Feature-based time-series analysis

This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of feature-based representations for time series that have been developed to aid interpretable insights into time-series structure. Particular emphasis is given to emerging research that facilitates wide comparison of feature-based representations that allow us to understand the properties of a time-series dataset that make it suited to a particular feature-based representation or analysis algorithm. The future of time-series analysis is likely to embrace approaches that exploit machine learning methods to partially automate human learning to aid understanding of the complex dynamical patterns in the time series we measure from the world.Comment: 28 pages, 9 figure

Neural Network Entropy (NNetEn): EEG Signals and Chaotic Time Series Separation by Entropy Features, Python Package for NNetEn Calculation

Entropy measures are effective features for time series classification problems. Traditional entropy measures, such as Shannon entropy, use probability distribution function. However, for the effective separation of time series, new entropy estimation methods are required to characterize the chaotic dynamic of the system. Our concept of Neural Network Entropy (NNetEn) is based on the classification of special datasets (MNIST-10 and SARS-CoV-2-RBV1) in relation to the entropy of the time series recorded in the reservoir of the LogNNet neural network. NNetEn estimates the chaotic dynamics of time series in an original way. Based on the NNetEn algorithm, we propose two new classification metrics: R2 Efficiency and Pearson Efficiency. The efficiency of NNetEn is verified on separation of two chaotic time series of sine mapping using dispersion analysis (ANOVA). For two close dynamic time series (r = 1.1918 and r = 1.2243), the F-ratio has reached the value of 124 and reflects high efficiency of the introduced method in classification problems. The EEG signal classification for healthy persons and patients with Alzheimer disease illustrates the practical application of the NNetEn features. Our computations demonstrate the synergistic effect of increasing classification accuracy when applying traditional entropy measures and the NNetEn concept conjointly. An implementation of the algorithms in Python is presented.Comment: 24 pages, 18 figures, 2 table

Statistical Mechanics and Information-Theoretic Perspectives on Complexity in the Earth System

Peer reviewedPublisher PD

Multivariate assessment of linear and non-linear causal coupling pathways within the central-autonomic-network in patients suffering from schizophrenia

Im Bereich der Zeitreihenanalyse richtet sich das Interesse zunehmend darauf, wie Einblicke in die Interaktions- und Regulationsprozesse von pathophysiologischen- und physiologischen Zuständen erlangt werden können. Neuste Fortschritte in der nichtlinearen Dynamik, der Informationstheorie und der Netzwerktheorie liefern dabei fundiertes Wissen über Kopplungswege innerhalb (patho)physiologischer (Sub)Systeme. Kopplungsanalysen zielen darauf ab, ein besseres Verständnis dafür zu erlangen, wie die verschiedenen integrierten regulatorischen (Sub)Systeme mit ihren komplexen Strukturen und Regulationsmechanismen das globale Verhalten und die unterschiedlichen physiologischen Funktionen auf der Ebene des Organismus beschreiben. Insbesondere die Erfassung und Quantifizierung der Kopplungsstärke und -richtung sind wesentliche Aspekte für ein detaillierteres Verständnis physiologischer Regulationsprozesse. Ziel dieser Arbeit war die Charakterisierung kurzfristiger unmittelbarer zentral-autonomer Kopplungspfade (top-to-bottom und bottom to top) durch die Kopplungsanalysen der Herzfrequenz, des systolischen Blutdrucks, der Atmung und zentraler Aktivität (EEG) bei schizophrenen Patienten und Gesunden. Dafür wurden in dieser Arbeit neue multivariate kausale und nicht-kausale, lineare und nicht-lineare Kopplungsanalyseverfahren (HRJSD, mHRJSD, NSTPDC) entwickelt, die in der Lage sind, die Kopplungsstärke und -richtung, sowie deterministische regulatorische Kopplungsmuster innerhalb des zentralen-autonomen Netzwerks zu quantifizieren und zu klassifizieren. Diese Kopplungsanalyseverfahren haben ihre eigenen Besonderheiten, die sie einzigartig machen, auch im Vergleich zu etablierten Kopplungsverfahren. Sie erweitern das Spektrum neuartiger Kopplungsansätze für die Biosignalanalyse und tragen auf ihre Weise zur Gewinnung detaillierter Informationen und damit zu einer verbesserten Diagnostik/Therapie bei. Die Hauptergebnisse dieser Arbeit zeigen signifikant schwächere nichtlineare zentral-kardiovaskuläre und zentral-kardiorespiratorische Kopplungswege und einen signifikant stärkeren linearen zentralen Informationsfluss in Richtung des Herzkreislaufsystems auf, sowie einen signifikant stärkeren linearen respiratorischen Informationsfluss in Richtung des zentralen Nervensystems in der Schizophrenie im Vergleich zu Gesunden. Die detaillierten Erkenntnisse darüber, wie die verschiedenen zentral-autonomen Netzwerke mit paranoider Schizophrenie assoziiert sind, können zu einem besseren Verständnis darüber führen, wie zentrale Aktivierung und autonome Reaktionen und/oder Aktivierung in physiologischen Netzwerken unter pathophysiologischen Bedingungen zusammenhängen.In the field of time series analysis, increasing interest focuses on insights gained how the coupling pathways of regulatory mechanisms work in healthy and ill states. Recent advances in non-linear dynamics, information theory and network theory lead to a new sophisticated body of knowledge about coupling pathways within (patho)physiological (sub)systems. Coupling analyses aim to provide a better understanding of how the different integrated physiological (sub)systems, with their complex structures and regulatory mechanisms, describe the global behaviour and distinct physiological functions at the organism level. In particular, the detection and quantification of the coupling strength and direction are important aspects for a more detailed understanding of physiological regulatory processes. This thesis aimed to characterize short-term instantaneous central-autonomic-network coupling pathways (top-to-bottom and bottom to top) by analysing the coupling of heart rate, systolic blood pressure, respiration and central activity (EEG) in schizophrenic patients and healthy participants. Therefore, new multivariate causal and non-causal linear and non-linear coupling approaches (HRJSD, mHRJSD, NSTPDC) that are able to determine the coupling strength and direction were developed. Whereby, the HRJSD and mHRJSD approaches allow the quantification and classification of deterministic regulatory coupling patterns within and between the cardiovascular- the cardiorespiratory system and the central-autonomic-network were developed. These coupling approaches have their own unique features, even as compared to well-established coupling approaches. They expand the spectrum of novel coupling approaches for biosignal analysis and thus contribute in their own way to detailed information obtained, and thereby contribute to improved diagnostics/therapy. The main findings of this thesis revealed significantly weaker non-linear central-cardiovascular and central-cardiorespiratory coupling pathways, and significantly stronger linear central information flow in the direction of the cardiac- and vascular system, and a significantly stronger linear respiratory information transfer towards the central nervous system in schizophrenia in comparison to healthy participants. This thesis provides an enhanced understanding of the interrelationship of central and autonomic regulatory mechanisms in schizophrenia. The detailed findings on how variously-pronounced, central-autonomic-network pathways are associated with paranoid schizophrenia may enable a better understanding on how central activation and autonomic responses and/or activation are connected in physiology networks under pathophysiological conditions

