Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models

The most common approach to assess the dynamical complexity of a time series across multiple temporal scales makes use of the multiscale entropy (MSE) and refined MSE (RMSE) measures. In spite of their popularity, MSE and RMSE lack an analytical framework allowing their calculation for known dynamic...

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Main Authors: Luca Faes, Alberto Porta, Michal Javorka, Giandomenico Nollo
Format: Article
Language:English
Published: Wiley 2017-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2017/1768264
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author Luca Faes
Alberto Porta
Michal Javorka
Giandomenico Nollo
author_facet Luca Faes
Alberto Porta
Michal Javorka
Giandomenico Nollo
author_sort Luca Faes
collection DOAJ
description The most common approach to assess the dynamical complexity of a time series across multiple temporal scales makes use of the multiscale entropy (MSE) and refined MSE (RMSE) measures. In spite of their popularity, MSE and RMSE lack an analytical framework allowing their calculation for known dynamic processes and cannot be reliably computed over short time series. To overcome these limitations, we propose a method to assess RMSE for autoregressive (AR) stochastic processes. The method makes use of linear state-space (SS) models to provide the multiscale parametric representation of an AR process observed at different time scales and exploits the SS parameters to quantify analytically the complexity of the process. The resulting linear MSE (LMSE) measure is first tested in simulations, both theoretically to relate the multiscale complexity of AR processes to their dynamical properties and over short process realizations to assess its computational reliability in comparison with RMSE. Then, it is applied to the time series of heart period, arterial pressure, and respiration measured for healthy subjects monitored in resting conditions and during physiological stress. This application to short-term cardiovascular variability documents that LMSE can describe better than RMSE the activity of physiological mechanisms producing biological oscillations at different temporal scales.
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institution Kabale University
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spelling doaj-art-03147b2665d244779845b907f2fed0cd2025-02-03T01:12:24ZengWileyComplexity1076-27871099-05262017-01-01201710.1155/2017/17682641768264Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space ModelsLuca Faes0Alberto Porta1Michal Javorka2Giandomenico Nollo3BIOtech, Department of Industrial Engineering, University of Trento, Trento, ItalyDepartment of Biomedical Sciences for Health, University of Milan, Milan, ItalyDepartment of Physiology, Jessenius Faculty of Medicine, Comenius University in Bratislava, Mala Hora 4C, 03601 Martin, SlovakiaBIOtech, Department of Industrial Engineering, University of Trento, Trento, ItalyThe most common approach to assess the dynamical complexity of a time series across multiple temporal scales makes use of the multiscale entropy (MSE) and refined MSE (RMSE) measures. In spite of their popularity, MSE and RMSE lack an analytical framework allowing their calculation for known dynamic processes and cannot be reliably computed over short time series. To overcome these limitations, we propose a method to assess RMSE for autoregressive (AR) stochastic processes. The method makes use of linear state-space (SS) models to provide the multiscale parametric representation of an AR process observed at different time scales and exploits the SS parameters to quantify analytically the complexity of the process. The resulting linear MSE (LMSE) measure is first tested in simulations, both theoretically to relate the multiscale complexity of AR processes to their dynamical properties and over short process realizations to assess its computational reliability in comparison with RMSE. Then, it is applied to the time series of heart period, arterial pressure, and respiration measured for healthy subjects monitored in resting conditions and during physiological stress. This application to short-term cardiovascular variability documents that LMSE can describe better than RMSE the activity of physiological mechanisms producing biological oscillations at different temporal scales.http://dx.doi.org/10.1155/2017/1768264
spellingShingle Luca Faes
Alberto Porta
Michal Javorka
Giandomenico Nollo
Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models
Complexity
title Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models
title_full Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models
title_fullStr Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models
title_full_unstemmed Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models
title_short Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models
title_sort efficient computation of multiscale entropy over short biomedical time series based on linear state space models
url http://dx.doi.org/10.1155/2017/1768264
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AT michaljavorka efficientcomputationofmultiscaleentropyovershortbiomedicaltimeseriesbasedonlinearstatespacemodels
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