research article methodological framework for estimating...
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Research ArticleMethodological Framework for Estimating the CorrelationDimension in HRV Signals
Juan Bolea12 Pablo Laguna12 Joseacute Mariacutea Remartiacutenez34 Eva Rovira34
Augusto Navarro345 and Raquel Bailoacuten12
1 Communications Technology Group (GTC) Aragon Institute for Engineering Research (I3A) IIS AragonUniversity of Zaragoza 50018 Zaragoza Spain
2 CIBER de Bioingenierıa Biomateriales y Nanomedicina (CIBER-BBN) 50018 Zaragoza Spain3 Anaesthesiology Service Miguel Servet University Hospital 50009 Zaragoza Spain4Medicine School University of Zaragoza 50009 Zaragoza Spain5 Aragon Health Sciences Institute (IACS) 50009 Zaragoza Spain
Correspondence should be addressed to Juan Bolea jboleaunizares
Received 28 August 2013 Revised 17 December 2013 Accepted 20 December 2013 Published 30 January 2014
Academic Editor Mika P Tarvainen
Copyright copy 2014 Juan Bolea et al This is an open access article distributed under the Creative Commons Attribution Licensewhich permits unrestricted use distribution and reproduction in any medium provided the original work is properly cited
This paper presents a methodological framework for robust estimation of the correlation dimension in HRV signals It includes (i)a fast algorithm for on-line computation of correlation sums (ii) log-log curves fitting to a sigmoidal function for robust maximumslope estimation discarding the estimation according to fitting requirements (iii) three different approaches for linear region slopeestimation based on latter point and (iv) exponential fitting for robust estimation of saturation level of slope series with increasingembedded dimension to finally obtain the correlation dimension estimate Each approach for slope estimation leads to a correlationdimension estimate called 119863
2 1198632(perp)
and 1198632(max) 1198632 and 1198632(max) estimate the theoretical value of correlation dimension for the
Lorenz attractor with relative error of 4 and 1198632(perp)
with 1The three approaches are applied to HRV signals of pregnant womenbefore spinal anesthesia for cesarean delivery in order to identify patients at risk for hypotension 119863
2keeps the 81 of accuracy
previously described in the literature while 1198632(perp)
and 1198632(max) approaches reach 91 of accuracy in the same database
1 Introduction
Heart rate variability (HRV) has beenwidely used as amarkerof the autonomic nervous system (ANS) regulation of theheart Classical HRV indices include global descriptive statis-tics which characterize HRV distribution in the time domain(mean heart rate and standard deviation of the normal-to-normal beat interval among others) and in the frequencydomain (power in the very low frequency and low frequency(LF) and high frequency (HF) bands) The activity of the twomain branches of the ANS sympathetic and parasympatheticsystems has been related with the power in the LF and HFbands respectively [1]
HRV data often present nonlinear characteristics possi-bly reflecting intrinsic physiological nonlinearities such aschanges in the gain of baroreflex feedback loops or delays
in conduction time which are not properly described byclassical HRV indices
The most widespread methods used to characterize non-linear system dynamics are based on chaos theory The ques-tion of whether HRV arises from a low-dimensional attractorassociated with a deterministic nonlinear dynamical systemor whether it has a stochastic origin is still under debate
Of great interest is the concept of system complexitywhich refers to the richness of process dynamics Complexitymeasures are based on the theory of nonlinear systems butmay be applied to both linear and nonlinear systems Severaltechniques attempting to assess complexity have been devel-oped such as detrended fluctuation analysis [2] Lempel-Zivcomplexity [3] Lyapunov exponents [4] the correlationdimension (119863
2) [5] and approximate and sample entropies
[6]
Hindawi Publishing CorporationComputational and Mathematical Methods in MedicineVolume 2014 Article ID 129248 11 pageshttpdxdoiorg1011552014129248
2 Computational and Mathematical Methods in Medicine
The reduction of HRV complexity has been associatedwith age disease and unbalanced cardiovascular regulation[7] Complexity measures have been proven to characterizeHRV signals more successfully than linear approaches in cer-tain applications [8] In [9ndash11] point correlation dimensionof HRV signals predicted hypotension events in pregnantwomen during spinal anesthesia for cesarean section some-thing which time and frequency domain indices were unableto do
While these measurements are of considerable interesttheir application to HRV has some pitfalls that could misleadtheir interpretation One of such limitations arises from theirapplication to limited time series Correlation dimensionestimation is highly dependent on the length of the time series[12] Several studies have reported the effect of data length on119863
2estimation as well as proposals to alleviate this effect [13
14] Stationarity is another requirement that a time serieshas to fulfil to obtain reliable results However satisfying theconstraint of finite series and stationarity at the same time isusually difficult [15] Yet another limitation of these measure-ments is the long computational time required Data lengthexponentially increases the computational time cost in aclassical sequential approach In the case of 119863
2 several
attempts to try to reduce this factor have been reported byWidman et al [16] and Zurek et al [17] the latter proposingparallel computing using MPI (Message Passing Interface)
Themain goal of this study is to propose amethodologicalframework for robust and fast estimation of119863
2and its appli-
cation inHRV signals Section 2 starts with a definition of thecorrelation dimension and its classical estimation An algo-rithm for its fast computation is proposed Robustness isaddressed by fitting the log-log curve to a sigmoid functionafter which three alternative approaches for119863
2estimation are
presented Section 3 introduces synthetic and real (HRVsignals) data where the proposed estimates are evaluated andinterpreted Section 4 presents the results while Section 5 setsout the discussion and conclusions of the study
2 Methods
21 Correlation Dimension Let 119909(119899) 119899 = 1 119873 be thetime series of interest which in HRV analysis will be the 119877119877interval series normalized to unit amplitude with119873being thetotal number of beats A set of119898-dimensional vectors y
119898(119894)
called reconstructed vectors are generated [18]
y119898119894= [119909(119894) 119909(119894 + 120591) 119909(119894 + 2120591) 119909(119894 + (119898 minus 1)120591)]
119879 (1)
where 120591 represents the delay between consecutive samples inthe reconstructed space Then the amount of reconstructedvectors is 119873
119898= 119873 minus 120591(119898 minus 1) for each 119898-dimension The
distance between each pair of reconstructed vectors y119898119894 y119898119895
is denoted as
119889
119898
119894119895= 119889 (y119898
119894 y119898119895) (2)
and this can be computed as the norm of the difference vectorΔy119898119894119895= y119898119894minus y119898119895 (In Appendix A different norms and their
effect on correlation dimension estimates from finite time
series are discussed) The correlation sum which representsthe probability of the reconstructed vector pair distance beingsmaller than a certain threshold 119903 is computed as
119862
119898(119903) =
1
119873
119898(119873
119898minus 1)
119873119898
sum
119894119895=1
119867(119903 minus 119889
119898
119894119895)
=
1
119873
119898(119873
119898minus 1)
119873119898
sum
119894=1
119888
119898
119894(119903)
(3)
where119867(sdot) is the Heaviside function defined as
119867(119909) =
1 119909 ge 0
0 119909 lt 0
(4)
and 119888119898119894(119903) = sum
119873119898
119895=1119867(119903 minus 119889
119898
119894119895)
For deterministic systems 119862119898(119903) decreases monotoni-
cally to 0 as 119903 approaches 0 and it is expected that 119862119898(119903) is
well approximated by 119862119898(119903) asymp 119903
119863119898
2 Thus 1198631198982can be defined
as
119863
119898
2= lim119903rarr0
log119862119898(119903)
log (119903) (5)
For increasing1198981198631198982values tend to saturate to a value119863
2
which constitutes the final correlation dimension estimate
22 Fast Computation of Correlation Sums One importantlimitation of 119863
2estimation is the long computational time
required mainly due to the sequential estimation of corre-lation sums This section describes an algorithm for the fastcomputation of correlation sums based on matrix operations(MO) A matrix S which contains the differences between allpairs of samples of 119909(119899) is computed as
S = X minus X119879 (6)
where X is the119873 times119873matrix
X =(
119909(1) 119909 (2) sdot sdot sdot 119909 (119873)
119909 (1) 119909 (2) sdot sdot sdot 119909 (119873)
119909 (1) 119909 (2) sdot sdot sdot 119909 (119873)
d
119909 (1) 119909 (2) sdot sdot sdot 119909 (119873)
) (7)
=
x xi1 xi+ xi+mminus xN1
x1j xij xi+1j xi+mminus1j xNj
x1j+1 xij+1 xi+1j+1 xi+mminus1j+1 xNj+1
x1j+mminus1 xij+mminus1 xi+1j+mminus1 xi+mminus1j+mminus1 xNj+mminus1
x1N xiN xi+1N xi+mminus1N xNN
(8)
Computational and Mathematical Methods in Medicine 3
where 119909119894119895symbolizes 119909(119894)minus119909(119895) For instance the dashed box
contains the elements of the difference vector Δy119898119894119895
for 120591 =1 For each embedded dimension 119898 and the reconstructedvector 119894 the difference vectors Δy119898
119894119895generates a S119898
119894matrix
mi =
xi1 xi+ xi+mminus1m
xij xi+1j+1 xi+mminus1j+mminus1
xiN xi+1N +1
xi+mminus1N
=
Δ miN
T
Δ mi1
T
Δ mij
T (9)
The selected norm is applied to the matrix S119898119894 generating
the norm vector d119898119894 whose elements are distances d119898
119894119895 To
compute the limit in (5) distances should be compared witha set of thresholds which implies the repetition of the wholeprocess as many times as the number of thresholds Thisrepetition is avoided since distances in d119898
119894are compared with
a whole set of thresholds r = [1199031 119903
2 119903
119873119903
]
Γ
119898
119894= (
119867(1199031 minus 119889119898
1198941) 119867(1199032 minus 119889
119898
1198941) sdot sdot sdot 119867(119903119873
119903
minus 119889119898
1198941)
119867(1199031 minus 119889119898
1198942) 119867(1199032 minus 119889
119898
1198942) sdot sdot sdot 119867(119903119873
119903
minus 119889119898
1198942)
119867(1199031 minus 119889119898
119894119873119898
) 119867(1199032 minus 119889119898
119894119873119898
) sdot sdot sdot 119867(119903119873119903
minus 119889119898
119894119873119898
)
)
(10)
where Γ119898119894
is a 119873119898times 119873
119903matrix which contains ones and
zeros The accumulative addition of each column representsthe partial correlation sum of the 119894th reconstructed vector fora set of thresholds 119903
c119898119894= Γ
119898
119894
1198791 = (
119888
119898
119894(119903
1)
119888
119898
119894(119903
2)
119888
119898
119894(119903
119873119903
)
) (11)
where 1 is a119873119898times 1 vector whose elements are equal to one
Finally the procedure has to be repeated varying the 119894index119873
119898times to compute119862
119898(119903)This technique saves com-
putational time due to the usage of a set of thresholds in onestep
23 New Approaches for1198632Assessment
231 Sigmoid Curves as Surrogates of Log-Log Curves 1198632has
to be estimated from (5) whose numerator and denominatorboth tend to minusinfin as 119903 tends to 0 Therefore applyingLrsquoHopitalrsquos rule the equation can be rewritten as [19]
119863
119898
2= lim119903rarr0
120597 log119862119898(119903)
120597 log (119903) (12)
Since the size of the time series is finite choosing smallvalues of 119903 to evaluate this limit is problematic For values of119903 close to 0 very few distances contribute to the correlationsummaking the estimation unreliableThe evaluation of this
0
minus5
minus10
minus15minus5 minus4 minus3 minus2 minus1 0
log(r)
m = 1
m = 2
m = 3
m = 10
log(Cm(r))
1st linear region2nd linear region
Figure 1 Log-log curves for a dynamic system Data correspond toan RR interval series extracted from 30mins of ECG recording
expression is usually done in a linear region in the log(119862119898(119903))
versus log(119903) representation called the log-log curve Theslope of this linear region is considered an estimate of 119863119898
2
There are different approaches for estimating this slopeMaximum slope searching can be done by directly computingthe increments in the log-log curve Another approach is toestimate numerically the maximum of the first derivative ofthe log-log curve Nevertheless these approaches encountersome limitations due to the usual nonequidistant sampling of119903 values in the logarithmic scale Yet another limitation arisesin the presence of dynamic systems whose log-log curves dis-play several linear regions as can be seen in Figure 1where the data corresponds to an RR interval series extractedfrom a 30 minute ECG recording In order to estimate theslope of the linear region of the log-log curve an attempt toartificially extend the linear region is made by excluding theself-comparisons (119889
119894119894) from the correlation sums
However the basis of the approach proposed in thiswork to improve 119863
2estimation lies in considering self-com-
parisons Figure 2 illustrates how log-log curves behave inboth situations considering or not considering self-compar-isons As it is shown both share part of the linear region Ourproposal is to use sigmoidal curve fitting (SCF) over the log-log curves to obtain an analytic function whose maximumslope in the linear region is well defined These log-logcurves are reminiscent of the biasymptotic fractals studied byRigaut [20] and Dollinger et al in [21] in which exponentialfittings were proposed The sigmoidal fitting is applied to theinterpolated log-log curves computed with evenlyspaced 119903values
A modified Boltzmann sigmoid curve was used byNavarro-Verdugo et al [22] as a model for the phase transi-tion of smart gels
119891 (119909) = 119860
2minus
(119860
2minus 119860
1)
119861 + 119890
(minus119909+119909119900)120572
(13)
4 Computational and Mathematical Methods in Medicine
0 50 100 150 200 250 300Beats
Nor
mal
ized
RR
inte
rval
0
04
08
minus04
minus08
(a)
Discarding self-comparisonsAdmitting self-comparisonsShared region
minus4
minus3 minus2
minus10
minus5
minus12
minus1
minus8
minus6
minus4
minus2
0
log(r)
m = 1
m = 2
m = 3 m = 4m = 5
log(Cm(r))
(b)
Figure 2 Log-log curves discarding and accepting self-comparisons Arrows show the slope of the scaling range Data correspond to an RRinterval series of 300 beats
where11986011198602 119909119900 and 119861 are the parameter designedThe first
derivative of 119891(119909) is
119889119891 (119909)
119889119909
= minus
(119860
2minus 119860
1) 119890
(minus119909+119909119900)120572
[120572(119861 + 119890
(minus119909+119909119900)120572)
2
]
(14)
In our study the sigmoid curve 119891(119909) is fitted to log-logcurveThe first derivative (14) is determined analytically andits maximum constitutes the slope of the linear range that is
119863
119898
2 Note that hat notation refers the use of SCFIn order to achieve a goodfitting the thresholds r have to
guarantee that both asymptotes are reached In this work r isin[001 3] with a step of 001 The upper asymptote is reachedwhen all comparisons are above the threshold 119862119898(119903) asymp 1 and the lower when only the self-comparison is below119862
119898(119903) =1119873
119898(119873
119898minus 1)
The SCF approach is robust in the presence of dynamicsystems which exhibit log-log curves with more than onelinear region since when the fitting is not good enough noestimate is given In this work the requirement for a good fit-ting is to achieve a regression factor greater than 08
As the embedding dimension 119898 increases the linearregions of the log-log curves tend to be parallel to each otherThus 119863119898
2estimates tend to saturate to a certain value which
is considered the correlation dimension 1198632 The correlation
dimension is estimated fitting the 1198631198982versus119898 curve follow-
ing a modified version of that used by Carvajal et al [23]
119863
119898
2= 119863
2(1 minus 119860119890
minus119896119898) (15)
where 119860 introduced in this study in order to reach the satu-ration level more quickly than previously proposed and 119896 areexponential growth factors
232 New Approaches for 1198632Estimation As mentioned
previously we chose 1198631198982as themaximum slope on each fitted
sigmoid curve Nevertheless the linear range is composed ofmore than one point Instead of considering only one pointper curve in this study we propose a new approach for 119863
2
estimation considering a set of points extracted from theselinear ranges
The proposed strategy is based on selecting one point ofthe linear range in the SCF log-log curve of the lowest embed-ded dimension119898 and moving forward to the next embeddeddimension 119898 + 1 selecting the point of the correspondingSCF log-log curve with minimum distance to the formercurve (ie where the perpendicular to the 119898th log-log curveintersects the (119898 + 1)th log-log curve as in the gradientdescent technique) see Figure 3 The procedure is repeatedup to the maximum embedded dimension analyzed Thenseveral sets of slopes are computed (one for each point in thelinear region around the maximum slope of the SCF log-logcurve of the lowest embedded dimension) providing a set ofcorrelation dimension estimates per embedded dimension(1198631198982(perp)119903
) The dependence on 119903 in the notation indicates thateach set of correlation dimension estimates is linked to an 119903value corresponding to the first value of each set
Finally (15) is used to estimate the final correlationdimension (119863
2(perp)119903) for each set of pointsThese (119863
2(perp)119903) esti-
mates are linked to the log(119903) value of the lowest embeddeddimension Finally the maximum of the 119863
2(perp)119903is selected as
the new1198632estimate called 119863
2(perp)
Another new approach for 1198632estimation based on sam-
ple entropy (SampEn) is now presented SampEn was definedby Zurek et al [17] as
SampEn (119898 119903119873) = log (119862119898(119903)) minus log (119862
119898+1(119903)) (16)
Computational and Mathematical Methods in Medicine 5
0 10 201
15
2
m
Gradient descent
Cor
relat
ion
dim
ensio
n
minus8
minus6
minus4
minus2
0
minus5 minus4 minus3 minus2 minus1 0 1 2
m = 1
m = 21
log(r)
log(Cm(r))
Dm
2(perp)r119895
Dm
2(perp)r119894
Figure 3Maximum slope points aremarkedwith crosses over fittedsigmoid curves Points calculated using gradient descent criteriafrom two starting points are shown in dots and circles 119903
119895is the point
which corresponds to the maximum slope in the lowest embeddeddimension The inset illustrates the correlation dimension estima-tion of the three sets of points
where in this case 119862119898(119903) is computed as in (3) but without
considering self-comparisons Let us define SampEn119894=119895(119898 119903)
as the sample entropy considering self-pairs which is easilycomputed for all embedded dimensions 119898 and a huge set ofthresholds r using the fast algorithm described in Section 22We can generate a SampEn
119894=119895(119898 119903) surface from the fitted
sigmoid curves as can be seen in Figure 4 an example of a300-beat RR interval series extracted from one recording ofthe database used in [10] For each embedded dimension thevalue of 119903 which maximizes SampEn
119894=119895(119898 119903) is used to eval-
uate the slope of the linear region of the SCF log-log curves
119863
119898
2(max) yielding another 1198632estimate called in this paper
119863
2(max)
3 Materials
The selected time series chosen to validate the approachesproposed in this paper to estimate119863
2are the Lorenz attractor
the MIX(119875) process and real HRV signals respectively
Lorenz Attractor The Lorenz system is described by threecoupled first order differential equations whose solutionexhibits a chaotic behaviour system for certain parameter val-ues and initial conditions This is called the Lorenz attractor
119889119909
119889119905
= 120590 (119910 minus 119909)
119889119910
119889119905
= 120588119909 minus 119910 minus 119909119911
119889119911
119889119905
= minus120573119911 + 119909119910
(17)
05
15
0
1
0 2
m
1510
5
0
minus8 minus6 minus4 minus2
minus05
log(r)
SampE
n (i=j)(SCF)
Dm
2(max)
Dm
2(perp)
05
15
0
1
0 2
m
1510
5
minus8 minus6 minus4 minus2
minus05
log(r)
Dm
2(max)
Dm
2(perp)
Figure 4 SampEn119894=119895(119898 119903) surface for a 300-beat RR interval series
For each embedded dimensionmaximumpoint ismarkedwith solidtriangle Circles correspond to the 119903 values which define 119863
2(perp)
For parameter values 120590 = 10 120588 = 28 and 120573 = 83the theoretical119863
2value is 202 [24] In this study the system
equations are discretized with a time step of 001
119872119868119883(119875) Signals MIX(119875) is a family of stochastic processesthat samples a sine for 119875 = 0 and becomes more randomas 119875 increases (119875 = 1 completely random) [5] following theexpression
MIX(119875)119895= (1 minus 119885
119895)119883
119895+ 119885
119895119884
119895 (18)
where 119883119895=radic2 sin(212058711989512) 119884
119895equiv 119894119894119889 uniform random
variables on [minusradic3radic3] and 119885119895equiv 119894119894119889 random variables
with 119885119895= 1 with probability 119875 and 119885
119895= 0 with probability
1minus119875 MIX indicates amixture of deterministic and stochasticcomponents
HRV Signals The HRV representation used in this study isthe time difference between the occurrences of consecutivenormal heart beats the so-called RR interval Ectopic beatsas well as missed and false detections introduce some extravariability in theRR interval series which is not representativeof the ANS activity Thus they were detected and corrected[25]The RR interval series analysed in this study belongs to adatabase recorded at theMiguel Servet University Hospital inZaragoza (Spain)That database was used to predict hypoten-sion events during spinal anesthesia in elective cesareandelivery by HRV analysis [10] It consists of ECG signals from11 women with programmed cesarean section recorded at a1000Hz sampling frequency immediately before the cesareansurgery Five of them suffered a hypotension event during thesurgery (Hyp) and 6 did not (NoHyp) The series analysedcorrespond to 5 minutes in a lateral decubitus position See[10] for further database details
4 Results
All the results presented in this section are computed usingthe ℓinfin-norm The effect of different norms in 119863
2estimation
is discussed in Appendix A
6 Computational and Mathematical Methods in Medicine
Table 1 Computational time of correlation sums estimated forLorenz attractor series of different sample lengths 119878
119901is the speed-
up achieved and defined as 119878119901= 119879Seq119879MO where 119879Seq is the time
demand for a sequential algorithm and 119879MO the time demand forthe proposed technique based on matrix operations
N (samples) 119879Seq (s) 119879MO (s) 119878
119901
300 1086 09 asymp12005000 8691198905 50 asymp1600010000 3631198906 300 asymp12000
The computational time cost of the correlation sumsdepends on the length of the data the maximum embeddeddimension considered and the amount of thresholds usedThe results shown in Table 1 correspond to computationaltime required for different data lengths of Lorenz attractorseries a maximum embedded dimension of 16 and a set of300 threshold values 119903 evenlyspaced from 001 to 3The com-putational time required for a sequential approach is denotedby119879Seq whereas the time required for the proposed techniquebased on matrix operations is denoted by 119879MO This allowsdefining the speed up achieved by the novel approach as theratio between both measurements 119878
119901= 119879Sep119879MO As it is