Entropy and fractal analysis of brain-related neurophysiological signals in Alzheimer's and Parkinson's disease.

Brain-related neuronal recordings, such as local field potential, electroencephalogram and magnetoencephalogram, offer the opportunity to study the complexity of the human brain at different spatial and temporal scales. The complex properties of neuronal signals are intrinsically related to the concept of 'scale-free' behavior and irregular dynamic, which cannot be fully described through standard linear methods, but can be measured by nonlinear indexes. A remarkable application of these analysis methods on electrophysiological recordings is the deep comprehension of the pathophysiology of neurodegenerative diseases, that has been shown to be associated to changes in brain activity complexity. In particular, a decrease of global complexity has been associated to Alzheimer's disease, while a local increase of brain signals complexity characterizes Parkinson's disease. Despite the recent proliferation of studies using fractal and entropy-based analysis, the application of these techniques is still far from clinical practice, due to the lack of an agreement about their correct estimation and a conclusive and shared interpretation. Along with the aim of helping towards the realization of a multidisciplinary audience to approach nonlinear methods based on the concepts of fractality and irregularity, this survey describes the implementation and proper employment of the mostly known and applied indexes in the context of Alzheimer's and Parkinson's diseases

Towards automation in anaesthesia: a review

Simpósio Internacional MeMeA, realizado em 2014.Surgeries represent a risk for patients and a big cost for the hospital. Anaesthesia represents a complex part of surgery also carries risks for patients. The most known are awareness (with deep psychological consequences); increased risk of morbidity and mortality; adverse reactions and long post-op recovery. The complexity of anaesthesia management can be reduced by studying the patients' responses and developing indicators of the patient state. To assess the level of depth of anaesthesia, the anaesthetist needs to be aware of the patient physiological responses to the drugs and to surgical stimuli. A system that could advise on the patient state considering all clinical signs being measured, the patient individual response and the amount of drugs, will have a big impact on patient overall safety and future health, post-op recovery and hospital resources. This paper does a review of different systems and methods applied to several aspects of the anaesthesia field. All with the goal of working towards automation in this very complex area, that involves high risks for patients. This paper covers advisor systems; signal processing; new monitors and devices; mathematical modelling; and control algorithms; all focused on practical clinical implementation. The objective is to have an overview of the work done so far and the steps taken towards automation in anaesthesia.ISPA - System Integration and Process Automation Unit - Part of the LAETA (Associated Laboratory of Energy, Transports and Aeronautics) a I&D Unit of the Foundation for Science and Technology (FCT), Portugal. FCT support under project PEst-OE/EME/LA0022/2013.info:eu-repo/semantics/publishedVersio

