Search results for "Maximum entropy spectral estimation"

showing 4 items of 4 documents

Instantaneous transfer entropy for the study of cardio-respiratory dynamics

2015

Measures of transfer entropy have been proposed to quantify the directional coupling and strength between two complex physiological variables. Particular attention has been given to nonlinear interactions within cardiovascular and respiratory dynamics as influenced by the autonomic nervous system. However, standard transfer entropy estimates have shown major limitations in dealing with issues concerning stochastic system modeling, limited observations in time, and the assumption of stationarity of the considered physiological variables. Moreover, standard estimates are unable to track time-varying changes in nonlinear coupling with high resolution in time. Here, we propose a novel definitio…

AdultMaleInformation transferComputer scienceEntropyPostureBiomedical EngineeringProbability density functionHealth InformaticsMaximum entropy spectral estimationNonlinear DynamicEntropy (classical thermodynamics)ElectrocardiographyTheoreticalRespiratory RateControl theoryModelsHeart RateTilt-Table TestEntropy (information theory)Humans1707; Signal Processing; Biomedical Engineering; Health InformaticsStatistical physicsEntropy (energy dispersal)Entropy (arrow of time)1707Likelihood FunctionsEntropy (statistical thermodynamics)Models TheoreticalLikelihood FunctionNonlinear systemDiscrete time and continuous timeNonlinear DynamicsSignal ProcessingSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaTransfer entropyFemaleAdult; Electrocardiography; Entropy; Female; Heart Rate; Humans; Likelihood Functions; Male; Models Theoretical; Nonlinear Dynamics; Posture; Tilt-Table Test; Respiratory Rate; Signal Processing; Biomedical Engineering; 1707; Health InformaticsEntropy (order and disorder)Human
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A new representation of power spectral density and correlation function by means of fractional spectral moments

2009

In this paper, a new perspective for the representation of both the power spectral density and the correlation function by a unique class of function is introduced. We define the moments of order gamma (gamma being a complex number) of the one sided power spectral density and we call them Fractional Spectral Moments (FSM). These complex quantities remain finite also in the case in which the ordinary spectral moments diverge, and are able to represent the whole Power Spectral Density and the corresponding correlation function.

Power spectral density; Correlation function; Spectral moments; Fractional spectral moments; Generalized Taylor series; Fractional calculusMechanical EngineeringMathematical analysisPerspective (graphical)Stochastic ProcesseAerospace EngineeringSpectral densityOcean EngineeringStatistical and Nonlinear PhysicsMaximum entropy spectral estimationFunction (mathematics)Wind engineeringCondensed Matter PhysicsSpectral MomentFractional calculusCorrelation function (statistical mechanics)IngenieurwissenschaftenNuclear Energy and EngineeringEarthquake engineeringOrder (group theory)ddc:620Representation (mathematics)Settore ICAR/08 - Scienza Delle CostruzioniCivil and Structural EngineeringMathematics
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SPECTRAL ANALYSIS WITH TAPERED DATA

1983

. A new method based on an upper bound for spectral windows is presented for investigating the cumulants of time series statistics. Using this method two classical results are proved for tapered data. In particular, the asymptotic normality for a class of spectral estimates including estimates for the spectral function and the covariance function is proved under integrability conditions on the spectra using the method of cumulants.

Statistics and ProbabilityMathematical optimizationCovariance functionSeries (mathematics)Applied MathematicsAsymptotic distributionMaximum entropy spectral estimationUpper and lower boundsSpectral lineApplied mathematicsSpectral analysisStatistics Probability and UncertaintyCumulantMathematicsJournal of Time Series Analysis
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Estimating the decomposition of predictive information in multivariate systems

2015

In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of co…

Statistics and ProbabilityComputer scienceEntropyTRANSFER ENTROPYStochastic ProcesseInformation Storage and RetrievalheartAPPROXIMATE ENTROPYMaximum entropy spectral estimationInformation theoryGRANGER CAUSALITYJoint entropyNonlinear DynamicMECHANISMSBinary entropy functionTheoreticalHeart RateModelsInformationSLEEP EEGStatisticsOSCILLATIONSTOOLEntropy (information theory)Multivariate AnalysiElectroencephalography; Entropy; Heart Rate; Information Storage and Retrieval; Linear Models; Nonlinear Dynamics; Sleep; Stochastic Processes; Models Theoretical; Multivariate AnalysisConditional entropyStochastic ProcessesHEART-RATE-VARIABILITYCOMPLEXITYConditional mutual informationBrainElectroencephalographyModels TheoreticalScience GeneralCondensed Matter PhysicscardiorespiratoryNonlinear DynamicsPHYSIOLOGICAL TIME-SERIESSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaMultivariate AnalysisLinear ModelsLinear ModelTransfer entropySleepAlgorithmStatistical and Nonlinear Physic
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