shown in Table 1 119878119901increases with data length For a 300-
sample data (usual length for a 5minute RR interval series)correlation sums are estimated in approximately 1 s
The Lorenz attractor series was used to validate the newproposed methodologies Figure 5(a) displays the SCF log-log curves for embedded dimensions119898 from 1 to 10 The setsof points where the slope is evaluated according to (15) aredisplayed for different starting points For each starting pointthe corresponding set of points is selected following a gradi-ent descent technique Figure 5(b) shows the slope estimate(1198631198982(perp)119903
) versus119898 for each starting point Figure 5(c) displaysthe correlation dimension estimate (119863
2(perp)119903) versus log(119903) for
each starting point The maximum (1198632(perp) 119903
) constitutes thenovel119863
2estimate (119863
2(perp))
Table 2 displays correlation dimension estimates usingthe different approaches presented in this study Note thatalthough the three approaches give results close to the theo-retical value of Lorenz attractor correlation dimensionthe 119863
2(perp)approach is the closest one Relative errors for
approaches 1198632and 119863
2(max) are above 4 while for 1198632(perp)
itis just 1 119863
2estimated as described in [10] is also included
for comparison purposes
119863
2was applied to a set of MIX series with different 119875
values (01 04 and 08)These estimates can be considered asmeasures of the randomness of the signals when these signalsare finite stochastic processes see Figure 6
The same database for HRV analysis as in [10] was usedThe results shown in Table 2 are divided into hypotensionand nonhypotension groups The approaches proposed inthis paper were applied as well as the classical correlationdimension estimate described in [10] included for compari-son purposes The distribution of the data was found to benot normally distributed by the Kolmogorov-Smirnov test
Table 2 1198632estimated by different approaches for Lorenz attrac-
tor series (5000 samples) and HRV signals (300 samples) Dataexpressed as median | interquartile range
Lorenz HRVHyp NoHyp P value
119863
2[10] 193 592|057 439|126 0028
119863
2193 594|060 481|079 0028
119863
2(perp)201 641|065 511|077 0028
119863
2(max) 193 588|049 483|070 0010
Table 3 ROC area for the analysis of all studied correlationdimension estimates for the database used Accuracy sensibility andspecificity estimatedwith the correspondent cut points are expressedin percentage
ROC area Acc Sen Spe119863
2[10] 0900 818 714 100
119863
20900 818 714 100
119863
2(perp)0900 909 100 857
119863
2(max) 0967 909 833 100
and therefore the Mann-Whitney 119880 test was applied to eval-uate their statistical differences in medians The differencesbetween both groups for all estimates were found to bestatistically significantwith a119875 value lower than 003 In orderto evaluate the discriminant power of the proposedmeasuresROC analysis was performed Area of the ROC curveaccuracy sensitivity and specificity for all the proposedapproaches and the classical 119863
2estimate used in [10] were
displayed in Table 3The proposed 1198632estimates maintain the
accuracy achieved in [10] while the techniques based on theSampEn surface and the gradient descent actually increase it
5 Discussion and Conclusion
In this paper amethodological framework has been proposedto compute the correlation dimension (119863
2) of a limited time
series such as HRV signals which includes fast computationof the correlation sums sigmoidal curve fitting of log-logcurves three approaches for estimating the slope of the linearregion and exponential fitting of the 119863119898
2versus119898 curves
One important limitation for the application of 1198632to
HRV analysis is the long computational time required forthe correlation sums In an attempt to solve this probleman algorithm has been proposed based on matrix operationsIn [17] another approach was described based on parallelcomputing which decreased the time demand Neverthelessthe computational times achieved in the present work wereobtained with a regular computer (Windows 7 based PCIntel Core i7 35 GHz 16GbRAM with Matlab R2011a) Asan example for a signal of 300 sample length (a usual lengthin typical 5min HRV analysis asymp300 beats) the time demandwas reduced with respect to the sequential approach from 18minutes to 1 second which allows the online computation of119863
2in clinical practice Computational time required for the
proposed approaches is discussed in Appendix B
Computational and Mathematical Methods in Medicine 7
minus8
minus6
minus4
minus2
0
2minus10
minus9
minus8
minus7
minus6
minus5
minus4
minus3
minus2
minus1
0
1
log(r)
log(Cm(r))
(a)
Embedded dimension m
22
2
18
16
14
12
11 2 3 4 5 6 7 8 9 10
Dm 2(perp)
(b)
18
185
19
195
2
205
minus5 minus45 minus4 minus35 minus3
log(r)
Dm 2(perp)r
D2(perp)
(c)
Figure 5 (a) Set of points where slope is estimated from the fitted sigmoid curves in the approach proposed in Section 23 (b) Set of 1198631198982(perp)119903
estimates for different starting points versus embedded dimensions are fitted by the exponential equation (15) (c) Correlation dimensionestimate for each set corresponding to different starting points Data extracted from Lorenz attractor of 5000-sample length
1
0
minus1
MIX
(08
)M
IX(04
)M
IX(01
)
1
0
minus1
1
0
minus1
20 60 100 140 180
i
(a)
6
5
4
3
2
10 20 40 60 80 100
D2 = 543
D2 = 370
D2 = 183
Embedding dimension m
Cor
relat
ion
dim
ensio
n
Mix(08)
Mix(04)
Mix(01)
(b)
Figure 6 MIX signals with different degrees of randomness and the effects on the estimation of the 1198632
8 Computational and Mathematical Methods in Medicine
HypNoHyp
2 25 3 35 4 45 5 55
Time (min)
RR in
terv
al (m
s)
150
02
04
06
08
1
(a)
minus3 minus25 minus2 minus15 minus12
3
4
5
6
7
log(r)
HypNoHyp
X minus2139Y 6653
X minus1893Y 5257
D2(perp)r
(b)
Figure 7 The left panel shows two RR intervals one corresponding to a patient who developed a hypotension event (Hyp) and the other toone who did not (NoHyp) the right panel shows the 119863
2(perp)estimation using the perpendicular points in the log-log curves
Another limitation of the1198632estimate is its reliability One
of the system characteristics that can lead to an unreliablemeasurement of119863
2is the nonstationarity of the data Several
techniques attempting to characterize these dynamic systemshave been reportedmainly focused on changing the 120591param-eter or even taking into account the time between the vectors[13 26 27] Searching the linear region of the log-log curvesbecomes a difficult challenge when the system is nonstation-ary sincemore than one linear region can appear and classical119863
2estimate is unreliable in those cases The SCF approach is
more robust since it does not give any estimate if the fitting isnot good enough
The novel approaches proposed in this study for the esti-mation of 119863
2use the SCF approach 119863
2(perp)exploits the fact
that the linear region of the log-log curves is almost parallelfor high embedded dimensions This allows a set of pointssurrounding the maximum slope point to be consideredand therefore several correlation dimension estimates areobtained for these starting points 119863
2(max) is based on the dif-ferences between two consecutive log-log curves that definethe SampEn
119894=119895surfaceThis surface showedmaximum values
for each embedded dimension119898 and a specific threshold 119903providing another estimation of the correlation dimension
119863
2(perp)was found to be the closest to the theoretical correlation
dimension value for the Lorenz attractor series with 5000 sizepoints and for ℎ = 001 with a relative error of 1 while 119863
2
and 1198632(max) obtained a relative error of 4with the same data
The correlation dimension is known to be a surrogate ofthe fractal dimension of a chaotic attractor [12] Howeverwhen applied to limited time series nonzero finite correlationdimension values do not imply the existence of an under-lying chaotic attractor For example when applied to MIXprocesses nonzero finite119863
2values were obtained higher for
more random processes Thus although 1198632cannot be inter-
preted as the fractal dimension of an underlying chaoticattractor it still gives a measure of the complexity of the pro-cess at least regarding its unpredictability
Thus the 1198632estimate in HRV signals may shed light on
the degree of complexity of the ANS or how many degreesof freedom it has The group of women (Hyp) sufferinghypotension events occurring during the surgery of a pro-grammed cesarean section under spinal anesthesia showedhigher 119863
2values than the group who did not (NoHyp) in
the lateral decubitus position As an example Figure 7 showsone patient of each group and the 119863
2(perp)estimate All the
proposed correlation dimension estimates not only maintainthe accuracy obtained in [10] they also increase it Predictinghypotension is a challenge since it occurs in the 60 of thecases producing fetal stress [28] If the goal is to predict thosewho are going to suffer hypotension then the estimates thatperformed 100 of specificity will be selected being119863
2[10]
119863
2 and 119863
2(max) Otherwise if the goal is to use prophylaxis inthe less number of patients to prevent hypotension then theestimates that performed 100 of sensitivity will be chosenand in this case it is 119863
2(perp) The effect of prophyilaxis on
patients who finally are not going to suffer a hypotensionevent and the relation with fetal stress needs further studies
The contribution of this paper to the field is the proposalof a methodological framework for a reliable estimation ofthe correlation dimension from a limited time series such asHRV signals avoiding or at least alleviating the misleadinginterpretations that can be made from classical correlationdimension estimates The computational speed-up achievedmay allow this framework to be considered for monitoringin clinical practice Nevertheless the main limitation for theapplication of these methodologies to HRV analysis lies inits relation with the underlying physiology which is stillunclear and needs further studies In spite of the fact that theframework proposed in this paper is focused on the charac-terization of HRV signals its applicability could be extendedto a wide range of fields However an evaluation would beneeded to ascertain whether the proposed approaches areappropriate in each particular case
Computational and Mathematical Methods in Medicine 9
1
06
02
minus02
minus06
minus1minus1
minus06 minus02 02 06 1
Δ 2
x(i) minus x(j)
xx
(i+120591)minus
(j+120591) y ij
middot 2 = 1
middot 1 = 1
(a)
0
minus1
minus2
minus3
minus4
minus5
minus6minus5 minus4 minus3 minus2 minus1 0 1
2-norminfin-norm
log(r)
log(Cm(r))
1-norm985747
985747
985747
(b)
Figure 8 In the left panel vector differences of any two reconstructed vectors are shown (ie for119898 = 2Δy2119894119895) where solid circles and dashed
lines represent the points whose ℓ2-norm and ℓ
1-norm are equal to 1 respectively The dots are the differences below ℓ
2-norm unity and the
dots with circles are below ℓ1-norm unity In the right panel log-log curves of one HRV signal (300 samples) used in the study are shown for
a119898 = 10 and ℓ1- ℓ2- and ℓ
infin-norms
Appendices
A Use of Norms and Thresholds inCorrelation Dimension Estimates
The correlation dimension is considered norm invariant [14]However the effect of selecting the norm in correlationdimension estimates deserves further attention when appliedto a finite data set The norm of the difference vector Δy119898
119894119895
defines the distance 119889119898119894119895in (2) Norms can be defined from ℓ
1
( sdot 1) to ℓinfin( sdot infin) Left panel in Figure 8 shows normunity
for ℓ1and for ℓ
2 Moreover it is illustrated how a distance 1198892
119894119895
can be lower than the norm unity or not depending on whichnorm is used The norm unity is chosen as an example ofany threshold 119903 used in the correlation dimension algorithmTherefore by fixing the set of thresholds the appearance ofthe linear region of the log-log curve can be compromised
In Figure 8 the right panel shows how the applicationof different norms shifts the log-log curves losing the entirelinear region in some cases due to the fixed range of thresh-olds The range of these thresholds should be long enough toensure that the linear regions are contained therein thus theelection of the norm compromises the set of thresholds used
In the SCF approach it is particularly important that thetwo asymptotic regions should be represented in the log-logcurve Therefore the correct selection of the norm and therange of the set of thresholds are critical to assure the good-ness of the SCF approach Table 4 shows the correlationdimension estimates for 5000 data length of Lorenz attractor
Table 4 Correlation dimension estimates for the different proposedapproaches using different norms for Lorenz attractor series (5000samples) using different norms
Lorenz attractorℓ
1ℓ
2ℓ
infin
119863
2[10] 195 194 193
119863
2169 170 193
119863
2(perp)184 174 201
119863
2(max) 199 171 193
series The effect of different norms is reflected in the esti-mates since the set of thresholds was fixed As it is shown theapplication of ℓ
infin-norm combined with the fixed set of
thresholds used achieves closest values with respect to thetheoretical correlation dimension value for Lorenz attractor201
B Computational Time Demandof Novel Approaches to CorrelationDimension Estimates
In Section 22 a new technique based on matrix operations(MO) was introduced in order to compute correlation sumswhich represent the core of the correlation dimension algo-rithm Nevertheless in the paper no computational time costwas considered for the new proposed approaches for corre-lation dimension estimates Table 5 shows the time required
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
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Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
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Oxidative Medicine and Cellular Longevity
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
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Diabetes ResearchJournal of
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Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
2 Computational and Mathematical Methods in Medicine
The reduction of HRV complexity has been associatedwith age disease and unbalanced cardiovascular regulation[7] Complexity measures have been proven to characterizeHRV signals more successfully than linear approaches in cer-tain applications [8] In [9ndash11] point correlation dimensionof HRV signals predicted hypotension events in pregnantwomen during spinal anesthesia for cesarean section some-thing which time and frequency domain indices were unableto do
While these measurements are of considerable interesttheir application to HRV has some pitfalls that could misleadtheir interpretation One of such limitations arises from theirapplication to limited time series Correlation dimensionestimation is highly dependent on the length of the time series[12] Several studies have reported the effect of data length on119863
2estimation as well as proposals to alleviate this effect [13
14] Stationarity is another requirement that a time serieshas to fulfil to obtain reliable results However satisfying theconstraint of finite series and stationarity at the same time isusually difficult [15] Yet another limitation of these measure-ments is the long computational time required Data lengthexponentially increases the computational time cost in aclassical sequential approach In the case of 119863
2 several
attempts to try to reduce this factor have been reported byWidman et al [16] and Zurek et al [17] the latter proposingparallel computing using MPI (Message Passing Interface)
Themain goal of this study is to propose amethodologicalframework for robust and fast estimation of119863
2and its appli-
cation inHRV signals Section 2 starts with a definition of thecorrelation dimension and its classical estimation An algo-rithm for its fast computation is proposed Robustness isaddressed by fitting the log-log curve to a sigmoid functionafter which three alternative approaches for119863
2estimation are
presented Section 3 introduces synthetic and real (HRVsignals) data where the proposed estimates are evaluated andinterpreted Section 4 presents the results while Section 5 setsout the discussion and conclusions of the study
2 Methods
21 Correlation Dimension Let 119909(119899) 119899 = 1 119873 be thetime series of interest which in HRV analysis will be the 119877119877interval series normalized to unit amplitude with119873being thetotal number of beats A set of119898-dimensional vectors y
119898(119894)
called reconstructed vectors are generated [18]
y119898119894= [119909(119894) 119909(119894 + 120591) 119909(119894 + 2120591) 119909(119894 + (119898 minus 1)120591)]
119879 (1)
where 120591 represents the delay between consecutive samples inthe reconstructed space Then the amount of reconstructedvectors is 119873
119898= 119873 minus 120591(119898 minus 1) for each 119898-dimension The
distance between each pair of reconstructed vectors y119898119894 y119898119895
is denoted as
119889
119898
119894119895= 119889 (y119898
119894 y119898119895) (2)
and this can be computed as the norm of the difference vectorΔy119898119894119895= y119898119894minus y119898119895 (In Appendix A different norms and their
effect on correlation dimension estimates from finite time
series are discussed) The correlation sum which representsthe probability of the reconstructed vector pair distance beingsmaller than a certain threshold 119903 is computed as
119862
119898(119903) =
1
119873
119898(119873
119898minus 1)
119873119898
sum
119894119895=1
119867(119903 minus 119889
119898
119894119895)
=
1
119873
119898(119873
119898minus 1)
119873119898
sum
119894=1
119888
119898
119894(119903)
(3)
where119867(sdot) is the Heaviside function defined as
119867(119909) =
1 119909 ge 0
0 119909 lt 0
(4)
and 119888119898119894(119903) = sum
119873119898
119895=1119867(119903 minus 119889
119898
119894119895)
For deterministic systems 119862119898(119903) decreases monotoni-
cally to 0 as 119903 approaches 0 and it is expected that 119862119898(119903) is
well approximated by 119862119898(119903) asymp 119903
119863119898
2 Thus 1198631198982can be defined
as
119863
119898
2= lim119903rarr0
log119862119898(119903)
log (119903) (5)
For increasing1198981198631198982values tend to saturate to a value119863
2
which constitutes the final correlation dimension estimate
22 Fast Computation of Correlation Sums One importantlimitation of 119863
2estimation is the long computational time
required mainly due to the sequential estimation of corre-lation sums This section describes an algorithm for the fastcomputation of correlation sums based on matrix operations(MO) A matrix S which contains the differences between allpairs of samples of 119909(119899) is computed as
S = X minus X119879 (6)
where X is the119873 times119873matrix
X =(
119909(1) 119909 (2) sdot sdot sdot 119909 (119873)
119909 (1) 119909 (2) sdot sdot sdot 119909 (119873)
119909 (1) 119909 (2) sdot sdot sdot 119909 (119873)
d
119909 (1) 119909 (2) sdot sdot sdot 119909 (119873)
) (7)
=
x xi1 xi+ xi+mminus xN1
x1j xij xi+1j xi+mminus1j xNj
x1j+1 xij+1 xi+1j+1 xi+mminus1j+1 xNj+1
x1j+mminus1 xij+mminus1 xi+1j+mminus1 xi+mminus1j+mminus1 xNj+mminus1
x1N xiN xi+1N xi+mminus1N xNN
(8)
Computational and Mathematical Methods in Medicine 3
where 119909119894119895symbolizes 119909(119894)minus119909(119895) For instance the dashed box
contains the elements of the difference vector Δy119898119894119895
for 120591 =1 For each embedded dimension 119898 and the reconstructedvector 119894 the difference vectors Δy119898
119894119895generates a S119898
119894matrix
mi =
xi1 xi+ xi+mminus1m
xij xi+1j+1 xi+mminus1j+mminus1
xiN xi+1N +1
xi+mminus1N
=
Δ miN
T
Δ mi1
T
Δ mij
T (9)
The selected norm is applied to the matrix S119898119894 generating
the norm vector d119898119894 whose elements are distances d119898
119894119895 To
compute the limit in (5) distances should be compared witha set of thresholds which implies the repetition of the wholeprocess as many times as the number of thresholds Thisrepetition is avoided since distances in d119898
119894are compared with
a whole set of thresholds r = [1199031 119903
2 119903
119873119903
]
Γ
119898
119894= (
119867(1199031 minus 119889119898
1198941) 119867(1199032 minus 119889
119898
1198941) sdot sdot sdot 119867(119903119873
119903
minus 119889119898
1198941)
119867(1199031 minus 119889119898
1198942) 119867(1199032 minus 119889
119898
1198942) sdot sdot sdot 119867(119903119873
119903
minus 119889119898
1198942)
119867(1199031 minus 119889119898
119894119873119898
) 119867(1199032 minus 119889119898
119894119873119898
) sdot sdot sdot 119867(119903119873119903
minus 119889119898
119894119873119898
)
)
(10)
where Γ119898119894
is a 119873119898times 119873
119903matrix which contains ones and
zeros The accumulative addition of each column representsthe partial correlation sum of the 119894th reconstructed vector fora set of thresholds 119903
c119898119894= Γ
119898
119894
1198791 = (
119888
119898
119894(119903
1)
119888
119898
119894(119903
2)
119888
119898
119894(119903
119873119903
)
) (11)
where 1 is a119873119898times 1 vector whose elements are equal to one
Finally the procedure has to be repeated varying the 119894index119873
119898times to compute119862
119898(119903)This technique saves com-
putational time due to the usage of a set of thresholds in onestep
23 New Approaches for1198632Assessment
231 Sigmoid Curves as Surrogates of Log-Log Curves 1198632has
to be estimated from (5) whose numerator and denominatorboth tend to minusinfin as 119903 tends to 0 Therefore applyingLrsquoHopitalrsquos rule the equation can be rewritten as [19]
119863
119898
2= lim119903rarr0
120597 log119862119898(119903)
120597 log (119903) (12)
Since the size of the time series is finite choosing smallvalues of 119903 to evaluate this limit is problematic For values of119903 close to 0 very few distances contribute to the correlationsummaking the estimation unreliableThe evaluation of this
0
minus5
minus10
minus15minus5 minus4 minus3 minus2 minus1 0
log(r)
m = 1
m = 2
m = 3
m = 10
log(Cm(r))
1st linear region2nd linear region
Figure 1 Log-log curves for a dynamic system Data correspond toan RR interval series extracted from 30mins of ECG recording
expression is usually done in a linear region in the log(119862119898(119903))
versus log(119903) representation called the log-log curve Theslope of this linear region is considered an estimate of 119863119898
2
There are different approaches for estimating this slopeMaximum slope searching can be done by directly computingthe increments in the log-log curve Another approach is toestimate numerically the maximum of the first derivative ofthe log-log curve Nevertheless these approaches encountersome limitations due to the usual nonequidistant sampling of119903 values in the logarithmic scale Yet another limitation arisesin the presence of dynamic systems whose log-log curves dis-play several linear regions as can be seen in Figure 1where the data corresponds to an RR interval series extractedfrom a 30 minute ECG recording In order to estimate theslope of the linear region of the log-log curve an attempt toartificially extend the linear region is made by excluding theself-comparisons (119889
119894119894) from the correlation sums
However the basis of the approach proposed in thiswork to improve 119863
2estimation lies in considering self-com-
parisons Figure 2 illustrates how log-log curves behave inboth situations considering or not considering self-compar-isons As it is shown both share part of the linear region Ourproposal is to use sigmoidal curve fitting (SCF) over the log-log curves to obtain an analytic function whose maximumslope in the linear region is well defined These log-logcurves are reminiscent of the biasymptotic fractals studied byRigaut [20] and Dollinger et al in [21] in which exponentialfittings were proposed The sigmoidal fitting is applied to theinterpolated log-log curves computed with evenlyspaced 119903values