Dynamic Complexity and Causality Analysis of Scalp EEG for Detection of Cognitive Deficits

This dissertation explores the potential of scalp electroencephalography (EEG) for the detection and evaluation of neurological deficits due to moderate/severe traumatic brain injury (TBI), mild cognitive impairment (MCI), and early Alzheimer’s disease (AD). Neurological disorders often cannot be accurately diagnosed without the use of advanced imaging modalities such as computed tomography (CT), magnetic resonance imaging (MRI), and positron emission tomography (PET). Non-quantitative task-based examinations are also used. None of these techniques, however, are typically performed in the primary care setting. Furthermore, the time and expense involved often deters physicians from performing them, leading to potential worse prognoses for patients. If feasible, screening for cognitive deficits using scalp EEG would provide a fast, inexpensive, and less invasive alternative for evaluation of TBI post injury and detection of MCI and early AD. In this work various measures of EEG complexity and causality are explored as means of detecting cognitive deficits. Complexity measures include eventrelated Tsallis entropy, multiscale entropy, inter-regional transfer entropy delays, and regional variation in common spectral features, and graphical analysis of EEG inter-channel coherence. Causality analysis based on nonlinear state space reconstruction is explored in case studies of intensive care unit (ICU) signal reconstruction and detection of cognitive deficits via EEG reconstruction models. Significant contributions in this work include: (1) innovative entropy-based methods for analyzing event-related EEG data; (2) recommendations regarding differences in MCI/AD of common spectral and complexity features for different scalp regions and protocol conditions; (3) development of novel artificial neural network techniques for multivariate signal reconstruction; and (4) novel EEG biomarkers for detection of dementia

Fractals in the Nervous System: conceptual Implications for Theoretical Neuroscience

This essay is presented with two principal objectives in mind: first, to document the prevalence of fractals at all levels of the nervous system, giving credence to the notion of their functional relevance; and second, to draw attention to the as yet still unresolved issues of the detailed relationships among power law scaling, self-similarity, and self-organized criticality. As regards criticality, I will document that it has become a pivotal reference point in Neurodynamics. Furthermore, I will emphasize the not yet fully appreciated significance of allometric control processes. For dynamic fractals, I will assemble reasons for attributing to them the capacity to adapt task execution to contextual changes across a range of scales. The final Section consists of general reflections on the implications of the reviewed data, and identifies what appear to be issues of fundamental importance for future research in the rapidly evolving topic of this review

Development of nonlinear techniques based on time-frequency representation and information theory for the analysis of EEG signals to assess different states of consciousness

