Related papers: Information-theoretical analysis of statistical me…
Power spectral density is an accepted measure of heart rate variability. Two estimators of multifractal properties: Wavelet Transform Modulus Maxima and Multifractal Detrended Fluctuation Analysis are used to investigate multifractal…
In this study, an improved second-order difference plot is proposed to analyze the variability of heart rate variability. Although the variation of physiological status of cardiovascular system can be shown graphically by the second-order…
Multiscale entropy (MSE) is a widely-used tool to analyze biomedical signals. It was proposed to overcome the deficiencies of conventional entropy methods when quantifying the complexity of time series. However, MSE is undefined for very…
Three aspects of time series are uncertainty (dispersion at a given time scale), scaling (time-scale dependence), and intermittency (inclination to change dynamics). Simple measures of dispersion are the mean absolute deviation and the…
The problem of estimating trend and seasonal variation in time-series data has been studied over several decades, although mostly using single time series. This paper studies the problem of estimating these components from functional data,…
Appealing to several multivariate information measures---some familiar, some new here---we analyze the information embedded in discrete-valued stochastic time series. We dissect the uncertainty of a single observation to demonstrate how the…
Differential symbolic entropy, a measure for nonlinear dynamics complexity, is proposed in our contribution. With flexible controlling parameter, the chaotic deterministic measure takes advantage of local nonlinear dynamical information…
Non-stationarity of the rate or variance of events is a well-known problem in the description and analysis of time series of events, such as neuronal spike trains. A multiple filter test (MFT) for rate homogeneity has been proposed earlier…
An analysis of the thermodynamic behavior of quantum systems can be performed from a geometrical perspective investigating the structure of the state space. We have developed such an analysis for nonextensive thermostatistical frameworks,…
By means of the concept of balanced estimation of diffusion entropy we evaluate reliable scale-invariance embedded in different sleep stages and stride records. Segments corresponding to Wake, light sleep, REM, and deep sleep stages are…
The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…
We consider the problem of signal estimation (denoising) from a statistical mechanical perspective, using a relationship between the minimum mean square error (MMSE), of estimating a signal, and the mutual information between this signal…
The statistical analysis of data stemming from dynamical systems, including, but not limited to, time series, routinely relies on the estimation of information theoretical quantities, most notably Shannon entropy. To this purpose, possibly…
One form of big data are signals - time series of consecutive values. In physical experiments, billions of values can now be measured within a second. Signals of heart and brain in intensive care, as well as seismic waves, are measured with…
The Atomic Clocks Ensemble in Space (ACES/PHARAO mission, ESA and CNES) will be installed on board the International Space Station (ISS) next year. A crucial part of this experiment is its two-way MicroWave Link (MWL), which will compare…
The performance of a number of different measures of nonlinearity in a time series is compared numerically. Their power to distinguish noisy chaotic data from linear stochastic surrogates is determined by Monte Carlo simulation for a number…
In this paper we use statistical complexity and information theory metrics to study structure within solar wind time series. We explore this using entropy-complexity and information planes, where the measure for entropy is formed using…
Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…
Line spectral estimation (LSE) from multi snapshot samples is studied utilizing the variational Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) method for a single snapshot, we develop the…
The power spectral density in Fourier frequency domain, and the different variants of the Allan deviation (ADEV) in dependence on the averaging time are well established tools to analyse the fluctuation properties and frequency instability…