Dynamics extraction in multivariate biomedical time series.

Abstract

A nonlinear analysis of the underlying dynamics of a biomedical time series is proposed by means of a multi-dimensional testing of nonlinear Markovian hypotheses in the observed time series. The observed dynamics of the original N-dimensional biomedical time series is tested against a hierarchy of null hypotheses corresponding to N-dimensional nonlinear Markov processes of increasing order, whose conditional probability densities are estimated using neural networks. For each of the N time series, a measure based on higher order cumulants quantifies the independence between the past of the N-dimensional time series, and its value r steps ahead. This cumulant-based measure is used as a discriminating statistic for testing the null hypotheses. Experiments performed on artificial and real world examples, including autoregressive models, noisy chaos, and nonchaotic nonlinear processes, show the effectiveness of the proposed approach in modeling multivariate systems, predicting multidimensional time series, and characterizing the structure of biological systems. Electroencephalogram (EEG) time series and heart rate variability trends are tested as biomedical signal examples.