A modified Boltzmann sigmoid curve was used byNavarro-Verdugo et al [22] as a model for the phase transi-tion of smart gels
119891 (119909) = 119860
2minus
(119860
2minus 119860
1)
119861 + 119890
(minus119909+119909119900)120572
(13)
4 Computational and Mathematical Methods in Medicine
0 50 100 150 200 250 300Beats
Nor
mal
ized
RR
inte
rval
0
04
08
minus04
minus08
(a)
Discarding self-comparisonsAdmitting self-comparisonsShared region
minus4
minus3 minus2
minus10
minus5
minus12
minus1
minus8
minus6
minus4
minus2
0
log(r)
m = 1
m = 2
m = 3 m = 4m = 5
log(Cm(r))
(b)
Figure 2 Log-log curves discarding and accepting self-comparisons Arrows show the slope of the scaling range Data correspond to an RRinterval series of 300 beats
where11986011198602 119909119900 and 119861 are the parameter designedThe first
derivative of 119891(119909) is
119889119891 (119909)
119889119909
= minus
(119860
2minus 119860
1) 119890
(minus119909+119909119900)120572
[120572(119861 + 119890
(minus119909+119909119900)120572)
2
]
(14)
In our study the sigmoid curve 119891(119909) is fitted to log-logcurveThe first derivative (14) is determined analytically andits maximum constitutes the slope of the linear range that is
119863
119898
2 Note that hat notation refers the use of SCFIn order to achieve a goodfitting the thresholds r have to
guarantee that both asymptotes are reached In this work r isin[001 3] with a step of 001 The upper asymptote is reachedwhen all comparisons are above the threshold 119862119898(119903) asymp 1 and the lower when only the self-comparison is below119862
119898(119903) =1119873
119898(119873
119898minus 1)
The SCF approach is robust in the presence of dynamicsystems which exhibit log-log curves with more than onelinear region since when the fitting is not good enough noestimate is given In this work the requirement for a good fit-ting is to achieve a regression factor greater than 08
As the embedding dimension 119898 increases the linearregions of the log-log curves tend to be parallel to each otherThus 119863119898
2estimates tend to saturate to a certain value which
is considered the correlation dimension 1198632 The correlation
dimension is estimated fitting the 1198631198982versus119898 curve follow-
ing a modified version of that used by Carvajal et al [23]
119863
119898
2= 119863
2(1 minus 119860119890
minus119896119898) (15)
where 119860 introduced in this study in order to reach the satu-ration level more quickly than previously proposed and 119896 areexponential growth factors
232 New Approaches for 1198632Estimation As mentioned
previously we chose 1198631198982as themaximum slope on each fitted
sigmoid curve Nevertheless the linear range is composed ofmore than one point Instead of considering only one pointper curve in this study we propose a new approach for 119863
2
estimation considering a set of points extracted from theselinear ranges
The proposed strategy is based on selecting one point ofthe linear range in the SCF log-log curve of the lowest embed-ded dimension119898 and moving forward to the next embeddeddimension 119898 + 1 selecting the point of the correspondingSCF log-log curve with minimum distance to the formercurve (ie where the perpendicular to the 119898th log-log curveintersects the (119898 + 1)th log-log curve as in the gradientdescent technique) see Figure 3 The procedure is repeatedup to the maximum embedded dimension analyzed Thenseveral sets of slopes are computed (one for each point in thelinear region around the maximum slope of the SCF log-logcurve of the lowest embedded dimension) providing a set ofcorrelation dimension estimates per embedded dimension(1198631198982(perp)119903
) The dependence on 119903 in the notation indicates thateach set of correlation dimension estimates is linked to an 119903value corresponding to the first value of each set
Finally (15) is used to estimate the final correlationdimension (119863
2(perp)119903) for each set of pointsThese (119863
2(perp)119903) esti-
mates are linked to the log(119903) value of the lowest embeddeddimension Finally the maximum of the 119863
2(perp)119903is selected as
the new1198632estimate called 119863
2(perp)
Another new approach for 1198632estimation based on sam-
ple entropy (SampEn) is now presented SampEn was definedby Zurek et al [17] as
SampEn (119898 119903119873) = log (119862119898(119903)) minus log (119862
119898+1(119903)) (16)
Computational and Mathematical Methods in Medicine 5
0 10 201
15
2
m
Gradient descent
Cor
relat
ion
dim
ensio
n
minus8
minus6
minus4
minus2
0
minus5 minus4 minus3 minus2 minus1 0 1 2
m = 1
m = 21
log(r)
log(Cm(r))
Dm
2(perp)r119895
Dm
2(perp)r119894
Figure 3Maximum slope points aremarkedwith crosses over fittedsigmoid curves Points calculated using gradient descent criteriafrom two starting points are shown in dots and circles 119903
119895is the point
which corresponds to the maximum slope in the lowest embeddeddimension The inset illustrates the correlation dimension estima-tion of the three sets of points
where in this case 119862119898(119903) is computed as in (3) but without
considering self-comparisons Let us define SampEn119894=119895(119898 119903)
as the sample entropy considering self-pairs which is easilycomputed for all embedded dimensions 119898 and a huge set ofthresholds r using the fast algorithm described in Section 22We can generate a SampEn
119894=119895(119898 119903) surface from the fitted
sigmoid curves as can be seen in Figure 4 an example of a300-beat RR interval series extracted from one recording ofthe database used in [10] For each embedded dimension thevalue of 119903 which maximizes SampEn
119894=119895(119898 119903) is used to eval-
uate the slope of the linear region of the SCF log-log curves
119863
119898
2(max) yielding another 1198632estimate called in this paper
119863
2(max)
3 Materials
The selected time series chosen to validate the approachesproposed in this paper to estimate119863
2are the Lorenz attractor
the MIX(119875) process and real HRV signals respectively
Lorenz Attractor The Lorenz system is described by threecoupled first order differential equations whose solutionexhibits a chaotic behaviour system for certain parameter val-ues and initial conditions This is called the Lorenz attractor
119889119909
119889119905
= 120590 (119910 minus 119909)
119889119910
119889119905
= 120588119909 minus 119910 minus 119909119911
119889119911
119889119905
= minus120573119911 + 119909119910
(17)
05
15
0
1
0 2
m
1510
5
0
minus8 minus6 minus4 minus2
minus05
log(r)
SampE
n (i=j)(SCF)
Dm
2(max)
Dm
2(perp)
05
15
0
1
0 2
m
1510
5
minus8 minus6 minus4 minus2
minus05
log(r)
Dm
2(max)
Dm
2(perp)
Figure 4 SampEn119894=119895(119898 119903) surface for a 300-beat RR interval series
For each embedded dimensionmaximumpoint ismarkedwith solidtriangle Circles correspond to the 119903 values which define 119863
2(perp)
For parameter values 120590 = 10 120588 = 28 and 120573 = 83the theoretical119863
2value is 202 [24] In this study the system
equations are discretized with a time step of 001
119872119868119883(119875) Signals MIX(119875) is a family of stochastic processesthat samples a sine for 119875 = 0 and becomes more randomas 119875 increases (119875 = 1 completely random) [5] following theexpression
MIX(119875)119895= (1 minus 119885
119895)119883
119895+ 119885
119895119884
119895 (18)
where 119883119895=radic2 sin(212058711989512) 119884
119895equiv 119894119894119889 uniform random
variables on [minusradic3radic3] and 119885119895equiv 119894119894119889 random variables
with 119885119895= 1 with probability 119875 and 119885
119895= 0 with probability
1minus119875 MIX indicates amixture of deterministic and stochasticcomponents
HRV Signals The HRV representation used in this study isthe time difference between the occurrences of consecutivenormal heart beats the so-called RR interval Ectopic beatsas well as missed and false detections introduce some extravariability in theRR interval series which is not representativeof the ANS activity Thus they were detected and corrected[25]The RR interval series analysed in this study belongs to adatabase recorded at theMiguel Servet University Hospital inZaragoza (Spain)That database was used to predict hypoten-sion events during spinal anesthesia in elective cesareandelivery by HRV analysis [10] It consists of ECG signals from11 women with programmed cesarean section recorded at a1000Hz sampling frequency immediately before the cesareansurgery Five of them suffered a hypotension event during thesurgery (Hyp) and 6 did not (NoHyp) The series analysedcorrespond to 5 minutes in a lateral decubitus position See[10] for further database details
4 Results
All the results presented in this section are computed usingthe ℓinfin-norm The effect of different norms in 119863
2estimation
is discussed in Appendix A
6 Computational and Mathematical Methods in Medicine
Table 1 Computational time of correlation sums estimated forLorenz attractor series of different sample lengths 119878
119901is the speed-
up achieved and defined as 119878119901= 119879Seq119879MO where 119879Seq is the time
demand for a sequential algorithm and 119879MO the time demand forthe proposed technique based on matrix operations
N (samples) 119879Seq (s) 119879MO (s) 119878
119901
300 1086 09 asymp12005000 8691198905 50 asymp1600010000 3631198906 300 asymp12000
The computational time cost of the correlation sumsdepends on the length of the data the maximum embeddeddimension considered and the amount of thresholds usedThe results shown in Table 1 correspond to computationaltime required for different data lengths of Lorenz attractorseries a maximum embedded dimension of 16 and a set of300 threshold values 119903 evenlyspaced from 001 to 3The com-putational time required for a sequential approach is denotedby119879Seq whereas the time required for the proposed techniquebased on matrix operations is denoted by 119879MO This allowsdefining the speed up achieved by the novel approach as theratio between both measurements 119878
119901= 119879Sep119879MO As it is
shown in Table 1 119878119901increases with data length For a 300-
sample data (usual length for a 5minute RR interval series)correlation sums are estimated in approximately 1 s
The Lorenz attractor series was used to validate the newproposed methodologies Figure 5(a) displays the SCF log-log curves for embedded dimensions119898 from 1 to 10 The setsof points where the slope is evaluated according to (15) aredisplayed for different starting points For each starting pointthe corresponding set of points is selected following a gradi-ent descent technique Figure 5(b) shows the slope estimate(1198631198982(perp)119903
) versus119898 for each starting point Figure 5(c) displaysthe correlation dimension estimate (119863
2(perp)119903) versus log(119903) for
each starting point The maximum (1198632(perp) 119903
) constitutes thenovel119863
2estimate (119863
2(perp))
Table 2 displays correlation dimension estimates usingthe different approaches presented in this study Note thatalthough the three approaches give results close to the theo-retical value of Lorenz attractor correlation dimensionthe 119863
2(perp)approach is the closest one Relative errors for
approaches 1198632and 119863
2(max) are above 4 while for 1198632(perp)
itis just 1 119863
2estimated as described in [10] is also included
for comparison purposes
119863
2was applied to a set of MIX series with different 119875
values (01 04 and 08)These estimates can be considered asmeasures of the randomness of the signals when these signalsare finite stochastic processes see Figure 6
The same database for HRV analysis as in [10] was usedThe results shown in Table 2 are divided into hypotensionand nonhypotension groups The approaches proposed inthis paper were applied as well as the classical correlationdimension estimate described in [10] included for compari-son purposes The distribution of the data was found to benot normally distributed by the Kolmogorov-Smirnov test
Table 2 1198632estimated by different approaches for Lorenz attrac-
tor series (5000 samples) and HRV signals (300 samples) Dataexpressed as median | interquartile range
Lorenz HRVHyp NoHyp P value
119863
2[10] 193 592|057 439|126 0028
119863
2193 594|060 481|079 0028
119863
2(perp)201 641|065 511|077 0028
119863
2(max) 193 588|049 483|070 0010
Table 3 ROC area for the analysis of all studied correlationdimension estimates for the database used Accuracy sensibility andspecificity estimatedwith the correspondent cut points are expressedin percentage
ROC area Acc Sen Spe119863
2[10] 0900 818 714 100
119863
20900 818 714 100
119863
2(perp)0900 909 100 857
119863
2(max) 0967 909 833 100
and therefore the Mann-Whitney 119880 test was applied to eval-uate their statistical differences in medians The differencesbetween both groups for all estimates were found to bestatistically significantwith a119875 value lower than 003 In orderto evaluate the discriminant power of the proposedmeasuresROC analysis was performed Area of the ROC curveaccuracy sensitivity and specificity for all the proposedapproaches and the classical 119863
2estimate used in [10] were
displayed in Table 3The proposed 1198632estimates maintain the
accuracy achieved in [10] while the techniques based on theSampEn surface and the gradient descent actually increase it
5 Discussion and Conclusion
In this paper amethodological framework has been proposedto compute the correlation dimension (119863
2) of a limited time
series such as HRV signals which includes fast computationof the correlation sums sigmoidal curve fitting of log-logcurves three approaches for estimating the slope of the linearregion and exponential fitting of the 119863119898
2versus119898 curves
One important limitation for the application of 1198632to
HRV analysis is the long computational time required forthe correlation sums In an attempt to solve this probleman algorithm has been proposed based on matrix operationsIn [17] another approach was described based on parallelcomputing which decreased the time demand Neverthelessthe computational times achieved in the present work wereobtained with a regular computer (Windows 7 based PCIntel Core i7 35 GHz 16GbRAM with Matlab R2011a) Asan example for a signal of 300 sample length (a usual lengthin typical 5min HRV analysis asymp300 beats) the time demandwas reduced with respect to the sequential approach from 18minutes to 1 second which allows the online computation of119863
2in clinical practice Computational time required for the
proposed approaches is discussed in Appendix B
Computational and Mathematical Methods in Medicine 7
minus8
minus6
minus4
minus2
0
2minus10
minus9
minus8
minus7
minus6
minus5
minus4
minus3
minus2
minus1
0
1
log(r)
log(Cm(r))
(a)
Embedded dimension m
22
2
18
16
14
12
11 2 3 4 5 6 7 8 9 10
Dm 2(perp)
(b)
18
185
19
195
2
205
minus5 minus45 minus4 minus35 minus3
log(r)
Dm 2(perp)r
D2(perp)
(c)
Figure 5 (a) Set of points where slope is estimated from the fitted sigmoid curves in the approach proposed in Section 23 (b) Set of 1198631198982(perp)119903
estimates for different starting points versus embedded dimensions are fitted by the exponential equation (15) (c) Correlation dimensionestimate for each set corresponding to different starting points Data extracted from Lorenz attractor of 5000-sample length
1
0
minus1
MIX
(08
)M
IX(04
)M
IX(01
)
1
0
minus1
1
0
minus1
20 60 100 140 180
i
(a)
6
5
4
3
2
10 20 40 60 80 100
D2 = 543
D2 = 370
D2 = 183
Embedding dimension m
Cor
relat
ion
dim
ensio
n
Mix(08)
Mix(04)
Mix(01)
(b)
Figure 6 MIX signals with different degrees of randomness and the effects on the estimation of the 1198632
8 Computational and Mathematical Methods in Medicine
HypNoHyp
2 25 3 35 4 45 5 55
Time (min)
RR in
terv
al (m
s)
150
02
04
06
08
1
(a)
minus3 minus25 minus2 minus15 minus12
3
4
5
6
7
log(r)
HypNoHyp
X minus2139Y 6653
X minus1893Y 5257
D2(perp)r
(b)
Figure 7 The left panel shows two RR intervals one corresponding to a patient who developed a hypotension event (Hyp) and the other toone who did not (NoHyp) the right panel shows the 119863
2(perp)estimation using the perpendicular points in the log-log curves
Another limitation of the1198632estimate is its reliability One
of the system characteristics that can lead to an unreliablemeasurement of119863
2is the nonstationarity of the data Several
techniques attempting to characterize these dynamic systemshave been reportedmainly focused on changing the 120591param-eter or even taking into account the time between the vectors[13 26 27] Searching the linear region of the log-log curvesbecomes a difficult challenge when the system is nonstation-ary sincemore than one linear region can appear and classical119863
2estimate is unreliable in those cases The SCF approach is
more robust since it does not give any estimate if the fitting isnot good enough
The novel approaches proposed in this study for the esti-mation of 119863
2use the SCF approach 119863
2(perp)exploits the fact
that the linear region of the log-log curves is almost parallelfor high embedded dimensions This allows a set of pointssurrounding the maximum slope point to be consideredand therefore several correlation dimension estimates areobtained for these starting points 119863
2(max) is based on the dif-ferences between two consecutive log-log curves that definethe SampEn
119894=119895surfaceThis surface showedmaximum values
for each embedded dimension119898 and a specific threshold 119903providing another estimation of the correlation dimension
119863
2(perp)was found to be the closest to the theoretical correlation
dimension value for the Lorenz attractor series with 5000 sizepoints and for ℎ = 001 with a relative error of 1 while 119863
2
and 1198632(max) obtained a relative error of 4with the same data
The correlation dimension is known to be a surrogate ofthe fractal dimension of a chaotic attractor [12] Howeverwhen applied to limited time series nonzero finite correlationdimension values do not imply the existence of an under-lying chaotic attractor For example when applied to MIXprocesses nonzero finite119863
2values were obtained higher for
more random processes Thus although 1198632cannot be inter-
preted as the fractal dimension of an underlying chaoticattractor it still gives a measure of the complexity of the pro-cess at least regarding its unpredictability
Thus the 1198632estimate in HRV signals may shed light on
the degree of complexity of the ANS or how many degreesof freedom it has The group of women (Hyp) sufferinghypotension events occurring during the surgery of a pro-grammed cesarean section under spinal anesthesia showedhigher 119863
2values than the group who did not (NoHyp) in
the lateral decubitus position As an example Figure 7 showsone patient of each group and the 119863
2(perp)estimate All the
proposed correlation dimension estimates not only maintainthe accuracy obtained in [10] they also increase it Predictinghypotension is a challenge since it occurs in the 60 of thecases producing fetal stress [28] If the goal is to predict thosewho are going to suffer hypotension then the estimates thatperformed 100 of specificity will be selected being119863
2[10]
119863
2 and 119863
2(max) Otherwise if the goal is to use prophylaxis inthe less number of patients to prevent hypotension then theestimates that performed 100 of sensitivity will be chosenand in this case it is 119863
2(perp) The effect of prophyilaxis on
patients who finally are not going to suffer a hypotensionevent and the relation with fetal stress needs further studies
The contribution of this paper to the field is the proposalof a methodological framework for a reliable estimation ofthe correlation dimension from a limited time series such asHRV signals avoiding or at least alleviating the misleadinginterpretations that can be made from classical correlationdimension estimates The computational speed-up achievedmay allow this framework to be considered for monitoringin clinical practice Nevertheless the main limitation for theapplication of these methodologies to HRV analysis lies inits relation with the underlying physiology which is stillunclear and needs further studies In spite of the fact that theframework proposed in this paper is focused on the charac-terization of HRV signals its applicability could be extendedto a wide range of fields However an evaluation would beneeded to ascertain whether the proposed approaches areappropriate in each particular case
Computational and Mathematical Methods in Medicine 9
1
06
02
minus02
minus06
minus1minus1
minus06 minus02 02 06 1
Δ 2
x(i) minus x(j)
xx
(i+120591)minus
(j+120591) y ij
middot 2 = 1
middot 1 = 1
(a)
0
minus1
minus2
minus3
minus4
minus5
minus6minus5 minus4 minus3 minus2 minus1 0 1
2-norminfin-norm
log(r)
log(Cm(r))
1-norm985747
985747
985747
(b)
Figure 8 In the left panel vector differences of any two reconstructed vectors are shown (ie for119898 = 2Δy2119894119895) where solid circles and dashed
lines represent the points whose ℓ2-norm and ℓ
1-norm are equal to 1 respectively The dots are the differences below ℓ
2-norm unity and the
dots with circles are below ℓ1-norm unity In the right panel log-log curves of one HRV signal (300 samples) used in the study are shown for
a119898 = 10 and ℓ1- ℓ2- and ℓ
infin-norms
Appendices
A Use of Norms and Thresholds inCorrelation Dimension Estimates
The correlation dimension is considered norm invariant [14]However the effect of selecting the norm in correlationdimension estimates deserves further attention when appliedto a finite data set The norm of the difference vector Δy119898
119894119895
defines the distance 119889119898119894119895in (2) Norms can be defined from ℓ
1
( sdot 1) to ℓinfin( sdot infin) Left panel in Figure 8 shows normunity
for ℓ1and for ℓ
2 Moreover it is illustrated how a distance 1198892
119894119895
can be lower than the norm unity or not depending on whichnorm is used The norm unity is chosen as an example ofany threshold 119903 used in the correlation dimension algorithmTherefore by fixing the set of thresholds the appearance ofthe linear region of the log-log curve can be compromised
In Figure 8 the right panel shows how the applicationof different norms shifts the log-log curves losing the entirelinear region in some cases due to the fixed range of thresh-olds The range of these thresholds should be long enough toensure that the linear regions are contained therein thus theelection of the norm compromises the set of thresholds used
In the SCF approach it is particularly important that thetwo asymptotic regions should be represented in the log-logcurve Therefore the correct selection of the norm and therange of the set of thresholds are critical to assure the good-ness of the SCF approach Table 4 shows the correlationdimension estimates for 5000 data length of Lorenz attractor
Table 4 Correlation dimension estimates for the different proposedapproaches using different norms for Lorenz attractor series (5000samples) using different norms
Lorenz attractorℓ
1ℓ
2ℓ
infin
119863
2[10] 195 194 193
119863
2169 170 193
119863
2(perp)184 174 201
119863
2(max) 199 171 193
series The effect of different norms is reflected in the esti-mates since the set of thresholds was fixed As it is shown theapplication of ℓ
infin-norm combined with the fixed set of
thresholds used achieves closest values with respect to thetheoretical correlation dimension value for Lorenz attractor201
B Computational Time Demandof Novel Approaches to CorrelationDimension Estimates
In Section 22 a new technique based on matrix operations(MO) was introduced in order to compute correlation sumswhich represent the core of the correlation dimension algo-rithm Nevertheless in the paper no computational time costwas considered for the new proposed approaches for corre-lation dimension estimates Table 5 shows the time required
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
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Computational and Mathematical Methods in Medicine 3
where 119909119894119895symbolizes 119909(119894)minus119909(119895) For instance the dashed box