Electroencephalogram (EEG) recordings provide insight into the changes in brain activity associated with various states of anesthesia, epilepsy, brain attentiveness, sleep disorders, brain disorders, etc. EEG's are complex signals whose statistical properties depend on both space and time. Their randomness and non-stationary characteristics make them impossible to be described in an accurate way with a simple technique, requiring analysis and characterization involves techniques that take into account their non-stationarity. For that, new advanced techniques in order to improve the efficiency of the EEG based methods used in the clinical practice have to be developed. The main objective of this thesis was to investigate and implement different methods based on nonlinear techniques in order to develop indexes able to characterize the frequency spectrum, the nonlinear dynamics and the complexity of the EEG signals recorded in different state of consciousness. Firstly, a new method for removing peak and spike in biological signal based on the signal envelope was successfully designed and applied to simulated and real EEG signals, obtaining performances significantly better than the traditional adaptive filters. Then, several studies were carried out in order to extract and evaluate EEG measures based on nonlinear techniques in different contexts such as the automatic detection of sleepiness and the characterization and prediction of the nociceptive stimuli and the assessment of the sedation level. Four novel indexes were defined by calculating entropy of the Choi-Williams distribution (CWD) with respect to time or frequency, by using the probability mass function at each time instant taken independently or by using the probability mass function of the entire CWD. The values of these indexes tend to decrease, with different proportion, when the behavior of the signals evolved from chaos or randomness to periodicity and present differences when comparing EEG recorded in eyes-open and eyes-closed states and in ictal and non-ictal states. Measures obtained with time-frequency representation, mutual information function and correntropy, were applied to EEG signals for the automatic sleepiness detection in patients suffering sleep disorders. The group of patients with excessive daytime sleepiness presented more power in ¿ band than the group without sleepiness, which presented higher spectral and cross-spectral entropy in the frontal zone in d band. More complexity in the occipital zone was found in the group of patients without sleepiness in ß band, while a stronger nonlinear coupling between the occipital and frontal regions was detected in patients with excessive daytime sleepiness, in ß band. Time-frequency representation and non-linear measures were also used in order to study how adaptation and fatigue affect the event-related brain potentials to stimuli of different modalities. Differences between the responses to infrequent and frequent stimulation in different recording periods were found in series of averaged EEG epochs recorded after thermal, electrical and auditory stimulation. Nonlinear measures calculated on EEG filtered in the traditional frequency bands and in higher frequency bands improved the assessment of the sedation level. These measures were obtained by applying all the developed techniques on signals recorded from patients sedated, in order to predict the responses to pain stimulation such as nail bad compression and endoscopy tube insertion. The proposed measures exhibit better performances than the bispectral index (BIS), a traditional indexes used for hypnosis assessment. In conclusion, nonlinear measures based on time-frequency representation, mutual information functions and correntropy provided additional information that helped to improve the automatic sleepiness detection, the characterization and prediction of the nociceptive responses and thus the assessment of the sedation level.El registro de la señal Electroencefalografíca (EEG) proporciona información sobre los cambios en la actividad cerebral asociados con varios estados de la anestesia, la epilepsia, la atención cerebral, los trastornos del sueño, los trastornos cerebrales, etc. Los EEG son señales complejas cuyas propiedades estadísticas dependen del espacio y del tiempo. Sus características aleatorias y no estacionarias hacen imposible que el EEG se describa de forma precisa con una técnica sencilla requiriendo un análisis y una caracterización que implica técnicas que tengan en cuenta su no estacionariedad. Todo esto aumenta la necesidad de desarrollar nuevas técnicas avanzadas con el fin de mejorar la eficiencia de los métodos utilizados en la práctica clínica que son basados en el análisis de EEG. En esta tesis se han investigado y aplicado diferentes métodos utilizando técnicas no lineales con el fin de desarrollar índices capaces de caracterizar el espectro de frecuencias, la dinámica no lineal y la complejidad de las señales EEG registradas en diferentes estados de conciencia. En primer lugar, se ha desarrollado un nuevo algoritmo basado en la envolvente de la señal para la eliminación de ruido de picos en las señales biológicas. Este algoritmo ha sido aplicado a señales simuladas y reales obteniendo resultados significativamente mejores comparados con los filtros adaptativos tradicionales. Seguidamente, se han llevado a cabo varios estudios con el fin de extraer y evaluar las medidas de EEG basadas en técnicas no lineales en diferentes contextos. Se han definido nuevos índices mediante el cálculo de la entropía de la distribución de Choi-Williams (DCW) con respecto al tiempo o la frecuencia. Se ha observado que los valores de estos índices tienden a disminuir, en diferentes proporciones, cuando el comportamiento de las señales evoluciona de caótico o aleatorio a periódico. Además, se han encontrado valores diferentes de estos índices aplicados a la señal EEG registrada en diferentes estados. Diferentes medidas basadas en la representación tiempo-frecuencia, la función de información mutua y la correntropia se han aplicado al EEG para la detección automática de la somnolencia en pacientes que sufren trastornos del sueño. Se ha observado en la zona frontal que la potencia en la banda θ es mayor en los pacientes con somnolencia diurna excesiva, mientras que la entropía espectral y la entropía espectral cruzada en la banda δ es mayor en los pacientes sin somnolencia. En el grupo sin somnolencia se ha encontrado más complejidad en la zona occipital, mientras que el acoplamiento no lineal entre las regiones occipital y frontal ha resultado más fuerte en pacientes con somnolencia diurna excesiva, en la banda β. La representación tiempo-frecuencia y las medidas no lineales se han utilizado para estudiar cómo la adaptación y la fatiga afectan a los potenciales cerebrales relacionados con estímulos térmicos, eléctricos y auditivos. Analizando el promedio de varias épocas de EEG grabadas después de la estimulación, se han encontrado diferencias entre las respuestas a la estimulación frecuente e infrecuente en diferentes períodos de registro. Todas las técnicas que se han desarrollado, se han aplicado a señales EEG registradas en pacientes sedados, con el fin de predecir las respuestas a la estimulación del dolor. Un conjunto de medidas calculadas en señales EEG filtradas en diferentes bandas de frecuencia ha permitido mejorar la evaluación del nivel de sedación. Las medidas propuestas han presentado un mejor rendimiento comparado con el índice bispectral, un indicador de hipnosis tradicional. En conclusión, las medidas no lineales basadas en la representación tiempofrecuencia, funciones de información mutua y correntropia han proporcionado informaciones adicionales que contribuyeron a mejorar la detección automática de la somnolencia, la caracterización y predicción de las respuestas nociceptivas y por lo tanto la evaluación del nivel de sedación