-2008 with the aim of determining the relative role of endogenous and exogenous factors that may affect their behavior. As endogenous factors we consider returns and volatility, whereas the exogenous factors we use are the total daily number of news and a semantic variable based on a sentiment analysis of news. Linear regression and partial correlation analysis of data show that different categories of investors are differently correlated to these factors. Governmental and non profit organizations are weakly sensitive to news and returns or volatility, and, typica…