Statistical hypothesis testing with time-frequency surrogates to check signal stationarity

International audienceAn operational framework is developed for testing stationarity relatively to an observation scale. The proposed method makes use of a family of stationary surrogates for defining the null hypothesis of stationarity. As a further contribution to the field, we demonstrate the strict-sense stationarity of surrogate signals and we exploit this property to derive the asymptotic distributions of their spectrogram and power spectral density. A statistical hypothesis testing framework is then proposed to check signal stationarity. Finally, some results are shown on a typical model of signals that can be thought of as stationary or nonstationary, depending on the observation scale used

Surrogate time series

Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many processes in nature seem very unlikely a priori to be linear, the possible nonlinear nature might not be evident in specific aspects of their dynamics. The method of surrogate data has become a very popular tool to address such a question. However, while it was meant to provide a statistically rigorous, foolproof framework, some limitations and caveats have shown up in its practical use. In this paper, recent efforts to understand the caveats, avoid the pitfalls, and to overcome some of the limitations, are reviewed and augmented by new material. In particular, we will discuss specific as well as more general approaches to constrained randomisation, providing a full range of examples. New algorithms will be introduced for unevenly sampled and multivariate data and for surrogate spike trains. The main limitation, which lies in the interpretability of the test results, will be illustrated through instructive case studies. We will also discuss some implementational aspects of the realisation of these methods in the TISEAN (http://www.mpipks-dresden.mpg.de/~tisean) software package.Comment: 28 pages, 23 figures, software at http://www.mpipks-dresden.mpg.de/~tisea

Testing Stationarity with Surrogates: A Time-Frequency Approach

International audienceAn operational framework is developed for testing stationarity relatively to an observation scale, in both stochastic and deterministic contexts. The proposed method is based on a comparison between global and local time-frequency features. The originality is to make use of a family of stationary surrogates for defining the null hypothesis of stationarity and to base on them two different statistical tests. The first one makes use of suitably chosen distances between local and global spectra, whereas the second one is implemented as a one-class classifier, the time-frequency features extracted from the surrogates being interpreted as a learning set for stationarity. The principle of the method and of its two variations is presented, and some results are shown on typical models of signals that can be thought of as stationary or nonstationary, depending on the observation scale used

A simple method for detecting chaos in nature

Chaos, or exponential sensitivity to small perturbations, appears everywhere in nature. Moreover, chaos is predicted to play diverse functional roles in living systems. A method for detecting chaos from empirical measurements should therefore be a key component of the biologist's toolkit. But, classic chaos-detection tools are highly sensitive to measurement noise and break down for common edge cases, making it difficult to detect chaos in domains, like biology, where measurements are noisy. However, newer tools promise to overcome these limitations. Here, we combine several such tools into an automated processing pipeline, and show that our pipeline can detect the presence (or absence) of chaos in noisy recordings, even for difficult edge cases. As a first-pass application of our pipeline, we show that heart rate variability is not chaotic as some have proposed, and instead reflects a stochastic process in both health and disease. Our tool is easy-to-use and freely available

Comparison Metrics for Time-histories: Application to Bridge Aerodynamics

Wind effects can be critical for the design of lifelines such as long-span bridges. The existence of a significant number of aerodynamic force models, used to assess the performance of bridges, poses an important question regarding their comparison and validation. This study utilizes a unified set of metrics for a quantitative comparison of time-histories in bridge aerodynamics with a host of characteristics. Accordingly, nine comparison metrics are included to quantify the discrepancies in local and global signal features such as phase, time-varying frequency and magnitude content, probability density, nonstationarity and nonlinearity. Among these, seven metrics available in the literature are introduced after recasting them for time-histories associated with bridge aerodynamics. Two additional metrics are established to overcome the shortcomings of the existing metrics. The performance of the comparison metrics is first assessed using generic signals with prescribed signal features. Subsequently, the metrics are applied to a practical example from bridge aerodynamics to quantify the discrepancies in the aerodynamic forces and response based on numerical and semi-analytical aerodynamic models. In this context, it is demonstrated how a discussion based on the set of comparison metrics presented here can aid a model evaluation by offering deeper insight. The outcome of the study is intended to provide a framework for quantitative comparison and validation of aerodynamic models based on the underlying physics of fluid-structure interaction. Immediate further applications are expected for the comparison of time-histories that are simulated by data-driven approaches

Detecting the harmonics of oscillations with time-variable frequencies

A method is introduced for the spectral analysis of complex noisy signals containing several frequency components. It enables components that are independent to be distinguished from the harmonics of nonsinusoidal oscillatory processes of lower frequency. The method is based on mutual information and surrogate testing combined with the wavelet transform, and it is applicable to relatively short time series containing frequencies that are time variable. Where the fundamental frequency and harmonics of a process can be identified, the characteristic shape of the corresponding oscillation can be determined, enabling adaptive filtering to remove other components and nonoscillatory noise from the signal. Thus the total bandwidth of the signal can be correctly partitioned and the power associated with each component then can be quantified more accurately. The method is first demonstrated on numerical examples. It is then used to identify the higher harmonics of oscillations in human skin blood flow, both spontaneous and associated with periodic iontophoresis of a vasodilatory agent. The method should be equally relevant to all situations where signals of comparable complexity are encountered, including applications in astrophysics, engineering, and electrical circuits, as well as in other areas of physiology and biology

Adaptive filtering for removing nonstationary physiological noise from resting state fMRI BOLD signals

fMRI is used to investigate brain functional connectivity after removing nonneural components by General Linear Model (GLM) approach with a reference ventricle-derived signal as covariate. Ventricle signals are related to low-frequency modulations of cardiac and respiratory rhythms, which are nonstationary activities. Herein, we employed an adaptive filtering approach to improve removing physiological noise from BOLD signals. Comparisons between filtering approaches were performed by evaluating the amount of removed signal variance and the connectivity between homologous contralateral regions of interest (ROIs). The global connectivity between ROIs was estimated with a generalized correlation named RV coefficient. The mean ROI decrease of variance was -52% and -11%, for adaptive filtering and GLM, respectively. Adaptive filtering led to higher connectivity between grey matter ROIs than that obtained with GLM. Thus, adaptive filtering is a feasible method for removing the physiological noise in the low frequency band and to highlight resting state functional networks