contains the elements of the difference vector Δy119898119894119895
for 120591 =1 For each embedded dimension 119898 and the reconstructedvector 119894 the difference vectors Δy119898
119894119895generates a S119898
119894matrix
mi =
xi1 xi+ xi+mminus1m
xij xi+1j+1 xi+mminus1j+mminus1
xiN xi+1N +1
xi+mminus1N
=
Δ miN
T
Δ mi1
T
Δ mij
T (9)
The selected norm is applied to the matrix S119898119894 generating
the norm vector d119898119894 whose elements are distances d119898
119894119895 To
compute the limit in (5) distances should be compared witha set of thresholds which implies the repetition of the wholeprocess as many times as the number of thresholds Thisrepetition is avoided since distances in d119898
119894are compared with
a whole set of thresholds r = [1199031 119903
2 119903
119873119903
]
Γ
119898
119894= (
119867(1199031 minus 119889119898
1198941) 119867(1199032 minus 119889
119898
1198941) sdot sdot sdot 119867(119903119873
119903
minus 119889119898
1198941)
119867(1199031 minus 119889119898
1198942) 119867(1199032 minus 119889
119898
1198942) sdot sdot sdot 119867(119903119873
119903
minus 119889119898
1198942)
119867(1199031 minus 119889119898
119894119873119898
) 119867(1199032 minus 119889119898
119894119873119898
) sdot sdot sdot 119867(119903119873119903
minus 119889119898
119894119873119898
)
)
(10)
where Γ119898119894
is a 119873119898times 119873
119903matrix which contains ones and
zeros The accumulative addition of each column representsthe partial correlation sum of the 119894th reconstructed vector fora set of thresholds 119903
c119898119894= Γ
119898
119894
1198791 = (
119888
119898
119894(119903
1)
119888
119898
119894(119903
2)
119888
119898
119894(119903
119873119903
)
) (11)
where 1 is a119873119898times 1 vector whose elements are equal to one
Finally the procedure has to be repeated varying the 119894index119873
119898times to compute119862
119898(119903)This technique saves com-
putational time due to the usage of a set of thresholds in onestep
23 New Approaches for1198632Assessment
231 Sigmoid Curves as Surrogates of Log-Log Curves 1198632has
to be estimated from (5) whose numerator and denominatorboth tend to minusinfin as 119903 tends to 0 Therefore applyingLrsquoHopitalrsquos rule the equation can be rewritten as [19]
119863
119898
2= lim119903rarr0
120597 log119862119898(119903)
120597 log (119903) (12)
Since the size of the time series is finite choosing smallvalues of 119903 to evaluate this limit is problematic For values of119903 close to 0 very few distances contribute to the correlationsummaking the estimation unreliableThe evaluation of this
0
minus5
minus10
minus15minus5 minus4 minus3 minus2 minus1 0
log(r)
m = 1
m = 2
m = 3
m = 10
log(Cm(r))
1st linear region2nd linear region
Figure 1 Log-log curves for a dynamic system Data correspond toan RR interval series extracted from 30mins of ECG recording
expression is usually done in a linear region in the log(119862119898(119903))
versus log(119903) representation called the log-log curve Theslope of this linear region is considered an estimate of 119863119898
2
There are different approaches for estimating this slopeMaximum slope searching can be done by directly computingthe increments in the log-log curve Another approach is toestimate numerically the maximum of the first derivative ofthe log-log curve Nevertheless these approaches encountersome limitations due to the usual nonequidistant sampling of119903 values in the logarithmic scale Yet another limitation arisesin the presence of dynamic systems whose log-log curves dis-play several linear regions as can be seen in Figure 1where the data corresponds to an RR interval series extractedfrom a 30 minute ECG recording In order to estimate theslope of the linear region of the log-log curve an attempt toartificially extend the linear region is made by excluding theself-comparisons (119889
119894119894) from the correlation sums
However the basis of the approach proposed in thiswork to improve 119863
2estimation lies in considering self-com-
parisons Figure 2 illustrates how log-log curves behave inboth situations considering or not considering self-compar-isons As it is shown both share part of the linear region Ourproposal is to use sigmoidal curve fitting (SCF) over the log-log curves to obtain an analytic function whose maximumslope in the linear region is well defined These log-logcurves are reminiscent of the biasymptotic fractals studied byRigaut [20] and Dollinger et al in [21] in which exponentialfittings were proposed The sigmoidal fitting is applied to theinterpolated log-log curves computed with evenlyspaced 119903values
A modified Boltzmann sigmoid curve was used byNavarro-Verdugo et al [22] as a model for the phase transi-tion of smart gels
119891 (119909) = 119860
2minus
(119860
2minus 119860
1)
119861 + 119890
(minus119909+119909119900)120572
(13)
4 Computational and Mathematical Methods in Medicine
0 50 100 150 200 250 300Beats
Nor
mal
ized
RR
inte
rval
0
04
08
minus04
minus08
(a)
Discarding self-comparisonsAdmitting self-comparisonsShared region
minus4
minus3 minus2
minus10
minus5
minus12
minus1
minus8
minus6
minus4
minus2
0
log(r)
m = 1
m = 2
m = 3 m = 4m = 5
log(Cm(r))
(b)
Figure 2 Log-log curves discarding and accepting self-comparisons Arrows show the slope of the scaling range Data correspond to an RRinterval series of 300 beats
where11986011198602 119909119900 and 119861 are the parameter designedThe first
derivative of 119891(119909) is
119889119891 (119909)
119889119909
= minus
(119860
2minus 119860
1) 119890
(minus119909+119909119900)120572
[120572(119861 + 119890
(minus119909+119909119900)120572)
2
]
(14)
In our study the sigmoid curve 119891(119909) is fitted to log-logcurveThe first derivative (14) is determined analytically andits maximum constitutes the slope of the linear range that is
119863
119898
2 Note that hat notation refers the use of SCFIn order to achieve a goodfitting the thresholds r have to
guarantee that both asymptotes are reached In this work r isin[001 3] with a step of 001 The upper asymptote is reachedwhen all comparisons are above the threshold 119862119898(119903) asymp 1 and the lower when only the self-comparison is below119862
119898(119903) =1119873
119898(119873
119898minus 1)
The SCF approach is robust in the presence of dynamicsystems which exhibit log-log curves with more than onelinear region since when the fitting is not good enough noestimate is given In this work the requirement for a good fit-ting is to achieve a regression factor greater than 08
As the embedding dimension 119898 increases the linearregions of the log-log curves tend to be parallel to each otherThus 119863119898
2estimates tend to saturate to a certain value which
is considered the correlation dimension 1198632 The correlation
dimension is estimated fitting the 1198631198982versus119898 curve follow-
ing a modified version of that used by Carvajal et al [23]
119863
119898
2= 119863
2(1 minus 119860119890
minus119896119898) (15)
where 119860 introduced in this study in order to reach the satu-ration level more quickly than previously proposed and 119896 areexponential growth factors
232 New Approaches for 1198632Estimation As mentioned
previously we chose 1198631198982as themaximum slope on each fitted
sigmoid curve Nevertheless the linear range is composed ofmore than one point Instead of considering only one pointper curve in this study we propose a new approach for 119863
2
estimation considering a set of points extracted from theselinear ranges
The proposed strategy is based on selecting one point ofthe linear range in the SCF log-log curve of the lowest embed-ded dimension119898 and moving forward to the next embeddeddimension 119898 + 1 selecting the point of the correspondingSCF log-log curve with minimum distance to the formercurve (ie where the perpendicular to the 119898th log-log curveintersects the (119898 + 1)th log-log curve as in the gradientdescent technique) see Figure 3 The procedure is repeatedup to the maximum embedded dimension analyzed Thenseveral sets of slopes are computed (one for each point in thelinear region around the maximum slope of the SCF log-logcurve of the lowest embedded dimension) providing a set ofcorrelation dimension estimates per embedded dimension(1198631198982(perp)119903
) The dependence on 119903 in the notation indicates thateach set of correlation dimension estimates is linked to an 119903value corresponding to the first value of each set
Finally (15) is used to estimate the final correlationdimension (119863
2(perp)119903) for each set of pointsThese (119863
2(perp)119903) esti-
mates are linked to the log(119903) value of the lowest embeddeddimension Finally the maximum of the 119863
2(perp)119903is selected as
the new1198632estimate called 119863
2(perp)
Another new approach for 1198632estimation based on sam-
ple entropy (SampEn) is now presented SampEn was definedby Zurek et al [17] as
SampEn (119898 119903119873) = log (119862119898(119903)) minus log (119862
119898+1(119903)) (16)
Computational and Mathematical Methods in Medicine 5
0 10 201
15
2
m
Gradient descent
Cor
relat
ion
dim
ensio
n
minus8
minus6
minus4
minus2
0
minus5 minus4 minus3 minus2 minus1 0 1 2
m = 1
m = 21
log(r)
log(Cm(r))
Dm
2(perp)r119895
Dm
2(perp)r119894
Figure 3Maximum slope points aremarkedwith crosses over fittedsigmoid curves Points calculated using gradient descent criteriafrom two starting points are shown in dots and circles 119903
119895is the point
which corresponds to the maximum slope in the lowest embeddeddimension The inset illustrates the correlation dimension estima-tion of the three sets of points
where in this case 119862119898(119903) is computed as in (3) but without
considering self-comparisons Let us define SampEn119894=119895(119898 119903)
as the sample entropy considering self-pairs which is easilycomputed for all embedded dimensions 119898 and a huge set ofthresholds r using the fast algorithm described in Section 22We can generate a SampEn
119894=119895(119898 119903) surface from the fitted
sigmoid curves as can be seen in Figure 4 an example of a300-beat RR interval series extracted from one recording ofthe database used in [10] For each embedded dimension thevalue of 119903 which maximizes SampEn
119894=119895(119898 119903) is used to eval-
uate the slope of the linear region of the SCF log-log curves
119863
119898
2(max) yielding another 1198632estimate called in this paper
119863
2(max)
3 Materials
The selected time series chosen to validate the approachesproposed in this paper to estimate119863
2are the Lorenz attractor
the MIX(119875) process and real HRV signals respectively
Lorenz Attractor The Lorenz system is described by threecoupled first order differential equations whose solutionexhibits a chaotic behaviour system for certain parameter val-ues and initial conditions This is called the Lorenz attractor
119889119909
119889119905
= 120590 (119910 minus 119909)
119889119910
119889119905
= 120588119909 minus 119910 minus 119909119911
119889119911
119889119905
= minus120573119911 + 119909119910
(17)
05
15
0
1
0 2
m
1510
5
0
minus8 minus6 minus4 minus2
minus05
log(r)
SampE
n (i=j)(SCF)
Dm
2(max)
Dm
2(perp)
05
15
0
1
0 2
m
1510
5
minus8 minus6 minus4 minus2
minus05
log(r)
Dm
2(max)
Dm
2(perp)
Figure 4 SampEn119894=119895(119898 119903) surface for a 300-beat RR interval series
For each embedded dimensionmaximumpoint ismarkedwith solidtriangle Circles correspond to the 119903 values which define 119863
2(perp)
For parameter values 120590 = 10 120588 = 28 and 120573 = 83the theoretical119863
2value is 202 [24] In this study the system
equations are discretized with a time step of 001
119872119868119883(119875) Signals MIX(119875) is a family of stochastic processesthat samples a sine for 119875 = 0 and becomes more randomas 119875 increases (119875 = 1 completely random) [5] following theexpression
MIX(119875)119895= (1 minus 119885
119895)119883
119895+ 119885
119895119884
119895 (18)
where 119883119895=radic2 sin(212058711989512) 119884
119895equiv 119894119894119889 uniform random
variables on [minusradic3radic3] and 119885119895equiv 119894119894119889 random variables
with 119885119895= 1 with probability 119875 and 119885
119895= 0 with probability
1minus119875 MIX indicates amixture of deterministic and stochasticcomponents
HRV Signals The HRV representation used in this study isthe time difference between the occurrences of consecutivenormal heart beats the so-called RR interval Ectopic beatsas well as missed and false detections introduce some extravariability in theRR interval series which is not representativeof the ANS activity Thus they were detected and corrected[25]The RR interval series analysed in this study belongs to adatabase recorded at theMiguel Servet University Hospital inZaragoza (Spain)That database was used to predict hypoten-sion events during spinal anesthesia in elective cesareandelivery by HRV analysis [10] It consists of ECG signals from11 women with programmed cesarean section recorded at a1000Hz sampling frequency immediately before the cesareansurgery Five of them suffered a hypotension event during thesurgery (Hyp) and 6 did not (NoHyp) The series analysedcorrespond to 5 minutes in a lateral decubitus position See[10] for further database details
4 Results
All the results presented in this section are computed usingthe ℓinfin-norm The effect of different norms in 119863
2estimation
is discussed in Appendix A
6 Computational and Mathematical Methods in Medicine
Table 1 Computational time of correlation sums estimated forLorenz attractor series of different sample lengths 119878
119901is the speed-
up achieved and defined as 119878119901= 119879Seq119879MO where 119879Seq is the time
demand for a sequential algorithm and 119879MO the time demand forthe proposed technique based on matrix operations
N (samples) 119879Seq (s) 119879MO (s) 119878
119901
300 1086 09 asymp12005000 8691198905 50 asymp1600010000 3631198906 300 asymp12000
The computational time cost of the correlation sumsdepends on the length of the data the maximum embeddeddimension considered and the amount of thresholds usedThe results shown in Table 1 correspond to computationaltime required for different data lengths of Lorenz attractorseries a maximum embedded dimension of 16 and a set of300 threshold values 119903 evenlyspaced from 001 to 3The com-putational time required for a sequential approach is denotedby119879Seq whereas the time required for the proposed techniquebased on matrix operations is denoted by 119879MO This allowsdefining the speed up achieved by the novel approach as theratio between both measurements 119878
119901= 119879Sep119879MO As it is
shown in Table 1 119878119901increases with data length For a 300-
sample data (usual length for a 5minute RR interval series)correlation sums are estimated in approximately 1 s
The Lorenz attractor series was used to validate the newproposed methodologies Figure 5(a) displays the SCF log-log curves for embedded dimensions119898 from 1 to 10 The setsof points where the slope is evaluated according to (15) aredisplayed for different starting points For each starting pointthe corresponding set of points is selected following a gradi-ent descent technique Figure 5(b) shows the slope estimate(1198631198982(perp)119903
) versus119898 for each starting point Figure 5(c) displaysthe correlation dimension estimate (119863
2(perp)119903) versus log(119903) for
each starting point The maximum (1198632(perp) 119903
) constitutes thenovel119863
2estimate (119863
2(perp))
Table 2 displays correlation dimension estimates usingthe different approaches presented in this study Note thatalthough the three approaches give results close to the theo-retical value of Lorenz attractor correlation dimensionthe 119863
2(perp)approach is the closest one Relative errors for
approaches 1198632and 119863
2(max) are above 4 while for 1198632(perp)
itis just 1 119863
2estimated as described in [10] is also included
for comparison purposes
119863
2was applied to a set of MIX series with different 119875
values (01 04 and 08)These estimates can be considered asmeasures of the randomness of the signals when these signalsare finite stochastic processes see Figure 6
The same database for HRV analysis as in [10] was usedThe results shown in Table 2 are divided into hypotensionand nonhypotension groups The approaches proposed inthis paper were applied as well as the classical correlationdimension estimate described in [10] included for compari-son purposes The distribution of the data was found to benot normally distributed by the Kolmogorov-Smirnov test
Table 2 1198632estimated by different approaches for Lorenz attrac-
tor series (5000 samples) and HRV signals (300 samples) Dataexpressed as median | interquartile range
Lorenz HRVHyp NoHyp P value
119863
2[10] 193 592|057 439|126 0028
119863
2193 594|060 481|079 0028
119863
2(perp)201 641|065 511|077 0028
119863
2(max) 193 588|049 483|070 0010
Table 3 ROC area for the analysis of all studied correlationdimension estimates for the database used Accuracy sensibility andspecificity estimatedwith the correspondent cut points are expressedin percentage
ROC area Acc Sen Spe119863
2[10] 0900 818 714 100
119863
20900 818 714 100
119863
2(perp)0900 909 100 857
119863
2(max) 0967 909 833 100
and therefore the Mann-Whitney 119880 test was applied to eval-uate their statistical differences in medians The differencesbetween both groups for all estimates were found to bestatistically significantwith a119875 value lower than 003 In orderto evaluate the discriminant power of the proposedmeasuresROC analysis was performed Area of the ROC curveaccuracy sensitivity and specificity for all the proposedapproaches and the classical 119863
2estimate used in [10] were
displayed in Table 3The proposed 1198632estimates maintain the
accuracy achieved in [10] while the techniques based on theSampEn surface and the gradient descent actually increase it
5 Discussion and Conclusion
In this paper amethodological framework has been proposedto compute the correlation dimension (119863
2) of a limited time
series such as HRV signals which includes fast computationof the correlation sums sigmoidal curve fitting of log-logcurves three approaches for estimating the slope of the linearregion and exponential fitting of the 119863119898
2versus119898 curves
One important limitation for the application of 1198632to
HRV analysis is the long computational time required forthe correlation sums In an attempt to solve this probleman algorithm has been proposed based on matrix operationsIn [17] another approach was described based on parallelcomputing which decreased the time demand Neverthelessthe computational times achieved in the present work wereobtained with a regular computer (Windows 7 based PCIntel Core i7 35 GHz 16GbRAM with Matlab R2011a) Asan example for a signal of 300 sample length (a usual lengthin typical 5min HRV analysis asymp300 beats) the time demandwas reduced with respect to the sequential approach from 18minutes to 1 second which allows the online computation of119863
2in clinical practice Computational time required for the
proposed approaches is discussed in Appendix B
Computational and Mathematical Methods in Medicine 7
minus8
minus6
minus4
minus2
0
2minus10
minus9
minus8
minus7
minus6
minus5
minus4
minus3
minus2
minus1
0
1
log(r)
log(Cm(r))
(a)
Embedded dimension m
22
2
18
16
14
12
11 2 3 4 5 6 7 8 9 10
Dm 2(perp)
(b)
18
185
19
195
2
205
minus5 minus45 minus4 minus35 minus3
log(r)
Dm 2(perp)r
D2(perp)
(c)
Figure 5 (a) Set of points where slope is estimated from the fitted sigmoid curves in the approach proposed in Section 23 (b) Set of 1198631198982(perp)119903
estimates for different starting points versus embedded dimensions are fitted by the exponential equation (15) (c) Correlation dimensionestimate for each set corresponding to different starting points Data extracted from Lorenz attractor of 5000-sample length
1
0
minus1
MIX
(08
)M
IX(04
)M
IX(01
)
1
0
minus1
1
0
minus1
20 60 100 140 180
i
(a)
6
5
4
3
2
10 20 40 60 80 100
D2 = 543
D2 = 370
D2 = 183
Embedding dimension m
Cor
relat
ion
dim
ensio
n
Mix(08)
Mix(04)
Mix(01)
(b)
Figure 6 MIX signals with different degrees of randomness and the effects on the estimation of the 1198632
8 Computational and Mathematical Methods in Medicine
HypNoHyp
2 25 3 35 4 45 5 55
Time (min)
RR in
terv
al (m
s)
150
02
04
06
08
1
(a)
minus3 minus25 minus2 minus15 minus12
3
4
5
6
7
log(r)
HypNoHyp
X minus2139Y 6653
X minus1893Y 5257
D2(perp)r
(b)
Figure 7 The left panel shows two RR intervals one corresponding to a patient who developed a hypotension event (Hyp) and the other toone who did not (NoHyp) the right panel shows the 119863
2(perp)estimation using the perpendicular points in the log-log curves
Another limitation of the1198632estimate is its reliability One
of the system characteristics that can lead to an unreliablemeasurement of119863
2is the nonstationarity of the data Several
techniques attempting to characterize these dynamic systemshave been reportedmainly focused on changing the 120591param-eter or even taking into account the time between the vectors[13 26 27] Searching the linear region of the log-log curvesbecomes a difficult challenge when the system is nonstation-ary sincemore than one linear region can appear and classical119863
2estimate is unreliable in those cases The SCF approach is
more robust since it does not give any estimate if the fitting isnot good enough
The novel approaches proposed in this study for the esti-mation of 119863
2use the SCF approach 119863
2(perp)exploits the fact
that the linear region of the log-log curves is almost parallelfor high embedded dimensions This allows a set of pointssurrounding the maximum slope point to be consideredand therefore several correlation dimension estimates areobtained for these starting points 119863
2(max) is based on the dif-ferences between two consecutive log-log curves that definethe SampEn
119894=119895surfaceThis surface showedmaximum values
for each embedded dimension119898 and a specific threshold 119903providing another estimation of the correlation dimension
119863
2(perp)was found to be the closest to the theoretical correlation
dimension value for the Lorenz attractor series with 5000 sizepoints and for ℎ = 001 with a relative error of 1 while 119863
2
and 1198632(max) obtained a relative error of 4with the same data
The correlation dimension is known to be a surrogate ofthe fractal dimension of a chaotic attractor [12] Howeverwhen applied to limited time series nonzero finite correlationdimension values do not imply the existence of an under-lying chaotic attractor For example when applied to MIXprocesses nonzero finite119863
2values were obtained higher for
more random processes Thus although 1198632cannot be inter-
preted as the fractal dimension of an underlying chaoticattractor it still gives a measure of the complexity of the pro-cess at least regarding its unpredictability
Thus the 1198632estimate in HRV signals may shed light on
the degree of complexity of the ANS or how many degreesof freedom it has The group of women (Hyp) sufferinghypotension events occurring during the surgery of a pro-grammed cesarean section under spinal anesthesia showedhigher 119863
2values than the group who did not (NoHyp) in
the lateral decubitus position As an example Figure 7 showsone patient of each group and the 119863
2(perp)estimate All the
proposed correlation dimension estimates not only maintainthe accuracy obtained in [10] they also increase it Predictinghypotension is a challenge since it occurs in the 60 of thecases producing fetal stress [28] If the goal is to predict thosewho are going to suffer hypotension then the estimates thatperformed 100 of specificity will be selected being119863
2[10]
119863
2 and 119863
2(max) Otherwise if the goal is to use prophylaxis inthe less number of patients to prevent hypotension then theestimates that performed 100 of sensitivity will be chosenand in this case it is 119863
2(perp) The effect of prophyilaxis on
patients who finally are not going to suffer a hypotensionevent and the relation with fetal stress needs further studies
