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We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to…

Machine Learning · Computer Science 2015-04-24 Dong Mao , Yang Wang , Qiang Wu

We generalize the method of surrogate data of testing for nonlinearity in time series to the case that the data are sampled with uneven time intervals. The null hypothesis will be that the data have been generated by a linear stochastic…

chao-dyn · Physics 2009-10-31 Andreas Schmitz , Thomas Schreiber

Cardiovascular diseases, including Heart Failure (HF), remain a leading global cause of mortality, often evading early detection. In this context, accessible and effective risk assessment is indispensable. Traditional approaches rely on…

Signal Processing · Electrical Eng. & Systems 2024-03-26 Sergio González , Abel Ko-Chun Yi , Wan-Ting Hsieh , Wei-Chao Chen , Chun-Li Wang , Victor Chien-Chia Wu , Shang-Hung Chang

A class of multivariate periodic autoregressive models is proposed where coupling between time series is achieved through linear mean functions. Various response distributions with quadratic mean-variance relationships fit into the…

Methodology · Statistics 2017-12-18 Johannes Bracher , Leonhard Held

We address the problem of estimating the mixing time $t_{\mathsf{mix}}$ of an arbitrary ergodic finite-state Markov chain from a single trajectory of length $m$. The reversible case was addressed by Hsu et al. [2019], who left the general…

Statistics Theory · Mathematics 2022-08-17 Geoffrey Wolfer , Aryeh Kontorovich

Using coherence analysis (which is an extensively used method to study the correlations in frequency domain, between two simultaneously measured signals) we estimate the time delay between two signals. This method is suitable for time delay…

Data Analysis, Statistics and Probability · Physics 2009-11-10 R. B. Govindan , J. Raethjen , F. Kopper , J. C. Claussen , G. Deuschl

A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established that the model is strictly stationary and ergodic. In the…

Methodology · Statistics 2022-03-31 Cesar Ojeda , Wilfredo Palma , Susana Eyheramendy , Felipe Elorrieta

The purpose of this paper is to adapt the empirical characteristic function (ECF) method to stable, but possibly not inverse stable linear stochastic system driven by the increments of a Levy-process. A remarkable property of the ECF method…

Methodology · Statistics 2014-01-07 L. Gerencser , M. Manfay

12-lead ECGs with high sampling frequency are the clinical gold standard for arrhythmia detection, but their short-term, spot-check nature often misses intermittent events. Wearable ECGs enable long-term monitoring but suffer from…

Machine Learning · Computer Science 2025-11-24 Angelina Yan , Matt L. Sampson , Peter Melchior

The electrocardiogram or ECG has been in use for over 100 years and remains the most widely performed diagnostic test to characterize cardiac structure and electrical activity. We hypothesized that parallel advances in computing power,…

Computer Vision and Pattern Recognition · Computer Science 2018-07-10 Geoffrey H. Tison , Jeffrey Zhang , Francesca N. Delling , Rahul C. Deo

Visibility algorithms are a family of methods to map time series into networks, with the aim of describing the structure of time series and their underlying dynamical properties in graph-theoretical terms. Here we explore some properties of…

Data Analysis, Statistics and Probability · Physics 2015-10-14 Lucas Lacasa , Ryan Flanagan

This work addresses the inverse problem of electrocardiography from a new perspective, by combining electrical and mechanical measurements. Our strategy relies on the defini-tion of a model of the electromechanical contraction which is…

Numerical Analysis · Mathematics 2015-03-24 Cesare Corrado , Jean-Frédéric Gerbeau , Philippe Moireau

Time irreversibility, which characterizes nonequilibrium processes, can be measured based on the probabilistic differences between symmetric vectors. To simplify the quantification of time irreversibility, symmetric permutations instead of…

Signal Processing · Electrical Eng. & Systems 2021-01-20 Wenpo Yao , Jun Wang , Matjaz Perc , Wenli Yao , Jiafei Dai , Daqing Guo , Dezhong Yao

Electronic health records contain valuable information for monitoring patients' health trajectories over time. Disease progression models have been developed to understand the underlying patterns and dynamics of diseases using these data as…

We studied how lagged linear regression can be used to detect the physiologic effects of drugs from data in the electronic health record (EHR). We systematically examined the effect of methodological variations ((i) time series…

Methodology · Statistics 2018-01-29 Matthew E. Levine , David J. Albers , George Hripcsak

Motivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic…

Data Structures and Algorithms · Computer Science 2026-03-19 Amir Azarmehr , Soheil Behnezhad , Alma Ghafari , Madhu Sudan

This paper introduces LLT-ECG, a novel method for electrocardiogram (ECG) signal classification that leverages concepts from theoretical physics to automatically generate features from time series data. Unlike traditional deep learning…

Machine Learning · Computer Science 2026-02-06 Péter Pósfay , Marcell T. Kurbucz , Péter Kovács , Antal Jakovác

Owing to recent advances in thoracic electrical impedance tomography, a patient's hemodynamic function can be noninvasively and continuously estimated in real-time by surveilling a cardiac volume signal associated with stroke volume and…

Signal Processing · Electrical Eng. & Systems 2023-01-05 Chang Min Hyun , Tae Jun Jang , Jeongchan Nam , Hyeuknam Kwon , Kiwan Jeon , Kyunghun Lee

The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series.…

Statistical Finance · Quantitative Finance 2016-01-11 Lucas Lacasa , Ryan Flanagan

Electroencephalography (EEG) signals are resultants of extremely complex brain activity. Some details of this hidden dynamics might be accessible through e.g. joint distributions $\rho_{\Delta t}$ of signals of pairs of electrodes shifted…

Signal Processing · Electrical Eng. & Systems 2023-05-30 Jarek Duda