Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis
| Autor: | Eiichi Watanabe, Yoshiharu Yamamoto, Ken Kiyono, Taishin Nomura, Junichiro Hayano, Yutaka Tsujimoto, Yuki Miki |
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| Rok vydání: | 2017 |
| Předmět: |
Polynomial
Series (mathematics) 020206 networking & telecommunications 02 engineering and technology Filter (signal processing) Bivariate analysis 01 natural sciences Binary Golay code 0103 physical sciences Statistics 0202 electrical engineering electronic engineering information engineering Piecewise Range (statistics) Detrended fluctuation analysis 010306 general physics Algorithm Mathematics |
| Zdroj: | 2017 International Conference on Noise and Fluctuations (ICNF). |
| DOI: | 10.1109/icnf.2017.7986015 |
| Popis: | To evaluate long-range cross-correlated behavior observed in bivariate time series, detrended cross-correlation analysis (DCCA) was proposed. In the DCCA, trends embedded in each time series are eliminated via piecewise least-squares polynomial fitting in the same way as the detrended fluctuation analysis (DFA). In this paper, as an improved variant of DCCA, we propose a DCCA method using the Savitzky-Golay detrending filters and its fast implementation algorithm. In addition, as an application of our method, we analyze the cardiorespiratory interaction. |
| Databáze: | OpenAIRE |
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