The contribution of this paper to the field is the proposalof a methodological framework for a reliable estimation ofthe correlation dimension from a limited time series such asHRV signals avoiding or at least alleviating the misleadinginterpretations that can be made from classical correlationdimension estimates The computational speed-up achievedmay allow this framework to be considered for monitoringin clinical practice Nevertheless the main limitation for theapplication of these methodologies to HRV analysis lies inits relation with the underlying physiology which is stillunclear and needs further studies In spite of the fact that theframework proposed in this paper is focused on the charac-terization of HRV signals its applicability could be extendedto a wide range of fields However an evaluation would beneeded to ascertain whether the proposed approaches areappropriate in each particular case
Computational and Mathematical Methods in Medicine 9
1
06
02
minus02
minus06
minus1minus1
minus06 minus02 02 06 1
Δ 2
x(i) minus x(j)
xx
(i+120591)minus
(j+120591) y ij
middot 2 = 1
middot 1 = 1
(a)
0
minus1
minus2
minus3
minus4
minus5
minus6minus5 minus4 minus3 minus2 minus1 0 1
2-norminfin-norm
log(r)
log(Cm(r))
1-norm985747
985747
985747
(b)
Figure 8 In the left panel vector differences of any two reconstructed vectors are shown (ie for119898 = 2Δy2119894119895) where solid circles and dashed
lines represent the points whose ℓ2-norm and ℓ
1-norm are equal to 1 respectively The dots are the differences below ℓ
2-norm unity and the
dots with circles are below ℓ1-norm unity In the right panel log-log curves of one HRV signal (300 samples) used in the study are shown for
a119898 = 10 and ℓ1- ℓ2- and ℓ
infin-norms
Appendices
A Use of Norms and Thresholds inCorrelation Dimension Estimates
The correlation dimension is considered norm invariant [14]However the effect of selecting the norm in correlationdimension estimates deserves further attention when appliedto a finite data set The norm of the difference vector Δy119898
119894119895
defines the distance 119889119898119894119895in (2) Norms can be defined from ℓ
1
( sdot 1) to ℓinfin( sdot infin) Left panel in Figure 8 shows normunity
for ℓ1and for ℓ
2 Moreover it is illustrated how a distance 1198892
119894119895
can be lower than the norm unity or not depending on whichnorm is used The norm unity is chosen as an example ofany threshold 119903 used in the correlation dimension algorithmTherefore by fixing the set of thresholds the appearance ofthe linear region of the log-log curve can be compromised
In Figure 8 the right panel shows how the applicationof different norms shifts the log-log curves losing the entirelinear region in some cases due to the fixed range of thresh-olds The range of these thresholds should be long enough toensure that the linear regions are contained therein thus theelection of the norm compromises the set of thresholds used
In the SCF approach it is particularly important that thetwo asymptotic regions should be represented in the log-logcurve Therefore the correct selection of the norm and therange of the set of thresholds are critical to assure the good-ness of the SCF approach Table 4 shows the correlationdimension estimates for 5000 data length of Lorenz attractor
Table 4 Correlation dimension estimates for the different proposedapproaches using different norms for Lorenz attractor series (5000samples) using different norms
Lorenz attractorℓ
1ℓ
2ℓ
infin
119863
2[10] 195 194 193
119863
2169 170 193
119863
2(perp)184 174 201
119863
2(max) 199 171 193
series The effect of different norms is reflected in the esti-mates since the set of thresholds was fixed As it is shown theapplication of ℓ
infin-norm combined with the fixed set of
thresholds used achieves closest values with respect to thetheoretical correlation dimension value for Lorenz attractor201
B Computational Time Demandof Novel Approaches to CorrelationDimension Estimates
In Section 22 a new technique based on matrix operations(MO) was introduced in order to compute correlation sumswhich represent the core of the correlation dimension algo-rithm Nevertheless in the paper no computational time costwas considered for the new proposed approaches for corre-lation dimension estimates Table 5 shows the time required
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
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Disease Markers
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OncologyJournal of
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Oxidative Medicine and Cellular Longevity
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PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
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Computational and Mathematical Methods in Medicine
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Research and TreatmentAIDS
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Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
4 Computational and Mathematical Methods in Medicine
0 50 100 150 200 250 300Beats
Nor
mal
ized
RR
inte
rval
0
04
08
minus04
minus08
(a)
Discarding self-comparisonsAdmitting self-comparisonsShared region
minus4
minus3 minus2
minus10
minus5
minus12
minus1
minus8
minus6
minus4
minus2
0
log(r)
m = 1
m = 2
m = 3 m = 4m = 5
log(Cm(r))
(b)
Figure 2 Log-log curves discarding and accepting self-comparisons Arrows show the slope of the scaling range Data correspond to an RRinterval series of 300 beats
where11986011198602 119909119900 and 119861 are the parameter designedThe first
derivative of 119891(119909) is
119889119891 (119909)
119889119909
= minus
(119860
2minus 119860
1) 119890
(minus119909+119909119900)120572
[120572(119861 + 119890
(minus119909+119909119900)120572)
2
]
(14)
In our study the sigmoid curve 119891(119909) is fitted to log-logcurveThe first derivative (14) is determined analytically andits maximum constitutes the slope of the linear range that is
119863
119898
2 Note that hat notation refers the use of SCFIn order to achieve a goodfitting the thresholds r have to
guarantee that both asymptotes are reached In this work r isin[001 3] with a step of 001 The upper asymptote is reachedwhen all comparisons are above the threshold 119862119898(119903) asymp 1 and the lower when only the self-comparison is below119862
119898(119903) =1119873
119898(119873
119898minus 1)
The SCF approach is robust in the presence of dynamicsystems which exhibit log-log curves with more than onelinear region since when the fitting is not good enough noestimate is given In this work the requirement for a good fit-ting is to achieve a regression factor greater than 08
As the embedding dimension 119898 increases the linearregions of the log-log curves tend to be parallel to each otherThus 119863119898
2estimates tend to saturate to a certain value which
is considered the correlation dimension 1198632 The correlation
dimension is estimated fitting the 1198631198982versus119898 curve follow-
ing a modified version of that used by Carvajal et al [23]
119863
119898
2= 119863
2(1 minus 119860119890
minus119896119898) (15)
where 119860 introduced in this study in order to reach the satu-ration level more quickly than previously proposed and 119896 areexponential growth factors
232 New Approaches for 1198632Estimation As mentioned
previously we chose 1198631198982as themaximum slope on each fitted
sigmoid curve Nevertheless the linear range is composed ofmore than one point Instead of considering only one pointper curve in this study we propose a new approach for 119863
2
estimation considering a set of points extracted from theselinear ranges
The proposed strategy is based on selecting one point ofthe linear range in the SCF log-log curve of the lowest embed-ded dimension119898 and moving forward to the next embeddeddimension 119898 + 1 selecting the point of the correspondingSCF log-log curve with minimum distance to the formercurve (ie where the perpendicular to the 119898th log-log curveintersects the (119898 + 1)th log-log curve as in the gradientdescent technique) see Figure 3 The procedure is repeatedup to the maximum embedded dimension analyzed Thenseveral sets of slopes are computed (one for each point in thelinear region around the maximum slope of the SCF log-logcurve of the lowest embedded dimension) providing a set ofcorrelation dimension estimates per embedded dimension(1198631198982(perp)119903
) The dependence on 119903 in the notation indicates thateach set of correlation dimension estimates is linked to an 119903value corresponding to the first value of each set
Finally (15) is used to estimate the final correlationdimension (119863
2(perp)119903) for each set of pointsThese (119863
2(perp)119903) esti-
mates are linked to the log(119903) value of the lowest embeddeddimension Finally the maximum of the 119863
2(perp)119903is selected as
the new1198632estimate called 119863
2(perp)
Another new approach for 1198632estimation based on sam-
ple entropy (SampEn) is now presented SampEn was definedby Zurek et al [17] as
SampEn (119898 119903119873) = log (119862119898(119903)) minus log (119862
119898+1(119903)) (16)
Computational and Mathematical Methods in Medicine 5
0 10 201
15
2
m
Gradient descent
Cor
relat
ion
dim
ensio
n
minus8
minus6
minus4
minus2
0
minus5 minus4 minus3 minus2 minus1 0 1 2
m = 1
m = 21
log(r)
log(Cm(r))
Dm
2(perp)r119895
Dm
2(perp)r119894
Figure 3Maximum slope points aremarkedwith crosses over fittedsigmoid curves Points calculated using gradient descent criteriafrom two starting points are shown in dots and circles 119903
119895is the point
which corresponds to the maximum slope in the lowest embeddeddimension The inset illustrates the correlation dimension estima-tion of the three sets of points
where in this case 119862119898(119903) is computed as in (3) but without
considering self-comparisons Let us define SampEn119894=119895(119898 119903)
as the sample entropy considering self-pairs which is easilycomputed for all embedded dimensions 119898 and a huge set ofthresholds r using the fast algorithm described in Section 22We can generate a SampEn
119894=119895(119898 119903) surface from the fitted
sigmoid curves as can be seen in Figure 4 an example of a300-beat RR interval series extracted from one recording ofthe database used in [10] For each embedded dimension thevalue of 119903 which maximizes SampEn
119894=119895(119898 119903) is used to eval-
uate the slope of the linear region of the SCF log-log curves
119863
119898
2(max) yielding another 1198632estimate called in this paper
119863
2(max)
3 Materials
The selected time series chosen to validate the approachesproposed in this paper to estimate119863
2are the Lorenz attractor
the MIX(119875) process and real HRV signals respectively
Lorenz Attractor The Lorenz system is described by threecoupled first order differential equations whose solutionexhibits a chaotic behaviour system for certain parameter val-ues and initial conditions This is called the Lorenz attractor
119889119909
119889119905
= 120590 (119910 minus 119909)
119889119910
119889119905
= 120588119909 minus 119910 minus 119909119911
119889119911
119889119905
= minus120573119911 + 119909119910
(17)
05
15
0
1
0 2
m
1510
5
0
minus8 minus6 minus4 minus2
minus05
log(r)
SampE
n (i=j)(SCF)
Dm
2(max)
Dm
2(perp)
05
15
0
1
0 2
m
1510
5
minus8 minus6 minus4 minus2
minus05
log(r)
Dm
2(max)
Dm
2(perp)
Figure 4 SampEn119894=119895(119898 119903) surface for a 300-beat RR interval series
For each embedded dimensionmaximumpoint ismarkedwith solidtriangle Circles correspond to the 119903 values which define 119863
2(perp)
For parameter values 120590 = 10 120588 = 28 and 120573 = 83the theoretical119863
2value is 202 [24] In this study the system
equations are discretized with a time step of 001
119872119868119883(119875) Signals MIX(119875) is a family of stochastic processesthat samples a sine for 119875 = 0 and becomes more randomas 119875 increases (119875 = 1 completely random) [5] following theexpression
MIX(119875)119895= (1 minus 119885
119895)119883
119895+ 119885
119895119884
119895 (18)
where 119883119895=radic2 sin(212058711989512) 119884
119895equiv 119894119894119889 uniform random
variables on [minusradic3radic3] and 119885119895equiv 119894119894119889 random variables
with 119885119895= 1 with probability 119875 and 119885
119895= 0 with probability
1minus119875 MIX indicates amixture of deterministic and stochasticcomponents
HRV Signals The HRV representation used in this study isthe time difference between the occurrences of consecutivenormal heart beats the so-called RR interval Ectopic beatsas well as missed and false detections introduce some extravariability in theRR interval series which is not representativeof the ANS activity Thus they were detected and corrected[25]The RR interval series analysed in this study belongs to adatabase recorded at theMiguel Servet University Hospital inZaragoza (Spain)That database was used to predict hypoten-sion events during spinal anesthesia in elective cesareandelivery by HRV analysis [10] It consists of ECG signals from11 women with programmed cesarean section recorded at a1000Hz sampling frequency immediately before the cesareansurgery Five of them suffered a hypotension event during thesurgery (Hyp) and 6 did not (NoHyp) The series analysedcorrespond to 5 minutes in a lateral decubitus position See[10] for further database details
4 Results
All the results presented in this section are computed usingthe ℓinfin-norm The effect of different norms in 119863
2estimation
is discussed in Appendix A
6 Computational and Mathematical Methods in Medicine
Table 1 Computational time of correlation sums estimated forLorenz attractor series of different sample lengths 119878
119901is the speed-
up achieved and defined as 119878119901= 119879Seq119879MO where 119879Seq is the time
demand for a sequential algorithm and 119879MO the time demand forthe proposed technique based on matrix operations
N (samples) 119879Seq (s) 119879MO (s) 119878
119901
300 1086 09 asymp12005000 8691198905 50 asymp1600010000 3631198906 300 asymp12000
The computational time cost of the correlation sumsdepends on the length of the data the maximum embeddeddimension considered and the amount of thresholds usedThe results shown in Table 1 correspond to computationaltime required for different data lengths of Lorenz attractorseries a maximum embedded dimension of 16 and a set of300 threshold values 119903 evenlyspaced from 001 to 3The com-putational time required for a sequential approach is denotedby119879Seq whereas the time required for the proposed techniquebased on matrix operations is denoted by 119879MO This allowsdefining the speed up achieved by the novel approach as theratio between both measurements 119878
119901= 119879Sep119879MO As it is
shown in Table 1 119878119901increases with data length For a 300-
sample data (usual length for a 5minute RR interval series)correlation sums are estimated in approximately 1 s
The Lorenz attractor series was used to validate the newproposed methodologies Figure 5(a) displays the SCF log-log curves for embedded dimensions119898 from 1 to 10 The setsof points where the slope is evaluated according to (15) aredisplayed for different starting points For each starting pointthe corresponding set of points is selected following a gradi-ent descent technique Figure 5(b) shows the slope estimate(1198631198982(perp)119903
) versus119898 for each starting point Figure 5(c) displaysthe correlation dimension estimate (119863
2(perp)119903) versus log(119903) for
each starting point The maximum (1198632(perp) 119903
) constitutes thenovel119863
2estimate (119863
2(perp))
Table 2 displays correlation dimension estimates usingthe different approaches presented in this study Note thatalthough the three approaches give results close to the theo-retical value of Lorenz attractor correlation dimensionthe 119863
2(perp)approach is the closest one Relative errors for
approaches 1198632and 119863
2(max) are above 4 while for 1198632(perp)
itis just 1 119863
2estimated as described in [10] is also included
for comparison purposes
119863
2was applied to a set of MIX series with different 119875
values (01 04 and 08)These estimates can be considered asmeasures of the randomness of the signals when these signalsare finite stochastic processes see Figure 6
The same database for HRV analysis as in [10] was usedThe results shown in Table 2 are divided into hypotensionand nonhypotension groups The approaches proposed inthis paper were applied as well as the classical correlationdimension estimate described in [10] included for compari-son purposes The distribution of the data was found to benot normally distributed by the Kolmogorov-Smirnov test
Table 2 1198632estimated by different approaches for Lorenz attrac-
tor series (5000 samples) and HRV signals (300 samples) Dataexpressed as median | interquartile range
Lorenz HRVHyp NoHyp P value
119863
2[10] 193 592|057 439|126 0028
119863
2193 594|060 481|079 0028
119863
2(perp)201 641|065 511|077 0028
119863
2(max) 193 588|049 483|070 0010
Table 3 ROC area for the analysis of all studied correlationdimension estimates for the database used Accuracy sensibility andspecificity estimatedwith the correspondent cut points are expressedin percentage
ROC area Acc Sen Spe119863
2[10] 0900 818 714 100
119863
20900 818 714 100
119863
2(perp)0900 909 100 857
119863
2(max) 0967 909 833 100
and therefore the Mann-Whitney 119880 test was applied to eval-uate their statistical differences in medians The differencesbetween both groups for all estimates were found to bestatistically significantwith a119875 value lower than 003 In orderto evaluate the discriminant power of the proposedmeasuresROC analysis was performed Area of the ROC curveaccuracy sensitivity and specificity for all the proposedapproaches and the classical 119863
2estimate used in [10] were
displayed in Table 3The proposed 1198632estimates maintain the
accuracy achieved in [10] while the techniques based on theSampEn surface and the gradient descent actually increase it
5 Discussion and Conclusion
In this paper amethodological framework has been proposedto compute the correlation dimension (119863
2) of a limited time
series such as HRV signals which includes fast computationof the correlation sums sigmoidal curve fitting of log-logcurves three approaches for estimating the slope of the linearregion and exponential fitting of the 119863119898
2versus119898 curves
One important limitation for the application of 1198632to
HRV analysis is the long computational time required forthe correlation sums In an attempt to solve this probleman algorithm has been proposed based on matrix operationsIn [17] another approach was described based on parallelcomputing which decreased the time demand Neverthelessthe computational times achieved in the present work wereobtained with a regular computer (Windows 7 based PCIntel Core i7 35 GHz 16GbRAM with Matlab R2011a) Asan example for a signal of 300 sample length (a usual lengthin typical 5min HRV analysis asymp300 beats) the time demandwas reduced with respect to the sequential approach from 18minutes to 1 second which allows the online computation of119863
2in clinical practice Computational time required for the
proposed approaches is discussed in Appendix B
Computational and Mathematical Methods in Medicine 7
minus8
minus6
minus4
minus2
0
2minus10
minus9
minus8
minus7
minus6
minus5
minus4
minus3
minus2
minus1
0
1
log(r)
log(Cm(r))
(a)
Embedded dimension m
22
2
18
16
14
12
11 2 3 4 5 6 7 8 9 10
Dm 2(perp)
(b)
18
185
19
195
2
205
minus5 minus45 minus4 minus35 minus3
log(r)
Dm 2(perp)r
D2(perp)
(c)
Figure 5 (a) Set of points where slope is estimated from the fitted sigmoid curves in the approach proposed in Section 23 (b) Set of 1198631198982(perp)119903
estimates for different starting points versus embedded dimensions are fitted by the exponential equation (15) (c) Correlation dimensionestimate for each set corresponding to different starting points Data extracted from Lorenz attractor of 5000-sample length
1
0
minus1
MIX
(08
)M
IX(04
)M
IX(01
)
1
0
minus1
1
0
minus1
20 60 100 140 180
i
(a)
6
5
4
3
2
10 20 40 60 80 100
D2 = 543
D2 = 370
D2 = 183
Embedding dimension m
Cor
relat
ion
dim
ensio
n
Mix(08)
Mix(04)
Mix(01)
(b)
Figure 6 MIX signals with different degrees of randomness and the effects on the estimation of the 1198632
8 Computational and Mathematical Methods in Medicine
HypNoHyp
2 25 3 35 4 45 5 55
Time (min)
RR in
terv
al (m
s)
150
02
04
06
08
1
(a)
minus3 minus25 minus2 minus15 minus12
3
4
5
6
7
log(r)
HypNoHyp
X minus2139Y 6653
X minus1893Y 5257
D2(perp)r
(b)
Figure 7 The left panel shows two RR intervals one corresponding to a patient who developed a hypotension event (Hyp) and the other toone who did not (NoHyp) the right panel shows the 119863
2(perp)estimation using the perpendicular points in the log-log curves
Another limitation of the1198632estimate is its reliability One
of the system characteristics that can lead to an unreliablemeasurement of119863
2is the nonstationarity of the data Several
techniques attempting to characterize these dynamic systemshave been reportedmainly focused on changing the 120591param-eter or even taking into account the time between the vectors[13 26 27] Searching the linear region of the log-log curvesbecomes a difficult challenge when the system is nonstation-ary sincemore than one linear region can appear and classical119863
2estimate is unreliable in those cases The SCF approach is
more robust since it does not give any estimate if the fitting isnot good enough
The novel approaches proposed in this study for the esti-mation of 119863
2use the SCF approach 119863
2(perp)exploits the fact
that the linear region of the log-log curves is almost parallelfor high embedded dimensions This allows a set of pointssurrounding the maximum slope point to be consideredand therefore several correlation dimension estimates areobtained for these starting points 119863
2(max) is based on the dif-ferences between two consecutive log-log curves that definethe SampEn
119894=119895surfaceThis surface showedmaximum values
for each embedded dimension119898 and a specific threshold 119903providing another estimation of the correlation dimension
119863
2(perp)was found to be the closest to the theoretical correlation
dimension value for the Lorenz attractor series with 5000 sizepoints and for ℎ = 001 with a relative error of 1 while 119863
2
and 1198632(max) obtained a relative error of 4with the same data
The correlation dimension is known to be a surrogate ofthe fractal dimension of a chaotic attractor [12] Howeverwhen applied to limited time series nonzero finite correlationdimension values do not imply the existence of an under-lying chaotic attractor For example when applied to MIXprocesses nonzero finite119863
2values were obtained higher for
more random processes Thus although 1198632cannot be inter-
preted as the fractal dimension of an underlying chaoticattractor it still gives a measure of the complexity of the pro-cess at least regarding its unpredictability
Thus the 1198632estimate in HRV signals may shed light on
the degree of complexity of the ANS or how many degreesof freedom it has The group of women (Hyp) sufferinghypotension events occurring during the surgery of a pro-grammed cesarean section under spinal anesthesia showedhigher 119863
2values than the group who did not (NoHyp) in
the lateral decubitus position As an example Figure 7 showsone patient of each group and the 119863
2(perp)estimate All the
proposed correlation dimension estimates not only maintainthe accuracy obtained in [10] they also increase it Predictinghypotension is a challenge since it occurs in the 60 of thecases producing fetal stress [28] If the goal is to predict thosewho are going to suffer hypotension then the estimates thatperformed 100 of specificity will be selected being119863
2[10]
119863
2 and 119863
2(max) Otherwise if the goal is to use prophylaxis inthe less number of patients to prevent hypotension then theestimates that performed 100 of sensitivity will be chosenand in this case it is 119863
2(perp) The effect of prophyilaxis on
