Search results for "linear system"
showing 10 items of 1558 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…
An Information-Theoretic Framework to Map the Spatiotemporal Dynamics of the Scalp Electroencephalogram
2016
We present the first application of the emerging framework of information dynamics to the characterization of the electroencephalography (EEG) activity. The framework provides entropy-based measures of information storage (self entropy, SE) and information transfer (joint transfer entropy (TE) and partial TE), which are applied here to detect complex dynamics of individual EEG sensors and causal interactions between different sensors. The measures are implemented according to a model-free and fully multivariate formulation of the framework, allowing the detection of nonlinear dynamics and direct links. Moreover, to deal with the issue of volume conduction, a compensation for instantaneous e…
Lag-specific transfer entropy as a tool to assess cardiovascular and cardiorespiratory information transfer
2014
In the study of interacting physiological systems, model-free tools for time series analysis are fundamental to provide a proper description of how the coupling among systems arises from the multiple involved regulatory mechanisms. This study presents an approach which evaluates direction, magnitude, and exact timing of the information transfer between two time series belonging to a multivariate dataset. The approach performs a decomposition of the well-known transfer entropy (TE) which achieves 1) identifying, according to a lag-specific information-theoretic formulation of the concept of Granger causality, the set of time lags associated with significant information transfer, and 2) assig…
Nonlinear analysis of sleep EEG data in schizophrenia: calculation of the principal Lyapunov exponent
1995
The generating mechanism of the electroencephalogram (EEG) points to the hypothesis that EEG signals derive from a nonlinear dynamic system. Hence, the unpredictability of the EEG might be considered as a phenomenon exhibiting its chaotic character. The essential property of chaotic dynamics is the so-called sensitive dependence on initial conditions. This property can be quantified by calculating the system's first positive Lyapunov exponent, L1. We calculated L1 for sleep EEG segments of 13 schizophrenic patients and 13 control subjects that corresponded to sleep stages I, II, III, IV and REM (rapid eye movement), as defined by Rechtschaffen and Kales, for the lead positions Cz and Pz. Du…
Nonlinear analysis of sleep eeg in depression: Calculation of the largest lyapunov exponent
1995
Conventional sleep analysis according to Rechtschaffen and Kales (1968) has provided meaningful contributions to the understanding of disturbed sleep architecture in depression. However, there is no characteristic alteration of the sleep cycle, which could serve as a highly specific feature for depressive illness. Therefore, we started to investigate nonlinear properties of sleep electroencephalographic (EEG) data in order to elucidate functional alterations other than those obtained from classical sleep analysis. The application of methods from nonlinear dynamical system theory to EEG data has led to the assumption that the EEG can be treated as a deterministic chaotic process. Chaotic sys…
Covariation of spectral and nonlinear EEG measures with alpha biofeedback.
2002
Item does not contain fulltext This study investigated how different spectral and nonlinear EEG measures covaried with alpha power during auditory alpha biofeedback training, performed by 13 healthy subjects. We found a significant positive correlation of alpha power with the largest Lyapunov-exponent, pointing to an increased dynamical instability of the EEG accompanying alpha enhancement. Alpha power amplification, moreover, was significantly correlated with a decrease of spectral entropy within the alpha range. This outcome reflects a sharpening of the alpha peak during biofeedback training. The fact that the sharpening effect clearly preceded the increase of alpha amplitude could be exp…
Uncertainty quantification in simulations of epidemics using polynomial chaos.
2012
Mathematical models based on ordinary differential equations are a useful tool to study the processes involved in epidemiology. Many models consider that the parameters are deterministic variables. But in practice, the transmission parameters present large variability and it is not possible to determine them exactly, and it is necessary to introduce randomness. In this paper, we present an application of the polynomial chaos approach to epidemiological mathematical models based on ordinary differential equations with random coefficients. Taking into account the variability of the transmission parameters of the model, this approach allows us to obtain an auxiliary system of differential equa…
Mixed predictability and cross-validation to assess non-linear Granger causality in short cardiovascular variability series
2006
A method to evaluate the direction and strength of causal interactions in bivariate cardiovascular and cardiorespiratory series is presented. The method is based on quantifying self and mixed predictability of the two series using nearest-neighbour local linear approximation. It returns two causal coupling indexes measuring the relative improvement in predictability along direct and reverse directions, and a directionality index indicating the preferential direction of interaction. The method was implemented through a cross-validation approach that allowed quantification of directionality without constraining the embedding of the series, and fully exploited the available data to maximise th…
Time-Varying Surrogate Data to Assess Nonlinearity in Nonstationary Time Series: Application to Heart Rate Variability
2009
We propose a method to extend to time-varying (TV) systems the procedure for generating typical surrogate time series, in order to test the presence of nonlinear dynamics in potentially nonstationary signals. The method is based on fitting a TV autoregressive (AR) model to the original series and then regressing the model coefficients with random replacements of the model residuals to generate TV AR surrogate series. The proposed surrogate series were used in combination with a TV sample entropy (SE) discriminating statistic to assess nonlinearity in both simulated and experimental time series, in comparison with traditional time-invariant (TIV) surrogates combined with the TIV SE discrimin…
Finite-element design sensitivity analysis for non-linear potential problems
1990
Design sensitivity analysis is performed for the finite-element system arising from the discretization of non-linear potential problems using isoparametric Lagrangian elements. The calculated sensitivity formulae are given in a simple matrix form. Applications to the design of electromagnets and airfoils are given.