Data-driven pattern identification and outlier detection in time series

We address the problem of data-driven pattern identification and outlier detection in time series. To this end, we use singular value decomposition (SVD) which is a well-known technique to compute a low-rank approximation for an arbitrary matrix. By recasting the time series as a matrix it becomes possible to use SVD to highlight the underlying patterns and periodicities. This is done without the need for specifying user-defined parameters. From a data mining perspective, this opens up new ways of analyzing time series in a data-driven, bottom-up fashion. However, in order to get correct results, it is important to understand how the SVD-spectrum of a time series is influenced by various characteristics of the underlying signal and noise. In this paper, we have extended the work in earlier papers by initiating a more systematic analysis of these effects. We then illustrate our findings on some real-life data

Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series

Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests suggest that the performance of LRC estimators varies when using different generators of LRC time series. Here, we compare the performances of four estimators [Fluctuation Analysis (FA), Detrended Fluctuation Analysis (DFA), Backward Detrending Moving Average (BDMA), and centred Detrending Moving Average (CDMA)]. We use three different generators [Fractional Gaussian Noises, and two ways of generating Fractional Brownian Motions]. We find that CDMA has the best performance and DFA is only slightly worse in some situations, while FA performs the worst. In addition, CDMA and DFA are less sensitive to the scaling range than FA. Hence, CDMA and DFA remain "The Methods of Choice" in determining the Hurst index of time series.Comment: 6 pages (including 3 figures) + 3 supplementary figure

Revisiting detrended fluctuation analysis

Half a century ago Hurst introduced Rescaled Range (R/S) Analysis to study fluctuations in time series. Thousands of works have investigated or applied the original methodology and similar techniques, with Detrended Fluctuation Analysis becoming preferred due to its purported ability to mitigate nonstationaries. We show Detrended Fluctuation Analysis introduces artifacts for nonlinear trends, in contrast to common expectation, and demonstrate that the empirically observed curvature induced is a serious finite-size effect which will always be present. Explicit detrending followed by measurement of the diffusional spread of a signals' associated random walk is preferable, a surprising conclusion given that Detrended Fluctuation Analysis was crafted specifically to replace this approach. The implications are simple yet sweeping: there is no compelling reason to apply Detrended Fluctuation Analysis as it 1) introduces uncontrolled bias; 2) is computationally more expensive than the unbiased estimator; and 3) cannot provide generic or useful protection against nonstationaries

Asymmetric properties of long-term and total heart rate variability

We report on two new physiological phenomena: the long-term and total heart rate asymmetry, which describe a significantly larger contribution of heart rate accelerations to long-term and total heart rate variability. In addition to the existing pair of indices, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\text {SD1}}_{\rm d}, {\text {SD1}}_{\rm a},$$\end{document} which are based on partitioning short-term variance, we introduce two other pairs of descriptors based on partitioning long-term (\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\text {SD2}}_{\rm d}, {\text {SD2}}_{\rm a}$$\end{document}) and total (\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\text {SDNN}}_{\rm d}, {\text {SDNN}}_{\rm a}$$\end{document}) heart rate variability. The new asymmetric descriptors are used to analyze RR intervals time series derived from the 30-min ECG recordings of 241 healthy subjects resting in supine position. It is shown that both new types of asymmetry are present in 76% of the subjects. The new phenomena reported here are real physiological findings rather than artifacts of the method since they vanish after data shuffling

A Biological Global Positioning System: Considerations for Tracking Stem Cell Behaviors in the Whole Body

Many recent research studies have proposed stem cell therapy as a treatment for cancer, spinal cord injuries, brain damage, cardiovascular disease, and other conditions. Some of these experimental therapies have been tested in small animals and, in rare cases, in humans. Medical researchers anticipate extensive clinical applications of stem cell therapy in the future. The lack of basic knowledge concerning basic stem cell biology-survival, migration, differentiation, integration in a real time manner when transplanted into damaged CNS remains an absolute bottleneck for attempt to design stem cell therapies for CNS diseases. A major challenge to the development of clinical applied stem cell therapy in medical practice remains the lack of efficient stem cell tracking methods. As a result, the fate of the vast majority of stem cells transplanted in the human central nervous system (CNS), particularly in the detrimental effects, remains unknown. The paucity of knowledge concerning basic stem cell biology—survival, migration, differentiation, integration in real-time when transplanted into damaged CNS remains a bottleneck in the attempt to design stem cell therapies for CNS diseases. Even though excellent histological techniques remain as the gold standard, no good in vivo techniques are currently available to assess the transplanted graft for migration, differentiation, or survival. To address these issues, herein we propose strategies to investigate the lineage fate determination of derived human embryonic stem cells (hESC) transplanted in vivo into the CNS. Here, we describe a comprehensive biological Global Positioning System (bGPS) to track transplanted stem cells. But, first, we review, four currently used standard methods for tracking stem cells in vivo: magnetic resonance imaging (MRI), bioluminescence imaging (BLI), positron emission tomography (PET) imaging and fluorescence imaging (FLI) with quantum dots. We summarize these modalities and propose criteria that can be employed to rank the practical usefulness for specific applications. Based on the results of this review, we argue that additional qualities are still needed to advance these modalities toward clinical applications. We then discuss an ideal procedure for labeling and tracking stem cells in vivo, finally, we present a novel imaging system based on our experiments

Multifractal and entropy analysis of resting-state electroencephalography reveals spatial organization in local dynamic functional connectivity

Functional connectivity of the brain fluctuates even in resting-state condition. It has been reported recently that fluctuations of global functional network topology and those of individual connections between brain regions expressed multifractal scaling. To expand on these findings, in this study we investigated if multifractality was indeed an inherent property of dynamic functional connectivity (DFC) on the regional level as well. Furthermore, we explored if local DFC showed region-specific differences in its multifractal and entropy-related features. DFC analyses were performed on 62-channel, resting-state electroencephalography recordings of twelve young, healthy subjects. Surrogate data testing verified the true multifractal nature of regional DFC that could be attributed to the presumed nonlinear nature of the underlying processes. Moreover, we found a characteristic spatial distribution of local connectivity dynamics, in that frontal and occipital regions showed stronger long-range correlation and higher degree of multifractality, whereas the highest values of entropy were found over the central and temporal regions. The revealed topology reflected well the underlying resting-state network organization of the brain. The presented results and the proposed analysis framework could improve our understanding on how resting-state brain activity is spatio-temporally organized and may provide potential biomarkers for future clinical research

Universal entropy of word ordering across linguistic families

Background The language faculty is probably the most distinctive feature of our species, and endows us with a unique ability to exchange highly structured information. In written language, information is encoded by the concatenation of basic symbols under grammatical and semantic constraints. As is also the case in other natural information carriers, the resulting symbolic sequences show a delicate balance between order and disorder. That balance is determined by the interplay between the diversity of symbols and by their specific ordering in the sequences. Here we used entropy to quantify the contribution of different organizational levels to the overall statistical structure of language. Methodology/Principal Findings We computed a relative entropy measure to quantify the degree of ordering in word sequences from languages belonging to several linguistic families. While a direct estimation of the overall entropy of language yielded values that varied for the different families considered, the relative entropy quantifying word ordering presented an almost constant value for all those families. Conclusions/Significance Our results indicate that despite the differences in the structure and vocabulary of the languages analyzed, the impact of word ordering in the structure of language is a statistical linguistic universal