patients who finally are not going to suffer a hypotensionevent and the relation with fetal stress needs further studies
The contribution of this paper to the field is the proposalof a methodological framework for a reliable estimation ofthe correlation dimension from a limited time series such asHRV signals avoiding or at least alleviating the misleadinginterpretations that can be made from classical correlationdimension estimates The computational speed-up achievedmay allow this framework to be considered for monitoringin clinical practice Nevertheless the main limitation for theapplication of these methodologies to HRV analysis lies inits relation with the underlying physiology which is stillunclear and needs further studies In spite of the fact that theframework proposed in this paper is focused on the charac-terization of HRV signals its applicability could be extendedto a wide range of fields However an evaluation would beneeded to ascertain whether the proposed approaches areappropriate in each particular case
Computational and Mathematical Methods in Medicine 9
1
06
02
minus02
minus06
minus1minus1
minus06 minus02 02 06 1
Δ 2
x(i) minus x(j)
xx
(i+120591)minus
(j+120591) y ij
middot 2 = 1
middot 1 = 1
(a)
0
minus1
minus2
minus3
minus4
minus5
minus6minus5 minus4 minus3 minus2 minus1 0 1
2-norminfin-norm
log(r)
log(Cm(r))
1-norm985747
985747
985747
(b)
Figure 8 In the left panel vector differences of any two reconstructed vectors are shown (ie for119898 = 2Δy2119894119895) where solid circles and dashed
lines represent the points whose ℓ2-norm and ℓ
1-norm are equal to 1 respectively The dots are the differences below ℓ
2-norm unity and the
dots with circles are below ℓ1-norm unity In the right panel log-log curves of one HRV signal (300 samples) used in the study are shown for
a119898 = 10 and ℓ1- ℓ2- and ℓ
infin-norms
Appendices
A Use of Norms and Thresholds inCorrelation Dimension Estimates
The correlation dimension is considered norm invariant [14]However the effect of selecting the norm in correlationdimension estimates deserves further attention when appliedto a finite data set The norm of the difference vector Δy119898
119894119895
defines the distance 119889119898119894119895in (2) Norms can be defined from ℓ
1
( sdot 1) to ℓinfin( sdot infin) Left panel in Figure 8 shows normunity
for ℓ1and for ℓ
2 Moreover it is illustrated how a distance 1198892
119894119895
can be lower than the norm unity or not depending on whichnorm is used The norm unity is chosen as an example ofany threshold 119903 used in the correlation dimension algorithmTherefore by fixing the set of thresholds the appearance ofthe linear region of the log-log curve can be compromised
In Figure 8 the right panel shows how the applicationof different norms shifts the log-log curves losing the entirelinear region in some cases due to the fixed range of thresh-olds The range of these thresholds should be long enough toensure that the linear regions are contained therein thus theelection of the norm compromises the set of thresholds used
In the SCF approach it is particularly important that thetwo asymptotic regions should be represented in the log-logcurve Therefore the correct selection of the norm and therange of the set of thresholds are critical to assure the good-ness of the SCF approach Table 4 shows the correlationdimension estimates for 5000 data length of Lorenz attractor
Table 4 Correlation dimension estimates for the different proposedapproaches using different norms for Lorenz attractor series (5000samples) using different norms
Lorenz attractorℓ
1ℓ
2ℓ
infin
119863
2[10] 195 194 193
119863
2169 170 193
119863
2(perp)184 174 201
119863
2(max) 199 171 193
series The effect of different norms is reflected in the esti-mates since the set of thresholds was fixed As it is shown theapplication of ℓ
infin-norm combined with the fixed set of
thresholds used achieves closest values with respect to thetheoretical correlation dimension value for Lorenz attractor201
B Computational Time Demandof Novel Approaches to CorrelationDimension Estimates
In Section 22 a new technique based on matrix operations(MO) was introduced in order to compute correlation sumswhich represent the core of the correlation dimension algo-rithm Nevertheless in the paper no computational time costwas considered for the new proposed approaches for corre-lation dimension estimates Table 5 shows the time required
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
Stem CellsInternational
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Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
MEDIATORSINFLAMMATION
of
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Behavioural Neurology
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Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
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Oxidative Medicine and Cellular Longevity
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PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
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Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
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Diabetes ResearchJournal of
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Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
Computational and Mathematical Methods in Medicine 5
0 10 201
15
2
m
Gradient descent
Cor
relat
ion
dim
ensio
n
minus8
minus6
minus4
minus2
0
minus5 minus4 minus3 minus2 minus1 0 1 2
m = 1
m = 21
log(r)
log(Cm(r))
Dm
2(perp)r119895
Dm
2(perp)r119894
Figure 3Maximum slope points aremarkedwith crosses over fittedsigmoid curves Points calculated using gradient descent criteriafrom two starting points are shown in dots and circles 119903
119895is the point
which corresponds to the maximum slope in the lowest embeddeddimension The inset illustrates the correlation dimension estima-tion of the three sets of points
where in this case 119862119898(119903) is computed as in (3) but without
considering self-comparisons Let us define SampEn119894=119895(119898 119903)
as the sample entropy considering self-pairs which is easilycomputed for all embedded dimensions 119898 and a huge set ofthresholds r using the fast algorithm described in Section 22We can generate a SampEn
119894=119895(119898 119903) surface from the fitted
sigmoid curves as can be seen in Figure 4 an example of a300-beat RR interval series extracted from one recording ofthe database used in [10] For each embedded dimension thevalue of 119903 which maximizes SampEn
119894=119895(119898 119903) is used to eval-
uate the slope of the linear region of the SCF log-log curves
119863
119898
2(max) yielding another 1198632estimate called in this paper
119863
2(max)
3 Materials
The selected time series chosen to validate the approachesproposed in this paper to estimate119863
2are the Lorenz attractor
the MIX(119875) process and real HRV signals respectively
Lorenz Attractor The Lorenz system is described by threecoupled first order differential equations whose solutionexhibits a chaotic behaviour system for certain parameter val-ues and initial conditions This is called the Lorenz attractor
119889119909
119889119905
= 120590 (119910 minus 119909)
119889119910
119889119905
= 120588119909 minus 119910 minus 119909119911
119889119911
119889119905
= minus120573119911 + 119909119910
(17)
05
15
0
1
0 2
m
1510
5
0
minus8 minus6 minus4 minus2
minus05
log(r)
SampE
n (i=j)(SCF)
Dm
2(max)
Dm
2(perp)
05
15
0
1
0 2
m
1510
5
minus8 minus6 minus4 minus2
minus05
log(r)
Dm
2(max)
Dm
2(perp)
Figure 4 SampEn119894=119895(119898 119903) surface for a 300-beat RR interval series
For each embedded dimensionmaximumpoint ismarkedwith solidtriangle Circles correspond to the 119903 values which define 119863
2(perp)
For parameter values 120590 = 10 120588 = 28 and 120573 = 83the theoretical119863
2value is 202 [24] In this study the system
equations are discretized with a time step of 001
119872119868119883(119875) Signals MIX(119875) is a family of stochastic processesthat samples a sine for 119875 = 0 and becomes more randomas 119875 increases (119875 = 1 completely random) [5] following theexpression
MIX(119875)119895= (1 minus 119885
119895)119883
119895+ 119885
119895119884
119895 (18)
where 119883119895=radic2 sin(212058711989512) 119884
119895equiv 119894119894119889 uniform random
variables on [minusradic3radic3] and 119885119895equiv 119894119894119889 random variables
with 119885119895= 1 with probability 119875 and 119885
119895= 0 with probability
1minus119875 MIX indicates amixture of deterministic and stochasticcomponents
HRV Signals The HRV representation used in this study isthe time difference between the occurrences of consecutivenormal heart beats the so-called RR interval Ectopic beatsas well as missed and false detections introduce some extravariability in theRR interval series which is not representativeof the ANS activity Thus they were detected and corrected[25]The RR interval series analysed in this study belongs to adatabase recorded at theMiguel Servet University Hospital inZaragoza (Spain)That database was used to predict hypoten-sion events during spinal anesthesia in elective cesareandelivery by HRV analysis [10] It consists of ECG signals from11 women with programmed cesarean section recorded at a1000Hz sampling frequency immediately before the cesareansurgery Five of them suffered a hypotension event during thesurgery (Hyp) and 6 did not (NoHyp) The series analysedcorrespond to 5 minutes in a lateral decubitus position See[10] for further database details
4 Results
All the results presented in this section are computed usingthe ℓinfin-norm The effect of different norms in 119863
2estimation
is discussed in Appendix A
6 Computational and Mathematical Methods in Medicine
Table 1 Computational time of correlation sums estimated forLorenz attractor series of different sample lengths 119878
119901is the speed-
up achieved and defined as 119878119901= 119879Seq119879MO where 119879Seq is the time
demand for a sequential algorithm and 119879MO the time demand forthe proposed technique based on matrix operations
N (samples) 119879Seq (s) 119879MO (s) 119878
119901
300 1086 09 asymp12005000 8691198905 50 asymp1600010000 3631198906 300 asymp12000
The computational time cost of the correlation sumsdepends on the length of the data the maximum embeddeddimension considered and the amount of thresholds usedThe results shown in Table 1 correspond to computationaltime required for different data lengths of Lorenz attractorseries a maximum embedded dimension of 16 and a set of300 threshold values 119903 evenlyspaced from 001 to 3The com-putational time required for a sequential approach is denotedby119879Seq whereas the time required for the proposed techniquebased on matrix operations is denoted by 119879MO This allowsdefining the speed up achieved by the novel approach as theratio between both measurements 119878
119901= 119879Sep119879MO As it is
shown in Table 1 119878119901increases with data length For a 300-
sample data (usual length for a 5minute RR interval series)correlation sums are estimated in approximately 1 s
The Lorenz attractor series was used to validate the newproposed methodologies Figure 5(a) displays the SCF log-log curves for embedded dimensions119898 from 1 to 10 The setsof points where the slope is evaluated according to (15) aredisplayed for different starting points For each starting pointthe corresponding set of points is selected following a gradi-ent descent technique Figure 5(b) shows the slope estimate(1198631198982(perp)119903
) versus119898 for each starting point Figure 5(c) displaysthe correlation dimension estimate (119863
2(perp)119903) versus log(119903) for
each starting point The maximum (1198632(perp) 119903
) constitutes thenovel119863
2estimate (119863
2(perp))
Table 2 displays correlation dimension estimates usingthe different approaches presented in this study Note thatalthough the three approaches give results close to the theo-retical value of Lorenz attractor correlation dimensionthe 119863
2(perp)approach is the closest one Relative errors for
approaches 1198632and 119863
2(max) are above 4 while for 1198632(perp)
itis just 1 119863
2estimated as described in [10] is also included
for comparison purposes
119863
2was applied to a set of MIX series with different 119875
values (01 04 and 08)These estimates can be considered asmeasures of the randomness of the signals when these signalsare finite stochastic processes see Figure 6
The same database for HRV analysis as in [10] was usedThe results shown in Table 2 are divided into hypotensionand nonhypotension groups The approaches proposed inthis paper were applied as well as the classical correlationdimension estimate described in [10] included for compari-son purposes The distribution of the data was found to benot normally distributed by the Kolmogorov-Smirnov test
Table 2 1198632estimated by different approaches for Lorenz attrac-
tor series (5000 samples) and HRV signals (300 samples) Dataexpressed as median | interquartile range
Lorenz HRVHyp NoHyp P value
119863
2[10] 193 592|057 439|126 0028
119863
2193 594|060 481|079 0028
119863
2(perp)201 641|065 511|077 0028
119863
2(max) 193 588|049 483|070 0010
Table 3 ROC area for the analysis of all studied correlationdimension estimates for the database used Accuracy sensibility andspecificity estimatedwith the correspondent cut points are expressedin percentage
ROC area Acc Sen Spe119863
2[10] 0900 818 714 100
119863
20900 818 714 100
119863
2(perp)0900 909 100 857
119863
2(max) 0967 909 833 100
and therefore the Mann-Whitney 119880 test was applied to eval-uate their statistical differences in medians The differencesbetween both groups for all estimates were found to bestatistically significantwith a119875 value lower than 003 In orderto evaluate the discriminant power of the proposedmeasuresROC analysis was performed Area of the ROC curveaccuracy sensitivity and specificity for all the proposedapproaches and the classical 119863
2estimate used in [10] were
displayed in Table 3The proposed 1198632estimates maintain the
accuracy achieved in [10] while the techniques based on theSampEn surface and the gradient descent actually increase it
5 Discussion and Conclusion
In this paper amethodological framework has been proposedto compute the correlation dimension (119863
2) of a limited time
series such as HRV signals which includes fast computationof the correlation sums sigmoidal curve fitting of log-logcurves three approaches for estimating the slope of the linearregion and exponential fitting of the 119863119898
2versus119898 curves
One important limitation for the application of 1198632to
HRV analysis is the long computational time required forthe correlation sums In an attempt to solve this probleman algorithm has been proposed based on matrix operationsIn [17] another approach was described based on parallelcomputing which decreased the time demand Neverthelessthe computational times achieved in the present work wereobtained with a regular computer (Windows 7 based PCIntel Core i7 35 GHz 16GbRAM with Matlab R2011a) Asan example for a signal of 300 sample length (a usual lengthin typical 5min HRV analysis asymp300 beats) the time demandwas reduced with respect to the sequential approach from 18minutes to 1 second which allows the online computation of119863
2in clinical practice Computational time required for the
proposed approaches is discussed in Appendix B
Computational and Mathematical Methods in Medicine 7
minus8
minus6
minus4
minus2
0
2minus10
minus9
minus8
minus7
minus6
minus5
minus4
minus3
minus2
minus1
0
1
log(r)
log(Cm(r))
(a)
Embedded dimension m
22
2
18
16
14
12
11 2 3 4 5 6 7 8 9 10
Dm 2(perp)
(b)
18
185
19
195
2
205
minus5 minus45 minus4 minus35 minus3
log(r)
Dm 2(perp)r
D2(perp)
(c)
Figure 5 (a) Set of points where slope is estimated from the fitted sigmoid curves in the approach proposed in Section 23 (b) Set of 1198631198982(perp)119903
estimates for different starting points versus embedded dimensions are fitted by the exponential equation (15) (c) Correlation dimensionestimate for each set corresponding to different starting points Data extracted from Lorenz attractor of 5000-sample length
1
0
minus1
MIX
(08
)M
IX(04
)M
IX(01
)
1
0
minus1
1
0
minus1
20 60 100 140 180
i
(a)
6
5
4
3
2
10 20 40 60 80 100
D2 = 543
D2 = 370
D2 = 183
Embedding dimension m
Cor
relat
ion
dim
ensio
n
Mix(08)
Mix(04)
Mix(01)
(b)
Figure 6 MIX signals with different degrees of randomness and the effects on the estimation of the 1198632
8 Computational and Mathematical Methods in Medicine
HypNoHyp
2 25 3 35 4 45 5 55
Time (min)
RR in
terv
al (m
s)
150
02
04
06
08
1
(a)
minus3 minus25 minus2 minus15 minus12
3
4
5
6
7
log(r)
HypNoHyp
X minus2139Y 6653
X minus1893Y 5257
D2(perp)r
(b)
Figure 7 The left panel shows two RR intervals one corresponding to a patient who developed a hypotension event (Hyp) and the other toone who did not (NoHyp) the right panel shows the 119863
2(perp)estimation using the perpendicular points in the log-log curves
Another limitation of the1198632estimate is its reliability One
of the system characteristics that can lead to an unreliablemeasurement of119863
2is the nonstationarity of the data Several
techniques attempting to characterize these dynamic systemshave been reportedmainly focused on changing the 120591param-eter or even taking into account the time between the vectors[13 26 27] Searching the linear region of the log-log curvesbecomes a difficult challenge when the system is nonstation-ary sincemore than one linear region can appear and classical119863
2estimate is unreliable in those cases The SCF approach is
more robust since it does not give any estimate if the fitting isnot good enough
The novel approaches proposed in this study for the esti-mation of 119863
2use the SCF approach 119863
2(perp)exploits the fact
that the linear region of the log-log curves is almost parallelfor high embedded dimensions This allows a set of pointssurrounding the maximum slope point to be consideredand therefore several correlation dimension estimates areobtained for these starting points 119863
2(max) is based on the dif-ferences between two consecutive log-log curves that definethe SampEn
119894=119895surfaceThis surface showedmaximum values
for each embedded dimension119898 and a specific threshold 119903providing another estimation of the correlation dimension
119863
2(perp)was found to be the closest to the theoretical correlation
dimension value for the Lorenz attractor series with 5000 sizepoints and for ℎ = 001 with a relative error of 1 while 119863
2
and 1198632(max) obtained a relative error of 4with the same data
The correlation dimension is known to be a surrogate ofthe fractal dimension of a chaotic attractor [12] Howeverwhen applied to limited time series nonzero finite correlationdimension values do not imply the existence of an under-lying chaotic attractor For example when applied to MIXprocesses nonzero finite119863
2values were obtained higher for
more random processes Thus although 1198632cannot be inter-
preted as the fractal dimension of an underlying chaoticattractor it still gives a measure of the complexity of the pro-cess at least regarding its unpredictability
Thus the 1198632estimate in HRV signals may shed light on
the degree of complexity of the ANS or how many degreesof freedom it has The group of women (Hyp) sufferinghypotension events occurring during the surgery of a pro-grammed cesarean section under spinal anesthesia showedhigher 119863
2values than the group who did not (NoHyp) in
the lateral decubitus position As an example Figure 7 showsone patient of each group and the 119863
2(perp)estimate All the
proposed correlation dimension estimates not only maintainthe accuracy obtained in [10] they also increase it Predictinghypotension is a challenge since it occurs in the 60 of thecases producing fetal stress [28] If the goal is to predict thosewho are going to suffer hypotension then the estimates thatperformed 100 of specificity will be selected being119863
2[10]
119863
2 and 119863
2(max) Otherwise if the goal is to use prophylaxis inthe less number of patients to prevent hypotension then theestimates that performed 100 of sensitivity will be chosenand in this case it is 119863
2(perp) The effect of prophyilaxis on
patients who finally are not going to suffer a hypotensionevent and the relation with fetal stress needs further studies
The contribution of this paper to the field is the proposalof a methodological framework for a reliable estimation ofthe correlation dimension from a limited time series such asHRV signals avoiding or at least alleviating the misleadinginterpretations that can be made from classical correlationdimension estimates The computational speed-up achievedmay allow this framework to be considered for monitoringin clinical practice Nevertheless the main limitation for theapplication of these methodologies to HRV analysis lies inits relation with the underlying physiology which is stillunclear and needs further studies In spite of the fact that theframework proposed in this paper is focused on the charac-terization of HRV signals its applicability could be extendedto a wide range of fields However an evaluation would beneeded to ascertain whether the proposed approaches areappropriate in each particular case
Computational and Mathematical Methods in Medicine 9
1
06
02
minus02
minus06
minus1minus1
minus06 minus02 02 06 1
Δ 2
x(i) minus x(j)
xx
(i+120591)minus
(j+120591) y ij
middot 2 = 1
middot 1 = 1
(a)
0
minus1
minus2
minus3
minus4
minus5
minus6minus5 minus4 minus3 minus2 minus1 0 1
2-norminfin-norm
log(r)
log(Cm(r))
1-norm985747
985747
985747
(b)
Figure 8 In the left panel vector differences of any two reconstructed vectors are shown (ie for119898 = 2Δy2119894119895) where solid circles and dashed
lines represent the points whose ℓ2-norm and ℓ
1-norm are equal to 1 respectively The dots are the differences below ℓ
2-norm unity and the
dots with circles are below ℓ1-norm unity In the right panel log-log curves of one HRV signal (300 samples) used in the study are shown for
a119898 = 10 and ℓ1- ℓ2- and ℓ
infin-norms
Appendices
A Use of Norms and Thresholds inCorrelation Dimension Estimates
The correlation dimension is considered norm invariant [14]However the effect of selecting the norm in correlationdimension estimates deserves further attention when appliedto a finite data set The norm of the difference vector Δy119898
119894119895
defines the distance 119889119898119894119895in (2) Norms can be defined from ℓ
1
( sdot 1) to ℓinfin( sdot infin) Left panel in Figure 8 shows normunity
for ℓ1and for ℓ
2 Moreover it is illustrated how a distance 1198892
119894119895
can be lower than the norm unity or not depending on whichnorm is used The norm unity is chosen as an example ofany threshold 119903 used in the correlation dimension algorithmTherefore by fixing the set of thresholds the appearance ofthe linear region of the log-log curve can be compromised
In Figure 8 the right panel shows how the applicationof different norms shifts the log-log curves losing the entirelinear region in some cases due to the fixed range of thresh-olds The range of these thresholds should be long enough toensure that the linear regions are contained therein thus theelection of the norm compromises the set of thresholds used
In the SCF approach it is particularly important that thetwo asymptotic regions should be represented in the log-logcurve Therefore the correct selection of the norm and therange of the set of thresholds are critical to assure the good-ness of the SCF approach Table 4 shows the correlationdimension estimates for 5000 data length of Lorenz attractor
Table 4 Correlation dimension estimates for the different proposedapproaches using different norms for Lorenz attractor series (5000samples) using different norms
Lorenz attractorℓ
1ℓ
2ℓ
infin
119863
2[10] 195 194 193
119863
2169 170 193
119863
2(perp)184 174 201
119863
2(max) 199 171 193
series The effect of different norms is reflected in the esti-mates since the set of thresholds was fixed As it is shown theapplication of ℓ
infin-norm combined with the fixed set of
