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This paper presents a new robust fault and state estimation based on recursive least square filter for linear stochastic systems with unknown disturbances. The novel elements of the algorithm are : a simple, easily implementable, square…

Systems and Control · Computer Science 2013-06-20 Bessaoudi Talel , Ben Hmida Fayçal

Cardiovascular disease remains a significant problem in modern society. Among non-invasive techniques, the electrocardiogram (ECG) is one of the most reliable methods for detecting abnormalities in cardiac activities. However, ECG…

Signal Processing · Electrical Eng. & Systems 2023-03-22 Huy Pham , Konstantin Egorov , Alexey Kazakov , Semen Budennyy

This study investigates the feasibility of using electrocardiogram (ECG) data combined with basic patient metadata to estimate and monitor prompt laboratory abnormalities. We use the MIMIC-IV dataset to train multimodal deep learning models…

Signal Processing · Electrical Eng. & Systems 2025-11-20 Juan Miguel Lopez Alcaraz , Nils Strodthoff

In this paper, we consider static parameter estimation for a class of continuous-time state-space models. Our goal is to obtain an unbiased estimate of the gradient of the log-likelihood (score function), which is an estimate that is…

Machine Learning · Statistics 2021-06-01 Marco Ballesio , Ajay Jasra

We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…

Probability · Mathematics 2016-01-28 Wei Zhang

The following learning problem arises naturally in various applications: Given a finite sample from a categorical or count time series, can we learn a function of the sample that (nearly) maximizes the probability of correctly guessing the…

Statistics Theory · Mathematics 2026-05-27 J. -R. Chazottes , S. Gallo , D. Takahashi

In this article, we study the asymptotic behaviour of the residual autocorrelations for periodic vector autoregressive time series models (PVAR henceforth) with uncorrelated but dependent innovations (i.e., weak PVAR). We then deduce the…

Statistics Theory · Mathematics 2024-10-01 Yacouba Boubacar Mainassara , Eugen Ursu

In this paper we consider multivariate time series obtained as solution to multidimensional nonlinear stochastic difference equations whose coefficients are allowed to be locally degenerate and to present discontinuities. We provide simple…

Probability · Mathematics 2012-09-07 Marco Ferrante , Giovanni Fonseca

We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…

Probability · Mathematics 2026-03-03 Michele Caprio , Mengqi Chen

Many studies of biomedical time series signals aim to measure the association between frequency-domain properties of time series and clinical and behavioral covariates. However, the time-varying dynamics of these associations are largely…

Methodology · Statistics 2016-10-05 Scott A. Bruce , Martica H. Hall , Daniel J. Buysse , Robert T. Krafty

In this work, sample-based observability of linear discrete-time systems is studied. That is, we consider the case where the system output measurements are not available at every time instance. It is shown that some discrete-time systems…

Systems and Control · Electrical Eng. & Systems 2023-04-26 Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

Any reliable biomarker has to be specific, generalizable, and reproducible across individuals and contexts. The exact values of such a biomarker must represent similar health states in different individuals and at different times within the…

Quantitative Methods · Quantitative Biology 2023-05-12 Madhur Mangalam , Arash Sadri , Junichiro Hayano , Eiichi Watanabe , Ken Kiyono , Damian G. Kelty-Stephen

Using a method of entropic analysis of time series we establish the correlation between heartbeat long-range memory and mortality risk in patients with congestive heart failure.

Soft Condensed Matter · Physics 2007-05-23 P. Allegrini , R. Balocchi , S. Chillemi , P. Grigolini , P. Hamilton , R. Maestri , L. Palatella , G. Raffaelli

Measures of association between cortical regions based on activity signals provide useful information for studying brain functional connectivity. Difficulties occur with signals of electric neuronal activity, where an observed signal is a…

Methodology · Statistics 2024-01-09 Roberto D. Pascual-Marqui , Kieko Kochi , Toshihiko Kinoshita

The electrocardiogram (ECG) is routinely used in hospitals to analyze cardiovascular status and health of an individual. Abnormal heart rhythms can be a precursor to more serious conditions including sudden cardiac death. Classifying…

Signal Processing · Electrical Eng. & Systems 2022-07-15 Neville D. Gai

Single-arm studies in the early development phases of new treatments are not uncommon in the context of rare diseases or in paediatrics. If an assessment of efficacy is to be made at the end of such a study, the observed endpoints can be…

Methodology · Statistics 2026-03-02 Moritz Fabian Danzer , Rene Schmidt

In this work we apply the Method of Critical Fluctuations (MCF)on human Electrocardiogram (ECG) time-series. The method is able to reveal critical characteristics, in terms of physical behavior, in experimentally recorded signals. Using the…

Medical Physics · Physics 2019-08-20 Yiannis Contoyiannis , Fotis Diakonos , Myron Kampitakis

In this work we present a method to detect, identify and characterize stochastic information contained in an electrocardiogram (ECG). We assume, as it is well known, that the ECG has information corresponding to many different processes…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Rafael M. Gutiérrez , Luis A. Sandoval

Identifying the number of lags to include in an autoregressive model remains an open research problem due to the computational burden of treating it as a hyperparameter, especially in complex models. This study explores model-agnostic…

Methodology · Statistics 2025-09-09 Juan Pablo Montaño , Mario E. Arrieta-Prieto

Biomarker measurements obtained by blood sampling are often used as a non-invasive means of monitoring tumour progression in cancer patients. Diseases evolve dynamically over time, and studying longitudinal observations of specific…

Applications · Statistics 2025-03-14 Alice Cleynen , Benoîte de Saporta , Amélie Vernay