2,608 research outputs found
A maximum likelihood based technique for validating detrended fluctuation analysis (ML-DFA)
Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of
long-range temporal correlations in time series. Signals with long-range
temporal correlations are typically defined as having a power law decay in
their autocorrelation function. The output of DFA is an exponent, which is the
slope obtained by linear regression of a log-log fluctuation plot against
window size. However, if this fluctuation plot is not linear, then the
underlying signal is not self-similar, and the exponent has no meaning. There
is currently no method for assessing the linearity of a DFA fluctuation plot.
Here we present such a technique, called ML-DFA. We scale the DFA fluctuation
plot to construct a likelihood function for a set of alternative models
including polynomial, root, exponential, logarithmic and spline functions. We
use this likelihood function to determine the maximum likelihood and thus to
calculate values of the Akaike and Bayesian information criteria, which
identify the best fit model when the number of parameters involved is taken
into account and over-fitting is penalised. This ensures that, of the models
that fit well, the least complicated is selected as the best fit. We apply
ML-DFA to synthetic data from FARIMA processes and sine curves with DFA
fluctuation plots whose form has been analytically determined, and to
experimentally collected neurophysiological data. ML-DFA assesses whether the
hypothesis of a linear fluctuation plot should be rejected, and thus whether
the exponent can be considered meaningful. We argue that ML-DFA is essential to
obtaining trustworthy results from DFA.Comment: 22 pages, 7 figure
Estimation of Autoregressive Parameters from Noisy Observations Using Iterated Covariance Updates
Estimating the parameters of the autoregressive (AR) random process is a problem that has been well-studied. In many applications, only noisy measurements of AR process are available. The effect of the additive noise is that the system can be modeled as an AR model with colored noise, even when the measurement noise is white, where the correlation matrix depends on the AR parameters. Because of the correlation, it is expedient to compute using multiple stacked observations. Performing a weighted least-squares estimation of the AR parameters using an inverse covariance weighting can provide significantly better parameter estimates, with improvement increasing with the stack depth. The estimation algorithm is essentially a vector RLS adaptive filter, with time-varying covariance matrix. Different ways of estimating the unknown covariance are presented, as well as a method to estimate the variances of the AR and observation noise. The notation is extended to vector autoregressive (VAR) processes. Simulation results demonstrate performance improvements in coefficient error and in spectrum estimation
Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases
In many applications, such as physiology and finance, large time series data
bases are to be analyzed requiring the computation of linear, nonlinear and
other measures. Such measures have been developed and implemented in commercial
and freeware softwares rather selectively and independently. The Measures of
Analysis of Time Series ({\tt MATS}) {\tt MATLAB} toolkit is designed to handle
an arbitrary large set of scalar time series and compute a large variety of
measures on them, allowing for the specification of varying measure parameters
as well. The variety of options with added facilities for visualization of the
results support different settings of time series analysis, such as the
detection of dynamics changes in long data records, resampling (surrogate or
bootstrap) tests for independence and linearity with various test statistics,
and discrimination power of different measures and for different combinations
of their parameters. The basic features of {\tt MATS} are presented and the
implemented measures are briefly described. The usefulness of {\tt MATS} is
illustrated on some empirical examples along with screenshots.Comment: 25 pages, 9 figures, two tables, the software can be downloaded at
http://eeganalysis.web.auth.gr/indexen.ht
Generalized Perceptual Linear Prediction (gPLP) Features for Animal Vocalization Analysis
A new feature extraction model, generalized perceptual linear prediction (gPLP), is developed to calculate a set of perceptually relevant features for digital signal analysis of animalvocalizations. The gPLP model is a generalized adaptation of the perceptual linear prediction model, popular in human speech processing, which incorporates perceptual information such as frequency warping and equal loudness normalization into the feature extraction process. Since such perceptual information is available for a number of animal species, this new approach integrates that information into a generalized model to extract perceptually relevant features for a particular species. To illustrate, qualitative and quantitative comparisons are made between the species-specific model, generalized perceptual linear prediction (gPLP), and the original PLP model using a set of vocalizations collected from captive African elephants (Loxodonta africana) and wild beluga whales (Delphinapterus leucas). The models that incorporate perceptional information outperform the original human-based models in both visualization and classification tasks
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Systems and methods for physiological signal enhancement and biometric extraction using non-invasive optical sensors
A system and method for signal processing to remove unwanted noise components including: (i) wavelength-independent motion artifacts such as tissue, bone and skin effects, and (ii) wavelength-dependent motion artifact/noise components such as venous blood pulsation and movement due to various sources including muscle pump, respiratory pump and physical perturbation. Disclosed are methods, analytics, and their uses for reliable perfusion monitoring, arterial oxygen saturation monitoring, heart rate monitoring during daily activities and in hospital settings and for extraction of physiological parameters such as respiration information, hemodynamic parameters, venous capacity, and fluid responsiveness. The system and methods disclosed are extendable to include monitoring platforms for perfusion, hypoxia, arrhythmia detection, airway obstruction detection and sleep disorders including apnea.Board of Regents, University of Texas Syste
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