Search results for "Time serie"
showing 10 items of 261 documents
Multivariate Frequency Domain Analysis of Causal Interactions in Physiological Time Series
2011
A common way of obtaining information about a physiological system is to measure one or more signals from the system, consider their temporal evolution in the form of numerical time series, and obtain quantitative indexes through the application of time series analysis techniques. While historical approaches to time series analysis were addressed to the study of single signals, recent advances have made it possible to study collectively the behavior of several signals measured simultaneously from the considered system. In fact, multivariate (MV) time series analysis is nowadays extensively used to characterize interdependencies among multiple signals collected from dynamical physiological s…
Testing different methodologies for Granger causality estimation: A simulation study
2021
Granger causality (GC) is a method for determining whether and how two time series exert causal influences one over the other. As it is easy to implement through vector autoregressive (VAR) models and can be generalized to the multivariate case, GC has spread in many different areas of research such as neuroscience and network physiology. In its basic formulation, the computation of GC involves two different regressions, taking respectively into account the whole past history of the investigated multivariate time series (full model) and the past of all time series except the putatively causal time series (restricted model). However, the restricted model cannot be represented through a finit…
Vector Autoregressive Fractionally Integrated Models to Assess Multiscale Complexity in Cardiovascular and Respiratory Time Series
2020
Cardiovascular variability is the result of the activity of several physiological control mechanisms, which involve different variables and operate across multiple time scales encompassing short term dynamics and long range correlations. This study presents a new approach to assess the multiscale complexity of multivariate time series, based on linear parametric models incorporating autoregressive coefficients and fractional integration. The approach extends to the multivariate case recent works introducing a linear parametric representation of multiscale entropy, and is exploited to assess the complexity of cardiovascular and respiratory time series in healthy subjects studied during postu…
Supplementary material 1 from: Komonen A, Torniainen J (2022) All-day activity of Dolichovespula saxonica (Hymenoptera, Vespidae) colonies in Central…
2022
Tables S1, S2, Figures S1–S4
Model-Based Transfer Entropy Analysis of Brain-Body Interactions with Penalized regression techniques
2020
The human body can be seen as a functional network depicting the dynamical interactions between different organ systems. This exchange of information is often evaluated with information-theoretic approaches which comprise the use of vector autoregressive (VAR) and state space (SS) models, normally identified with the Ordinary Least Squares (OLS). However, the number of time series to be included in the model is strictly related to the length of data recorded thus limiting the use of the classical approach. In this work, a new method based on penalized regressions, the so-called LASSO, was compared with OLS on physiological time-series extracted from 18 subjects during different stress condi…
Propagation pattern analysis during atrial fibrillation based on the adaptive group LASSO.
2012
The present study introduces sparse modeling for the estimation of propagation patterns in intracardiac atrial fibrillation (AF) signals. The estimation is based on the partial directed coherence (PDC) function, derived from fitting a multivariate autoregressive model to the observed signals. A sparse optimization method is proposed for estimation of the model parameters, namely, the adaptive group least absolute selection and shrinkage operator (aLASSO). In simulations aLASSO was found superior to the commonly used least-squares (LS) estimation with respect to estimation performance. The normalized error between the true and estimated model parameters dropped from 0.200.04 for LS estimatio…
Effectiveness of Safety Warnings in Atypical Antipsychotic Drugs
2009
Studies conducted to obtain drug authorization are often of short duration and based on small sample sizes in selected populations. Policies on drug safety rely on the validity of the methods used to achieve rapid and effective communication of new information. No formal evaluation has ever been made of the Spanish communications system, although indirect data have raised questions about its effectiveness.To evaluate the impact of two safety warnings issued by the Spanish Drug Agency, and of a later prior authorization requirement involving the use of atypical antipsychotic drugs in the elderly.The study was based on a time-series analysis constructed with data corresponding to monthly invo…
Online Edge Flow Imputation on Networks
2022
Author's accepted manuscript © 2022 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. An online algorithm for missing data imputation for networks with signals defined on the edges is presented. Leveraging the prior knowledge intrinsic to real-world networks, we propose a bi-level optimization scheme that exploits the causal dependencies and the flow conservation, respe…
Block bootstrap methods and the choice of stocks for the long run
2013
Financial advisors commonly recommend that the investment horizon should be rather long in order to benefit from the ‘time diversification’. In this case, in order to choose the optimal portfolio, it is necessary to estimate the risk and reward of several alternative portfolios over a long-run given a sample of observations over a short-run. Two interrelated obstacles in these estimations are lack of sufficient data and the uncertainty in the nature of the return generating process. To overcome these obstacles researchers rely heavily on block bootstrap methods. In this paper we demonstrate that the estimates provided by a block bootstrap method are generally biased and we propose two metho…
Confidence in work-related goals and feelings of exhaustion during a therapeutic intervention for burnout: A time-series approach
2008
This study investigated recursive relations between confidence in achieving work-related goals and work exhaustion among employees who participated in an intervention to reduce their burnout. Thirty-six employees of age 33-59 years suffering from severe burnout (28 females and 8 males) filled in burnout and well-being measures before and after a 10-month therapeutic intervention. They also filled in weekly measures of confidence in work-related goals (progress and capability) and work exhaustion throughout the intervention, as well as 4 weeks before and 4 weeks afterwards. Intra-individual variation was modelled using dynamic factor analyses. The results showed that, for most participants, …