Search results for "Time series analysis"
showing 10 items of 53 documents
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…
A new framework for the time- and frequency-domain assessment of high-order interactions in networks of random processes
2022
While the standard network description of complex systems is based on quantifying the link between pairs of system units, higher-order interactions (HOIs) involving three or more units often play a major role in governing the collective network behavior. This work introduces a new approach to quantify pairwise and HOIs for multivariate rhythmic processes interacting across multiple time scales. We define the so-called O-information rate (OIR) as a new metric to assess HOIs for multivariate time series, and present a framework to decompose the OIR into measures quantifying Granger-causal and instantaneous influences, as well as to expand all measures in the frequency domain. The framework ex…
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
Study of vegetation evolution in Sicily using time series analysis of remote sensing and climatic data.
2007
During last 10 years, several studies confirmed that drought phenomena are affecting southern Mediterranean areas. One of the effects of a persistent drought is a modification of the vegetation cover and biomass. The aim of our research is to investigate and monitor the evolution of this phenom- enon in Sicily using remote sensing techniques. To do this, a data set of NOAA-AVHRR multispectral images, acquired monthly from 1988 to 2005, has been calibrated and processed. A time series analysis (TSA) has been applied both on the NDVI and precipitation data sets in order to study the main characteristics of vegetation distribution during the period under investigation and to compare the vegeta…
Relation between training load and recovery-stress state in high-performance swimming
2018
\(\bf Background:\) The relation between training load, especially internal load, and the recovery-stress state is of central importance for avoiding negative adaptations in high-performance sports like swimming. The aim of this study was to analyze the individual time-delayed linear effect relationship between training load and recovery-stress state with single case time series methods and to monitor the acute recovery-stress state of high-performance swimmers in an economical and multidimensional manner over a macro cycle. The Acute Recovery and Stress Scale (ARSS) was used for daily monitoring of the recovery-stress state. The methods session-RPE (sRPE) and acute:chronic workload-ratio (…
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…
Multiscale Information Decomposition Dissects Control Mechanisms of Heart Rate Variability at Rest and During Physiological Stress.
2019
Heart rate variability (HRV