thresholds used achieves closest values with respect to thetheoretical correlation dimension value for Lorenz attractor201
B Computational Time Demandof Novel Approaches to CorrelationDimension Estimates
In Section 22 a new technique based on matrix operations(MO) was introduced in order to compute correlation sumswhich represent the core of the correlation dimension algo-rithm Nevertheless in the paper no computational time costwas considered for the new proposed approaches for corre-lation dimension estimates Table 5 shows the time required
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
Stem CellsInternational
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
MEDIATORSINFLAMMATION
of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Behavioural Neurology
EndocrinologyInternational Journal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Oxidative Medicine and Cellular Longevity
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Diabetes ResearchJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
6 Computational and Mathematical Methods in Medicine
Table 1 Computational time of correlation sums estimated forLorenz attractor series of different sample lengths 119878
119901is the speed-
up achieved and defined as 119878119901= 119879Seq119879MO where 119879Seq is the time
demand for a sequential algorithm and 119879MO the time demand forthe proposed technique based on matrix operations
N (samples) 119879Seq (s) 119879MO (s) 119878
119901
300 1086 09 asymp12005000 8691198905 50 asymp1600010000 3631198906 300 asymp12000
The computational time cost of the correlation sumsdepends on the length of the data the maximum embeddeddimension considered and the amount of thresholds usedThe results shown in Table 1 correspond to computationaltime required for different data lengths of Lorenz attractorseries a maximum embedded dimension of 16 and a set of300 threshold values 119903 evenlyspaced from 001 to 3The com-putational time required for a sequential approach is denotedby119879Seq whereas the time required for the proposed techniquebased on matrix operations is denoted by 119879MO This allowsdefining the speed up achieved by the novel approach as theratio between both measurements 119878
119901= 119879Sep119879MO As it is
shown in Table 1 119878119901increases with data length For a 300-
sample data (usual length for a 5minute RR interval series)correlation sums are estimated in approximately 1 s
The Lorenz attractor series was used to validate the newproposed methodologies Figure 5(a) displays the SCF log-log curves for embedded dimensions119898 from 1 to 10 The setsof points where the slope is evaluated according to (15) aredisplayed for different starting points For each starting pointthe corresponding set of points is selected following a gradi-ent descent technique Figure 5(b) shows the slope estimate(1198631198982(perp)119903
) versus119898 for each starting point Figure 5(c) displaysthe correlation dimension estimate (119863
2(perp)119903) versus log(119903) for
each starting point The maximum (1198632(perp) 119903
) constitutes thenovel119863
2estimate (119863
2(perp))
Table 2 displays correlation dimension estimates usingthe different approaches presented in this study Note thatalthough the three approaches give results close to the theo-retical value of Lorenz attractor correlation dimensionthe 119863
2(perp)approach is the closest one Relative errors for
approaches 1198632and 119863
2(max) are above 4 while for 1198632(perp)
itis just 1 119863
2estimated as described in [10] is also included
for comparison purposes
119863
2was applied to a set of MIX series with different 119875
values (01 04 and 08)These estimates can be considered asmeasures of the randomness of the signals when these signalsare finite stochastic processes see Figure 6
The same database for HRV analysis as in [10] was usedThe results shown in Table 2 are divided into hypotensionand nonhypotension groups The approaches proposed inthis paper were applied as well as the classical correlationdimension estimate described in [10] included for compari-son purposes The distribution of the data was found to benot normally distributed by the Kolmogorov-Smirnov test
Table 2 1198632estimated by different approaches for Lorenz attrac-
tor series (5000 samples) and HRV signals (300 samples) Dataexpressed as median | interquartile range
Lorenz HRVHyp NoHyp P value
119863
2[10] 193 592|057 439|126 0028
119863
2193 594|060 481|079 0028
119863
2(perp)201 641|065 511|077 0028
119863
2(max) 193 588|049 483|070 0010
Table 3 ROC area for the analysis of all studied correlationdimension estimates for the database used Accuracy sensibility andspecificity estimatedwith the correspondent cut points are expressedin percentage
ROC area Acc Sen Spe119863
2[10] 0900 818 714 100
119863
20900 818 714 100
119863
2(perp)0900 909 100 857
119863
2(max) 0967 909 833 100
and therefore the Mann-Whitney 119880 test was applied to eval-uate their statistical differences in medians The differencesbetween both groups for all estimates were found to bestatistically significantwith a119875 value lower than 003 In orderto evaluate the discriminant power of the proposedmeasuresROC analysis was performed Area of the ROC curveaccuracy sensitivity and specificity for all the proposedapproaches and the classical 119863
2estimate used in [10] were
displayed in Table 3The proposed 1198632estimates maintain the
accuracy achieved in [10] while the techniques based on theSampEn surface and the gradient descent actually increase it
5 Discussion and Conclusion
In this paper amethodological framework has been proposedto compute the correlation dimension (119863
2) of a limited time
series such as HRV signals which includes fast computationof the correlation sums sigmoidal curve fitting of log-logcurves three approaches for estimating the slope of the linearregion and exponential fitting of the 119863119898
2versus119898 curves
One important limitation for the application of 1198632to
HRV analysis is the long computational time required forthe correlation sums In an attempt to solve this probleman algorithm has been proposed based on matrix operationsIn [17] another approach was described based on parallelcomputing which decreased the time demand Neverthelessthe computational times achieved in the present work wereobtained with a regular computer (Windows 7 based PCIntel Core i7 35 GHz 16GbRAM with Matlab R2011a) Asan example for a signal of 300 sample length (a usual lengthin typical 5min HRV analysis asymp300 beats) the time demandwas reduced with respect to the sequential approach from 18minutes to 1 second which allows the online computation of119863
2in clinical practice Computational time required for the
proposed approaches is discussed in Appendix B
Computational and Mathematical Methods in Medicine 7
minus8
minus6
minus4
minus2
0
2minus10
minus9
minus8
minus7
minus6
minus5
minus4
minus3
minus2
minus1
0
1
log(r)
log(Cm(r))
(a)
Embedded dimension m
22
2
18
16
14
12
11 2 3 4 5 6 7 8 9 10
Dm 2(perp)
(b)
18
185
19
195
2
205
minus5 minus45 minus4 minus35 minus3
log(r)
Dm 2(perp)r
D2(perp)
(c)
Figure 5 (a) Set of points where slope is estimated from the fitted sigmoid curves in the approach proposed in Section 23 (b) Set of 1198631198982(perp)119903
estimates for different starting points versus embedded dimensions are fitted by the exponential equation (15) (c) Correlation dimensionestimate for each set corresponding to different starting points Data extracted from Lorenz attractor of 5000-sample length
1
0
minus1
MIX
(08
)M
IX(04
)M
IX(01
)
1
0
minus1
1
0
minus1
20 60 100 140 180
i
(a)
6
5
4
3
2
10 20 40 60 80 100
D2 = 543
D2 = 370
D2 = 183
Embedding dimension m
Cor
relat
ion
dim
ensio
n
Mix(08)
Mix(04)
Mix(01)
(b)
Figure 6 MIX signals with different degrees of randomness and the effects on the estimation of the 1198632
8 Computational and Mathematical Methods in Medicine
HypNoHyp
2 25 3 35 4 45 5 55
Time (min)
RR in
terv
al (m
s)
150
02
04
06
08
1
(a)
minus3 minus25 minus2 minus15 minus12
3
4
5
6
7
log(r)
HypNoHyp
X minus2139Y 6653
X minus1893Y 5257
D2(perp)r
(b)
Figure 7 The left panel shows two RR intervals one corresponding to a patient who developed a hypotension event (Hyp) and the other toone who did not (NoHyp) the right panel shows the 119863
2(perp)estimation using the perpendicular points in the log-log curves
Another limitation of the1198632estimate is its reliability One
of the system characteristics that can lead to an unreliablemeasurement of119863
2is the nonstationarity of the data Several
techniques attempting to characterize these dynamic systemshave been reportedmainly focused on changing the 120591param-eter or even taking into account the time between the vectors[13 26 27] Searching the linear region of the log-log curvesbecomes a difficult challenge when the system is nonstation-ary sincemore than one linear region can appear and classical119863
2estimate is unreliable in those cases The SCF approach is
more robust since it does not give any estimate if the fitting isnot good enough
The novel approaches proposed in this study for the esti-mation of 119863
2use the SCF approach 119863
2(perp)exploits the fact
that the linear region of the log-log curves is almost parallelfor high embedded dimensions This allows a set of pointssurrounding the maximum slope point to be consideredand therefore several correlation dimension estimates areobtained for these starting points 119863
2(max) is based on the dif-ferences between two consecutive log-log curves that definethe SampEn
119894=119895surfaceThis surface showedmaximum values
for each embedded dimension119898 and a specific threshold 119903providing another estimation of the correlation dimension
119863
2(perp)was found to be the closest to the theoretical correlation
dimension value for the Lorenz attractor series with 5000 sizepoints and for ℎ = 001 with a relative error of 1 while 119863
2
and 1198632(max) obtained a relative error of 4with the same data
The correlation dimension is known to be a surrogate ofthe fractal dimension of a chaotic attractor [12] Howeverwhen applied to limited time series nonzero finite correlationdimension values do not imply the existence of an under-lying chaotic attractor For example when applied to MIXprocesses nonzero finite119863
2values were obtained higher for
more random processes Thus although 1198632cannot be inter-
preted as the fractal dimension of an underlying chaoticattractor it still gives a measure of the complexity of the pro-cess at least regarding its unpredictability
Thus the 1198632estimate in HRV signals may shed light on
the degree of complexity of the ANS or how many degreesof freedom it has The group of women (Hyp) sufferinghypotension events occurring during the surgery of a pro-grammed cesarean section under spinal anesthesia showedhigher 119863
2values than the group who did not (NoHyp) in
the lateral decubitus position As an example Figure 7 showsone patient of each group and the 119863
2(perp)estimate All the
proposed correlation dimension estimates not only maintainthe accuracy obtained in [10] they also increase it Predictinghypotension is a challenge since it occurs in the 60 of thecases producing fetal stress [28] If the goal is to predict thosewho are going to suffer hypotension then the estimates thatperformed 100 of specificity will be selected being119863
2[10]
119863
2 and 119863
2(max) Otherwise if the goal is to use prophylaxis inthe less number of patients to prevent hypotension then theestimates that performed 100 of sensitivity will be chosenand in this case it is 119863
2(perp) The effect of prophyilaxis on
patients who finally are not going to suffer a hypotensionevent and the relation with fetal stress needs further studies
The contribution of this paper to the field is the proposalof a methodological framework for a reliable estimation ofthe correlation dimension from a limited time series such asHRV signals avoiding or at least alleviating the misleadinginterpretations that can be made from classical correlationdimension estimates The computational speed-up achievedmay allow this framework to be considered for monitoringin clinical practice Nevertheless the main limitation for theapplication of these methodologies to HRV analysis lies inits relation with the underlying physiology which is stillunclear and needs further studies In spite of the fact that theframework proposed in this paper is focused on the charac-terization of HRV signals its applicability could be extendedto a wide range of fields However an evaluation would beneeded to ascertain whether the proposed approaches areappropriate in each particular case
Computational and Mathematical Methods in Medicine 9
1
06
02
minus02
minus06
minus1minus1
minus06 minus02 02 06 1
Δ 2
x(i) minus x(j)
xx
(i+120591)minus
(j+120591) y ij
middot 2 = 1
middot 1 = 1
(a)
0
minus1
minus2
minus3
minus4
minus5
minus6minus5 minus4 minus3 minus2 minus1 0 1
2-norminfin-norm
log(r)
log(Cm(r))
1-norm985747
985747
985747
(b)
Figure 8 In the left panel vector differences of any two reconstructed vectors are shown (ie for119898 = 2Δy2119894119895) where solid circles and dashed
lines represent the points whose ℓ2-norm and ℓ
1-norm are equal to 1 respectively The dots are the differences below ℓ
2-norm unity and the
dots with circles are below ℓ1-norm unity In the right panel log-log curves of one HRV signal (300 samples) used in the study are shown for
a119898 = 10 and ℓ1- ℓ2- and ℓ
infin-norms
Appendices
A Use of Norms and Thresholds inCorrelation Dimension Estimates
The correlation dimension is considered norm invariant [14]However the effect of selecting the norm in correlationdimension estimates deserves further attention when appliedto a finite data set The norm of the difference vector Δy119898
119894119895
defines the distance 119889119898119894119895in (2) Norms can be defined from ℓ
1
( sdot 1) to ℓinfin( sdot infin) Left panel in Figure 8 shows normunity
for ℓ1and for ℓ
2 Moreover it is illustrated how a distance 1198892
119894119895
can be lower than the norm unity or not depending on whichnorm is used The norm unity is chosen as an example ofany threshold 119903 used in the correlation dimension algorithmTherefore by fixing the set of thresholds the appearance ofthe linear region of the log-log curve can be compromised
In Figure 8 the right panel shows how the applicationof different norms shifts the log-log curves losing the entirelinear region in some cases due to the fixed range of thresh-olds The range of these thresholds should be long enough toensure that the linear regions are contained therein thus theelection of the norm compromises the set of thresholds used
In the SCF approach it is particularly important that thetwo asymptotic regions should be represented in the log-logcurve Therefore the correct selection of the norm and therange of the set of thresholds are critical to assure the good-ness of the SCF approach Table 4 shows the correlationdimension estimates for 5000 data length of Lorenz attractor
Table 4 Correlation dimension estimates for the different proposedapproaches using different norms for Lorenz attractor series (5000samples) using different norms
Lorenz attractorℓ
1ℓ
2ℓ
infin
119863
2[10] 195 194 193
119863
2169 170 193
119863
2(perp)184 174 201
119863
2(max) 199 171 193
series The effect of different norms is reflected in the esti-mates since the set of thresholds was fixed As it is shown theapplication of ℓ
infin-norm combined with the fixed set of
thresholds used achieves closest values with respect to thetheoretical correlation dimension value for Lorenz attractor201
B Computational Time Demandof Novel Approaches to CorrelationDimension Estimates
In Section 22 a new technique based on matrix operations(MO) was introduced in order to compute correlation sumswhich represent the core of the correlation dimension algo-rithm Nevertheless in the paper no computational time costwas considered for the new proposed approaches for corre-lation dimension estimates Table 5 shows the time required
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
Stem CellsInternational
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
MEDIATORSINFLAMMATION
of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Behavioural Neurology
EndocrinologyInternational Journal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Oxidative Medicine and Cellular Longevity
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Diabetes ResearchJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
Computational and Mathematical Methods in Medicine 7
minus8
minus6
minus4
minus2
0
2minus10
minus9
minus8
minus7
minus6
minus5
minus4
minus3
minus2
minus1
0
1
log(r)
log(Cm(r))
(a)
Embedded dimension m
22
2
18
16
14
12
11 2 3 4 5 6 7 8 9 10
Dm 2(perp)
(b)
18
185
19
195
2
205
minus5 minus45 minus4 minus35 minus3
log(r)
Dm 2(perp)r
D2(perp)
(c)
Figure 5 (a) Set of points where slope is estimated from the fitted sigmoid curves in the approach proposed in Section 23 (b) Set of 1198631198982(perp)119903
estimates for different starting points versus embedded dimensions are fitted by the exponential equation (15) (c) Correlation dimensionestimate for each set corresponding to different starting points Data extracted from Lorenz attractor of 5000-sample length
1
0
minus1
MIX
(08
)M
IX(04
)M
IX(01
)
1
0
minus1
1
0
minus1
20 60 100 140 180
i
(a)
6
5
4
3
2
10 20 40 60 80 100
D2 = 543
D2 = 370
D2 = 183
Embedding dimension m
Cor
relat
ion
dim
ensio
n
Mix(08)
Mix(04)
Mix(01)
(b)
Figure 6 MIX signals with different degrees of randomness and the effects on the estimation of the 1198632
8 Computational and Mathematical Methods in Medicine
HypNoHyp
2 25 3 35 4 45 5 55
Time (min)
RR in
terv
al (m
s)
150
02
04
06
08
1
(a)
minus3 minus25 minus2 minus15 minus12
3
4
5
6
7
log(r)
HypNoHyp
X minus2139Y 6653
X minus1893Y 5257
D2(perp)r
(b)
Figure 7 The left panel shows two RR intervals one corresponding to a patient who developed a hypotension event (Hyp) and the other toone who did not (NoHyp) the right panel shows the 119863
2(perp)estimation using the perpendicular points in the log-log curves
Another limitation of the1198632estimate is its reliability One
of the system characteristics that can lead to an unreliablemeasurement of119863
2is the nonstationarity of the data Several
techniques attempting to characterize these dynamic systemshave been reportedmainly focused on changing the 120591param-eter or even taking into account the time between the vectors[13 26 27] Searching the linear region of the log-log curvesbecomes a difficult challenge when the system is nonstation-ary sincemore than one linear region can appear and classical119863
2estimate is unreliable in those cases The SCF approach is
more robust since it does not give any estimate if the fitting isnot good enough
The novel approaches proposed in this study for the esti-mation of 119863
2use the SCF approach 119863
2(perp)exploits the fact
that the linear region of the log-log curves is almost parallelfor high embedded dimensions This allows a set of pointssurrounding the maximum slope point to be consideredand therefore several correlation dimension estimates areobtained for these starting points 119863
2(max) is based on the dif-ferences between two consecutive log-log curves that definethe SampEn
119894=119895surfaceThis surface showedmaximum values
for each embedded dimension119898 and a specific threshold 119903providing another estimation of the correlation dimension
119863
2(perp)was found to be the closest to the theoretical correlation
dimension value for the Lorenz attractor series with 5000 sizepoints and for ℎ = 001 with a relative error of 1 while 119863
2
and 1198632(max) obtained a relative error of 4with the same data
The correlation dimension is known to be a surrogate ofthe fractal dimension of a chaotic attractor [12] Howeverwhen applied to limited time series nonzero finite correlationdimension values do not imply the existence of an under-lying chaotic attractor For example when applied to MIXprocesses nonzero finite119863
2values were obtained higher for
more random processes Thus although 1198632cannot be inter-
preted as the fractal dimension of an underlying chaoticattractor it still gives a measure of the complexity of the pro-cess at least regarding its unpredictability
Thus the 1198632estimate in HRV signals may shed light on
the degree of complexity of the ANS or how many degreesof freedom it has The group of women (Hyp) sufferinghypotension events occurring during the surgery of a pro-grammed cesarean section under spinal anesthesia showedhigher 119863
2values than the group who did not (NoHyp) in
the lateral decubitus position As an example Figure 7 showsone patient of each group and the 119863
2(perp)estimate All the
proposed correlation dimension estimates not only maintainthe accuracy obtained in [10] they also increase it Predictinghypotension is a challenge since it occurs in the 60 of thecases producing fetal stress [28] If the goal is to predict thosewho are going to suffer hypotension then the estimates thatperformed 100 of specificity will be selected being119863
2[10]
119863
2 and 119863
2(max) Otherwise if the goal is to use prophylaxis inthe less number of patients to prevent hypotension then theestimates that performed 100 of sensitivity will be chosenand in this case it is 119863
2(perp) The effect of prophyilaxis on
patients who finally are not going to suffer a hypotensionevent and the relation with fetal stress needs further studies
The contribution of this paper to the field is the proposalof a methodological framework for a reliable estimation ofthe correlation dimension from a limited time series such asHRV signals avoiding or at least alleviating the misleadinginterpretations that can be made from classical correlationdimension estimates The computational speed-up achievedmay allow this framework to be considered for monitoringin clinical practice Nevertheless the main limitation for theapplication of these methodologies to HRV analysis lies inits relation with the underlying physiology which is stillunclear and needs further studies In spite of the fact that theframework proposed in this paper is focused on the charac-terization of HRV signals its applicability could be extendedto a wide range of fields However an evaluation would beneeded to ascertain whether the proposed approaches areappropriate in each particular case
Computational and Mathematical Methods in Medicine 9
1
06
02
minus02
minus06
minus1minus1
minus06 minus02 02 06 1
Δ 2
x(i) minus x(j)
xx
(i+120591)minus
(j+120591) y ij
middot 2 = 1
middot 1 = 1
(a)
0
minus1
minus2
minus3
minus4
minus5
minus6minus5 minus4 minus3 minus2 minus1 0 1
2-norminfin-norm
log(r)
log(Cm(r))
1-norm985747
985747
985747
(b)
Figure 8 In the left panel vector differences of any two reconstructed vectors are shown (ie for119898 = 2Δy2119894119895) where solid circles and dashed
lines represent the points whose ℓ2-norm and ℓ
1-norm are equal to 1 respectively The dots are the differences below ℓ
2-norm unity and the
dots with circles are below ℓ1-norm unity In the right panel log-log curves of one HRV signal (300 samples) used in the study are shown for
a119898 = 10 and ℓ1- ℓ2- and ℓ
infin-norms
Appendices
A Use of Norms and Thresholds inCorrelation Dimension Estimates
The correlation dimension is considered norm invariant [14]However the effect of selecting the norm in correlationdimension estimates deserves further attention when appliedto a finite data set The norm of the difference vector Δy119898
119894119895
defines the distance 119889119898119894119895in (2) Norms can be defined from ℓ
1
( sdot 1) to ℓinfin( sdot infin) Left panel in Figure 8 shows normunity
for ℓ1and for ℓ
2 Moreover it is illustrated how a distance 1198892
119894119895
can be lower than the norm unity or not depending on whichnorm is used The norm unity is chosen as an example ofany threshold 119903 used in the correlation dimension algorithmTherefore by fixing the set of thresholds the appearance ofthe linear region of the log-log curve can be compromised
