相关论文: Analysis of Non-stationary Data for Heart-Rate Flu…

We propose a novel inverse method that utilizes a set of data to construct a simple equation that governs the stochastic process for which the data have been measured, hence enabling us to reconstruct the stochastic process. As an example,…

We investigate the Markov nature, Cascade of information from large time scale to small scale and extended self similarity properties of the beat to beat fluctuations of healthy subjects as well as those with congestive heart failure. To…

Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…

We focus on various measures of the fluctuations of the sequence of intervals between beats of the human heart, and how such fluctuations can be used to assess the presence or likelihood of cardiovascular disease. We examine sixteen such…

Rate processes with dynamical disorder are investigated within a simple framework provided by unidirectional electron transfer (ET) with fluctuating transfer rate. The rate fluctuations are assumed to be described by a non-Markovian…

Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…

We discuss open problems related to the stochastic modeling of cardiac function. The work is based on an experimental investigation of the dynamics of heart rate variability (HRV) in the absence of respiratory perturbations. We consider…

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

We propose a new statistical test to identify non-stationary frequency-modulated stochastic processes from time series data. Our method uses the instantaneous phase as a discriminatory statistics with reliable critical values derived from…

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

We perform a detailed comparison between a Markov Switching Jump Diffusion Model and a Markov Switching {\alpha}-Stable Distribution Model with respect to the analysis of non-stationary data. We show that the jump diffusion model is…

We analize heartbeat time-series corresponding to several groups of individuals (healthy, heart transplanted, with congestive heart failure (CHF), after myocardial infarction (MI), hypertensive), looking for short- and long-time statistical…

Although there are many methods for functional data analysis (FDA), little emphasis is put on characterizing variability among volatilities of individual functions. In particular, certain individuals exhibit erratic swings in their…

Human heart rate fluctuates in a complex and non-stationary manner. Elaborating efficient and adequate tools for the analysis of such signals has been a great challenge for the researchers during last decades. Here, an overview of the main…

Multiresolution Wavelet Transform and Detrended Fluctuation Analysis have been recently proven as excellent methods in the analysis of Heart Rate Variability, and in distinguishing between healthy subjects and patients with various…

This paper introduces an analytical formula for the fractional-order conditional moments of nonlinear drift constant elasticity of variance (NLD-CEV) processes under regime switching, governed by continuous-time finite-state irreducible…

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

Heart rate variability (HRV) series reflects the dynamical variation of heartbeat-to-heartbeat intervals in time and is one of the outputs of the cardiovascular system. Over the years, this system has been recognized for generating…