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Cardiovascular diseases remain the leading global cause of mortality. Age is an important covariate whose effect is most easily investigated in a healthy cohort to properly distinguish the former from disease-related changes. Traditionally,…

Signal Processing · Electrical Eng. & Systems 2024-04-23 Gabriel Ott , Yannik Schaubelt , Juan Miguel Lopez Alcaraz , Wilhelm Haverkamp , Nils Strodthoff

In order to sample from a given target distribution (often of Gibbs type), the Monte Carlo Markov chain method consists in constructing an ergodic Markov process whose invariant measure is the target distribution. By sampling the Markov…

Probability · Mathematics 2015-06-11 Luc Rey-Bellet , Kostantinos Spiliopoulos

Despite the widespread diffusion of nonlinear methods for heart rate variability (HRV) analysis, the presence and the extent to which nonlinear dynamics contribute to short-term HRV is still controversial. This work aims at testing the…

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

The concept of time series irreversibility -- the degree by which the statistics of signals are not invariant under time reversal -- naturally appears in non-equilibrium physics in stationary systems which operate away from equilibrium and…

Physics and Society · Physics 2020-08-05 Alfredo González-Espinoza , Gustavo Martínez-Mekler , Lucas Lacasa

The oscillations of the human heart rate are inherently complex and non-linear -- they are best described by mathematical chaos, and they present a challenge when applied to the practical domain of cardiovascular health monitoring in…

Machine Learning · Computer Science 2025-11-03 Berken Utku Demirel , Christian Holz

A method for testing nonlinearity in time series is described based on information-theoretic functionals -- redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the surrogate data technique,…

comp-gas · Physics 2015-06-24 Milan PALUS

This work aims at providing a new model for time series classification based on learning from just one example. We assume that time series can be well characterized as a parametric random process, a sort of Hidden semi-Markov Model…

Machine Learning · Statistics 2022-11-18 Adrián Pérez Herrero , Paulo Félix Lamas , Jesús María Rodríguez Presedo

Electrocardiogram (ECG), a technique for medical monitoring of cardiac activity, is an important method for identifying cardiovascular disease. However, analyzing the increasing quantity of ECG data consumes a lot of medical resources. This…

Signal Processing · Electrical Eng. & Systems 2022-10-13 Xinyao Hou , Shengmei Qin , Jianbo Su

We propose a causal hidden Markov model to achieve robust prediction of irreversible disease at an early stage, which is safety-critical and vital for medical treatment in early stages. Specifically, we introduce the hidden variables which…

Computer Vision and Pattern Recognition · Computer Science 2021-03-31 Jing Li , Botong Wu , Xinwei Sun , Yizhou Wang

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

Statistical Mechanics · Physics 2023-07-05 Jann van der Meer , Julius Degünther , Udo Seifert

A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…

Statistics Theory · Mathematics 2018-03-29 Frédéric Proïa , Marius Soltane

We report about probabilistic likelihood estimates that are performed on time series using an echo state network with orthogonal recurrent connectivity. The results from tests using synthetic stochastic input time series with temporal…

Neural and Evolutionary Computing · Computer Science 2017-06-14 Norbert Michael Mayer , Ying-Hao Yu

Electrocardiogram (ECG) is one of the non-invasive and low-risk methods to monitor the condition of the human heart. Any abnormal pattern(s) in the ECG signal is an indicative measure of malfunctioning of the heart, termed as arrhythmia.…

Signal Processing · Electrical Eng. & Systems 2018-10-10 Sai Manoj Pudukotai Dinakarrao , Matthias Wess

In this work we present a new idea to develop a method to separate stochastic and deterministic information contained in an electrocardiogram, ECG, which may provide new sources of information with diagnostic purposes. We assume that the…

Data Analysis, Statistics and Probability · Physics 2016-08-16 R. M. Gutiérrez , L. Sandoval

An important paradigm in smart health is developing diagnosis tools and monitoring a patient's heart activity through processing Electrocardiogram (ECG) signals is a key example, sue to high mortality rate of heart-related disease. However,…

Signal Processing · Electrical Eng. & Systems 2018-11-02 Jiaming Chen , Ali Valehi , Abolfazl Razi

Ensuring timely and accurate diagnosis of medical conditions is paramount for effective patient care. Electrocardiogram (ECG) signals are fundamental for evaluating a patient's cardiac health and are readily available. Despite this, little…

Signal Processing · Electrical Eng. & Systems 2025-11-21 Juan Miguel Lopez Alcaraz , Nils Strodthoff

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Statistics Theory · Mathematics 2020-07-16 Paul Doukhan , Michael H. Neumann , Lionel Truquet

We propose a simple criterion, inspired from the irreducible aperiodic Markov chains, to derive the exponential convergence of general positive semi-groups. When not checkable on the whole state space, it can be combined to the use of…

Probability · Mathematics 2020-11-09 Bertrand Cloez , Pierre Gabriel

Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable…

Machine Learning · Statistics 2016-11-17 Jie Ding , Mohammad Noshad , Vahid Tarokh