In Figure 8 the right panel shows how the applicationof different norms shifts the log-log curves losing the entirelinear region in some cases due to the fixed range of thresh-olds The range of these thresholds should be long enough toensure that the linear regions are contained therein thus theelection of the norm compromises the set of thresholds used
In the SCF approach it is particularly important that thetwo asymptotic regions should be represented in the log-logcurve Therefore the correct selection of the norm and therange of the set of thresholds are critical to assure the good-ness of the SCF approach Table 4 shows the correlationdimension estimates for 5000 data length of Lorenz attractor
Table 4 Correlation dimension estimates for the different proposedapproaches using different norms for Lorenz attractor series (5000samples) using different norms
Lorenz attractorℓ
1ℓ
2ℓ
infin
119863
2[10] 195 194 193
119863
2169 170 193
119863
2(perp)184 174 201
119863
2(max) 199 171 193
series The effect of different norms is reflected in the esti-mates since the set of thresholds was fixed As it is shown theapplication of ℓ
infin-norm combined with the fixed set of
thresholds used achieves closest values with respect to thetheoretical correlation dimension value for Lorenz attractor201
B Computational Time Demandof Novel Approaches to CorrelationDimension Estimates
In Section 22 a new technique based on matrix operations(MO) was introduced in order to compute correlation sumswhich represent the core of the correlation dimension algo-rithm Nevertheless in the paper no computational time costwas considered for the new proposed approaches for corre-lation dimension estimates Table 5 shows the time required
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
Stem CellsInternational
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
MEDIATORSINFLAMMATION
of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Behavioural Neurology
EndocrinologyInternational Journal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Oxidative Medicine and Cellular Longevity
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Diabetes ResearchJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
8 Computational and Mathematical Methods in Medicine
HypNoHyp
2 25 3 35 4 45 5 55
Time (min)
RR in
terv
al (m
s)
150
02
04
06
08
1
(a)
minus3 minus25 minus2 minus15 minus12
3
4
5
6
7
log(r)
HypNoHyp
X minus2139Y 6653
X minus1893Y 5257
D2(perp)r
(b)
Figure 7 The left panel shows two RR intervals one corresponding to a patient who developed a hypotension event (Hyp) and the other toone who did not (NoHyp) the right panel shows the 119863
2(perp)estimation using the perpendicular points in the log-log curves
Another limitation of the1198632estimate is its reliability One
of the system characteristics that can lead to an unreliablemeasurement of119863
2is the nonstationarity of the data Several
techniques attempting to characterize these dynamic systemshave been reportedmainly focused on changing the 120591param-eter or even taking into account the time between the vectors[13 26 27] Searching the linear region of the log-log curvesbecomes a difficult challenge when the system is nonstation-ary sincemore than one linear region can appear and classical119863
2estimate is unreliable in those cases The SCF approach is
more robust since it does not give any estimate if the fitting isnot good enough
The novel approaches proposed in this study for the esti-mation of 119863
2use the SCF approach 119863
2(perp)exploits the fact
that the linear region of the log-log curves is almost parallelfor high embedded dimensions This allows a set of pointssurrounding the maximum slope point to be consideredand therefore several correlation dimension estimates areobtained for these starting points 119863
2(max) is based on the dif-ferences between two consecutive log-log curves that definethe SampEn
119894=119895surfaceThis surface showedmaximum values
for each embedded dimension119898 and a specific threshold 119903providing another estimation of the correlation dimension
119863
2(perp)was found to be the closest to the theoretical correlation
dimension value for the Lorenz attractor series with 5000 sizepoints and for ℎ = 001 with a relative error of 1 while 119863
2
and 1198632(max) obtained a relative error of 4with the same data
The correlation dimension is known to be a surrogate ofthe fractal dimension of a chaotic attractor [12] Howeverwhen applied to limited time series nonzero finite correlationdimension values do not imply the existence of an under-lying chaotic attractor For example when applied to MIXprocesses nonzero finite119863
2values were obtained higher for
more random processes Thus although 1198632cannot be inter-
preted as the fractal dimension of an underlying chaoticattractor it still gives a measure of the complexity of the pro-cess at least regarding its unpredictability
Thus the 1198632estimate in HRV signals may shed light on
the degree of complexity of the ANS or how many degreesof freedom it has The group of women (Hyp) sufferinghypotension events occurring during the surgery of a pro-grammed cesarean section under spinal anesthesia showedhigher 119863
2values than the group who did not (NoHyp) in
the lateral decubitus position As an example Figure 7 showsone patient of each group and the 119863
2(perp)estimate All the
proposed correlation dimension estimates not only maintainthe accuracy obtained in [10] they also increase it Predictinghypotension is a challenge since it occurs in the 60 of thecases producing fetal stress [28] If the goal is to predict thosewho are going to suffer hypotension then the estimates thatperformed 100 of specificity will be selected being119863
2[10]
119863
2 and 119863
2(max) Otherwise if the goal is to use prophylaxis inthe less number of patients to prevent hypotension then theestimates that performed 100 of sensitivity will be chosenand in this case it is 119863
2(perp) The effect of prophyilaxis on
patients who finally are not going to suffer a hypotensionevent and the relation with fetal stress needs further studies
The contribution of this paper to the field is the proposalof a methodological framework for a reliable estimation ofthe correlation dimension from a limited time series such asHRV signals avoiding or at least alleviating the misleadinginterpretations that can be made from classical correlationdimension estimates The computational speed-up achievedmay allow this framework to be considered for monitoringin clinical practice Nevertheless the main limitation for theapplication of these methodologies to HRV analysis lies inits relation with the underlying physiology which is stillunclear and needs further studies In spite of the fact that theframework proposed in this paper is focused on the charac-terization of HRV signals its applicability could be extendedto a wide range of fields However an evaluation would beneeded to ascertain whether the proposed approaches areappropriate in each particular case
Computational and Mathematical Methods in Medicine 9
1
06
02
minus02
minus06
minus1minus1
minus06 minus02 02 06 1
Δ 2
x(i) minus x(j)
xx
(i+120591)minus
(j+120591) y ij
middot 2 = 1
middot 1 = 1
(a)
0
minus1
minus2
minus3
minus4
minus5
minus6minus5 minus4 minus3 minus2 minus1 0 1
2-norminfin-norm
log(r)
log(Cm(r))
1-norm985747
985747
985747
(b)
Figure 8 In the left panel vector differences of any two reconstructed vectors are shown (ie for119898 = 2Δy2119894119895) where solid circles and dashed
lines represent the points whose ℓ2-norm and ℓ
1-norm are equal to 1 respectively The dots are the differences below ℓ
2-norm unity and the
dots with circles are below ℓ1-norm unity In the right panel log-log curves of one HRV signal (300 samples) used in the study are shown for
a119898 = 10 and ℓ1- ℓ2- and ℓ
infin-norms
Appendices
A Use of Norms and Thresholds inCorrelation Dimension Estimates
The correlation dimension is considered norm invariant [14]However the effect of selecting the norm in correlationdimension estimates deserves further attention when appliedto a finite data set The norm of the difference vector Δy119898
119894119895
defines the distance 119889119898119894119895in (2) Norms can be defined from ℓ
1
( sdot 1) to ℓinfin( sdot infin) Left panel in Figure 8 shows normunity
for ℓ1and for ℓ
2 Moreover it is illustrated how a distance 1198892
119894119895
can be lower than the norm unity or not depending on whichnorm is used The norm unity is chosen as an example ofany threshold 119903 used in the correlation dimension algorithmTherefore by fixing the set of thresholds the appearance ofthe linear region of the log-log curve can be compromised
In Figure 8 the right panel shows how the applicationof different norms shifts the log-log curves losing the entirelinear region in some cases due to the fixed range of thresh-olds The range of these thresholds should be long enough toensure that the linear regions are contained therein thus theelection of the norm compromises the set of thresholds used
In the SCF approach it is particularly important that thetwo asymptotic regions should be represented in the log-logcurve Therefore the correct selection of the norm and therange of the set of thresholds are critical to assure the good-ness of the SCF approach Table 4 shows the correlationdimension estimates for 5000 data length of Lorenz attractor
Table 4 Correlation dimension estimates for the different proposedapproaches using different norms for Lorenz attractor series (5000samples) using different norms
Lorenz attractorℓ
1ℓ
2ℓ
infin
119863
2[10] 195 194 193
119863
2169 170 193
119863
2(perp)184 174 201
119863
2(max) 199 171 193
series The effect of different norms is reflected in the esti-mates since the set of thresholds was fixed As it is shown theapplication of ℓ
infin-norm combined with the fixed set of
thresholds used achieves closest values with respect to thetheoretical correlation dimension value for Lorenz attractor201
B Computational Time Demandof Novel Approaches to CorrelationDimension Estimates
In Section 22 a new technique based on matrix operations(MO) was introduced in order to compute correlation sumswhich represent the core of the correlation dimension algo-rithm Nevertheless in the paper no computational time costwas considered for the new proposed approaches for corre-lation dimension estimates Table 5 shows the time required
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
Stem CellsInternational
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
MEDIATORSINFLAMMATION
of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Behavioural Neurology
EndocrinologyInternational Journal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Oxidative Medicine and Cellular Longevity
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Diabetes ResearchJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
Computational and Mathematical Methods in Medicine 9
1
06
02
minus02
minus06
minus1minus1
minus06 minus02 02 06 1
Δ 2
x(i) minus x(j)
xx
(i+120591)minus
(j+120591) y ij
middot 2 = 1
middot 1 = 1
(a)
0
minus1
minus2
minus3
minus4
minus5
minus6minus5 minus4 minus3 minus2 minus1 0 1
2-norminfin-norm
log(r)
log(Cm(r))
1-norm985747
985747
985747
(b)
Figure 8 In the left panel vector differences of any two reconstructed vectors are shown (ie for119898 = 2Δy2119894119895) where solid circles and dashed
lines represent the points whose ℓ2-norm and ℓ
1-norm are equal to 1 respectively The dots are the differences below ℓ
2-norm unity and the
dots with circles are below ℓ1-norm unity In the right panel log-log curves of one HRV signal (300 samples) used in the study are shown for
a119898 = 10 and ℓ1- ℓ2- and ℓ
infin-norms
Appendices
A Use of Norms and Thresholds inCorrelation Dimension Estimates
The correlation dimension is considered norm invariant [14]However the effect of selecting the norm in correlationdimension estimates deserves further attention when appliedto a finite data set The norm of the difference vector Δy119898
119894119895
defines the distance 119889119898119894119895in (2) Norms can be defined from ℓ
1
( sdot 1) to ℓinfin( sdot infin) Left panel in Figure 8 shows normunity
for ℓ1and for ℓ
2 Moreover it is illustrated how a distance 1198892
119894119895
can be lower than the norm unity or not depending on whichnorm is used The norm unity is chosen as an example ofany threshold 119903 used in the correlation dimension algorithmTherefore by fixing the set of thresholds the appearance ofthe linear region of the log-log curve can be compromised
In Figure 8 the right panel shows how the applicationof different norms shifts the log-log curves losing the entirelinear region in some cases due to the fixed range of thresh-olds The range of these thresholds should be long enough toensure that the linear regions are contained therein thus theelection of the norm compromises the set of thresholds used
In the SCF approach it is particularly important that thetwo asymptotic regions should be represented in the log-logcurve Therefore the correct selection of the norm and therange of the set of thresholds are critical to assure the good-ness of the SCF approach Table 4 shows the correlationdimension estimates for 5000 data length of Lorenz attractor
Table 4 Correlation dimension estimates for the different proposedapproaches using different norms for Lorenz attractor series (5000samples) using different norms
Lorenz attractorℓ
1ℓ
2ℓ
infin
119863
2[10] 195 194 193
119863
2169 170 193
119863
2(perp)184 174 201
119863
2(max) 199 171 193
series The effect of different norms is reflected in the esti-mates since the set of thresholds was fixed As it is shown theapplication of ℓ
infin-norm combined with the fixed set of
thresholds used achieves closest values with respect to thetheoretical correlation dimension value for Lorenz attractor201
B Computational Time Demandof Novel Approaches to CorrelationDimension Estimates
In Section 22 a new technique based on matrix operations(MO) was introduced in order to compute correlation sumswhich represent the core of the correlation dimension algo-rithm Nevertheless in the paper no computational time costwas considered for the new proposed approaches for corre-lation dimension estimates Table 5 shows the time required
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
Stem CellsInternational
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
MEDIATORSINFLAMMATION
of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Behavioural Neurology
EndocrinologyInternational Journal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Oxidative Medicine and Cellular Longevity
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Diabetes ResearchJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
10 Computational and Mathematical Methods in Medicine
Table 5 Computational time cost for correlation dimension esti-mates by all proposed approaches considering Lorenz attractorseries and HRV signals in which ℓ
infin-norm was applied Data
expressed as mean plusmn standard deviation
Lorenz HRV(5000 samples) (300 samples)
119879
1198632
(s) [10] (886 plusmn 035)e5 3314 plusmn 180119879
2
(s) 194 plusmn 29 466 plusmn 058119879
2(perp)
(s) 260 plusmn 38 214 plusmn 30119879
2(max)
(s) 194 plusmn 29 430 plusmn 056
for the correlation dimension estimates including that usedin [10]
10 realizations of Lorenz attractor series were generatedwhose initial conditions were randomly chosen It is notice-able that the time cost of 119863
2(perp)is higher compared to the
others in both cases the Lorenz series and the HRV signals(11 subjects) since it uses several sets of slope estimatedto compute correlation dimension Furthermore the ratiobetween them is higher for the HRV signals than for theLorenz series Each of the different sets of thresholds is asso-ciated with an 119903 value in an interval centred on the maximumslope for119898 = 1 This interval is defined as a decrease in 50of the amplitude of the maximum in the SCF first derivativeThemore abrupt the transition zone in the sigmoid the lowerthe amount of starting points Thus each realization is donewith a different number of points varying the computationaltime
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper
Acknowledgments
This work has been supported by the Ministerio de Cienciae Innovacion Spain and FEDER under Project TEC2010-21703-C03-02 and by ISCIII Spain through Project PI1002851 (FIS)
References
[1] Task Force of the European Society of Cardiology and TheNorth American Society of Pacing and ElectrophysiologyldquoHeart rate variability Standards ofmeasurement physiologicalinterpretation and clinical userdquo European Heart Journal vol 17no 3 pp 354ndash381 1996
[2] J W Kantelhardt S A Zschiegner E Koscielny-Bunde SHavlin A Bunde and H E Stanley ldquoMultifractal detrendedfluctuation analysis of nonstationary time seriesrdquo Physica A vol316 no 1ndash4 pp 87ndash114 2002
[3] A Lempel and J Ziv ldquoOn the complexity of finite sequencesrdquoIEEE Transactions on Information Theory vol 22 no 1 pp 75ndash81 1976
[4] AWolf J B Swift H L Swinney and J A Vastano ldquoDetermin-ing Lyapunov exponents from a time seriesrdquo Physica D vol 16no 3 pp 285ndash317 1985
[5] S M Pincus and A L Goldberger ldquoPhysiological time-seriesanalysis what does regularity quantifyrdquo American Journal ofPhysiologymdashHeart and Circulatory Physiology vol 266 no 4pp H1643ndashH1656 1994
[6] S Pincus and B H Singer ldquoRandomness and degrees of irreg-ularityrdquo Proceedings of the National Academy of Sciences of theUnited States of America vol 93 no 5 pp 2083ndash2088 1996
[7] A Porta S Guzzetti R Furlan T Gnecchi-Ruscone N Mon-tano and A Malliani ldquoComplexity and nonlinearity in short-term heart period variability comparison of methods based onlocal nonlinear predictionrdquo IEEE Transactions on BiomedicalEngineering vol 54 no 1 pp 94ndash106 2007
[8] S Cerutti G Carrault P J M Cluitmans et al ldquoNon-linearalgorithms for processing biological signalsrdquoComputerMethodsand Programs in Biomedicine vol 51 no 1-2 pp 51ndash73 1996
[9] D Chamchad V A Arkoosh J C Horrow et al ldquoUsing heartrate variability to stratify risk of obstetric patients undergoingspinal anesthesiardquo Anesthesia amp Analgesia vol 99 no 6 pp1818ndash1821 2004
[10] L Canga A Navarro J Bolea J M Remartınez P Laguna andR Bailon ldquoNon-linear analysis of heart rate variability and itsapplication to predict hypotension during spinal anesthesia forcesareandeliveryrdquo inProceedings of theComputing inCardiology(CinC rsquo12) pp 413ndash416 Krakow Poland September 2012
[11] J Bolea R Bailon E Rovira JM Remartınez P Laguna andANavarro ldquoHeart rate variability in pregnant women before pro-grammed cesarean interventionrdquo inXIIIMediterranean Confer-ence onMedical and Biological Engineering and Computing 2013M L R Romero Ed vol 41 of IFMBE Proceedings pp 710ndash713Springer International 2014
[12] P Grassberger and I Procaccia ldquoCharacterization of strangeattractorsrdquo Physical Review Letters vol 50 no 5 pp 346ndash3491983
[13] J Theiler ldquoSpurious dimension from correlation algorithmsapplied to limited time-series datardquo Physical Review A vol 34no 3 pp 2427ndash2432 1986
[14] J Theiler ldquoEstimating fractal dimensionrdquo Journal of the OpticalSociety of America A vol 7 no 6 pp 1055ndash1073 1990
[15] H Kantz and T SchreiberNonlinear Time Series Analysis Cam-bridge University Press Cambridge UK 2004
[16] GWidman K Lehnertz P JansenWMeyerW Burr andC EElger ldquoA fast general purpose algorithm for the computation ofauto- and cross-correlation integrals from single channel datardquoPhysica D vol 121 no 1-2 pp 65ndash74 1998
[17] S Zurek P Guzik S Pawlak M Kosmider and J PiskorskildquoOn the relation between correlation dimension approximateentropy and sample entropy parameters and a fast algorithm fortheir calculationrdquo Physica A vol 391 no 24 pp 6601ndash66102012
[18] F Takens ldquoDetecting strange attractors in turbulencerdquo inDynamical Systems and TurbulenceWarwick 1980 D Rand andL-S Young Eds vol 898 of Lecture Notes in Mathematics pp366ndash381 Springer Berlin Germany 1981
[19] J A Lee andMVerleysenNonlinear Dimensionality ReductionSpringer Berlin Germany 2007
[20] J P Rigaut ldquoAn empirical formulation relating boundarylengths to resolution in specimens showing ldquonon-ideally frac-talrdquo dimensionsrdquo Journal ofMicroscopy vol 133 no 1 pp 41ndash541984
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
Stem CellsInternational
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
MEDIATORSINFLAMMATION
of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Behavioural Neurology
EndocrinologyInternational Journal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Oxidative Medicine and Cellular Longevity
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Diabetes ResearchJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
Computational and Mathematical Methods in Medicine 11
[21] JWDollinger RMetzler andT F Nonnenmacher ldquoBi-asymp-totic fractals fractals between lower and upper boundsrdquo Journalof Physics A vol 31 no 16 pp 3839ndash3847 1998
[22] A L Navarro-Verdugo F M Goycoolea G Romero-MelendezI Higuera-Ciapara and W Arguelles-Monal ldquoA modifiedBoltzmann sigmoidal model for the phase transition of smartgelsrdquo Soft Matter vol 7 no 12 pp 5847ndash5853 2011
[23] R Carvajal M Vallverdu R Baranowski E Orlowska-Bara-nowska J J Zebrowski and P Caminal ldquoDynamical non-linearanalysis of heart rate variability in patients with aortic stenosisrdquoin Proceedings of the Computers in Cardiology pp 449ndash452September 2002
[24] E N Lorenz ldquoDeterministic non-periodic flowrdquo Journal ofAtmospheric Science vol 20 no 2 pp 130ndash141 1963
[25] J Mateo and P Laguna ldquoAnalysis of heart rate variability in thepresence of ectopic beats using the heart timing signalrdquo IEEETransactions on Biomedical Engineering vol 50 no 3 pp 334ndash343 2003
[26] L AAguirre ldquoAnonlinear correlation function for selecting thedelay time in dynamical reconstructionsrdquo Physics Letters A vol203 no 2-3 pp 88ndash94 1995
[27] H S Kim R Eykholt and J D Salas ldquoNonlinear dynamicsdelay times and embedding windowsrdquo Physica D vol 127 no1-2 pp 48ndash60 1999
[28] A M Cyna M Andrew R S Emmett P Middleton and SW Simmons ldquoTechniques for preventing hypotension duringspinal anaesthesia for caesarean sectionrdquo Cochrane Database ofSystematic Reviews vol 18 no 4 Article ID CD002251 2006
Submit your manuscripts athttpwwwhindawicom
Stem CellsInternational
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
MEDIATORSINFLAMMATION
of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Behavioural Neurology
EndocrinologyInternational Journal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Oxidative Medicine and Cellular Longevity
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Diabetes ResearchJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom
Submit your manuscripts athttpwwwhindawicom
Stem CellsInternational
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
MEDIATORSINFLAMMATION
of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Behavioural Neurology
EndocrinologyInternational Journal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Disease Markers
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
BioMed Research International
OncologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Oxidative Medicine and Cellular Longevity
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
PPAR Research
The Scientific World JournalHindawi Publishing Corporation httpwwwhindawicom Volume 2014
Immunology ResearchHindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Journal of
ObesityJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Computational and Mathematical Methods in Medicine
OphthalmologyJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Diabetes ResearchJournal of
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Research and TreatmentAIDS
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Gastroenterology Research and Practice
Hindawi Publishing Corporationhttpwwwhindawicom Volume 2014
Parkinsonrsquos Disease
Evidence-Based Complementary and Alternative Medicine
Volume 2014Hindawi Publishing Corporationhttpwwwhindawicom