Model-Based Classification of Heart Rate Variability.

Several Heart Rate Variability (HRV) based novel methodologies for describing heart rate dynamics have been proposed in the literature with the aim of risk assessment. One such methodology is ARFIMA-EGARCH modeling which allows the quantification of long range dependence and time-varying volatility with the aim of describing non-linear and complex characteristics of HRV. This study applies the ARFIMA-EGARCH modeling of HRV recordings from 30 patients of the Noltisalis database to investigate the discrimination power of a set of features comprising currently used linear HRV features (low and high frequency components) and new measures obtained from the modeling such as, long memory in the mean, and persistence and asymmetry in volatility. A subset of the multidimensional HRV features is selected in a two-step procedure using Principal Components Analysis (PCA). Additionally, supervised classification by quadratic discriminant analysis achieves 93.3% of discrimination accuracy between the groups using the new feature set created by PCA.

Modeling volatility in heat rate variability.

Modeling Heart Rate Variability (HRV) data has become important for clinical applications and as a research tool. These data exhibit long memory and time-varying conditional variance (volatility). In HRV, volatility is traditionally estimated by recursive least squares combined with short memory AutoRegressive (AR) models. This work considers a parametric approach based on long memory Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with heteroscedastic errors. To model the heteroscedasticity nonlinear Generalized Autoregressive Conditionally Heteroscedastic (GARCH) and Exponential Generalized Autoregressive Conditionally Heteroscedastic (EGARCH) models are considered. The latter are necessary to model empirical characteristics of conditional volatility such as clustering and asymmetry in the response, usually called leverage in time series literature. The ARFIMA-EGARCH models are used to capture and remove long memory and characterize conditional volatility in 24 hour HRV recordings from the Noltisalis database.

Beyond long memory in heart rate variability: an approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity.

Heart Rate Variability (HRV) series exhibit long memory and time-varying conditional variance. This work considers the Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors. ARFIMA-GARCH models may be used to capture and remove long memory and estimate the conditional volatility in 24 h HRV recordings. The ARFIMA-GARCH approach is applied to fifteen long term HRV series available at Physionet, leading to the discrimination among normal individuals, heart failure patients, and patients with atrial fibrillation.

Modelling long-term heart rate variability: an ARFIMA approach.

Long-term heart rate variability (HRV) series can be described by time-variant autoregressive modelling. HRV recordings show dependence between distant observations that is not negligible, suggesting the existence of long-range correlations. In this work, selective adaptive segmentation combined with fractionally integrated autoregressive moving-average models is used to capture long memory in HRV recordings. This approach leads to an improved description of the low- and high-frequency components in HRV spectral analysis. Moreover, it is found that in the 24-h recording of a case report, the long-memory parameter presents a circadian variation, with different regimes for day and night periods.

A study on the optimum order of autoregressive models for heart rate variability.

Heart rate variability (HRV) has been used as a non-invasive marker of the activity of the autonomic nervous system and its spectrum analysis gives a measure of the sympatho-vagal balance. If short segments are used in an attempt to improve temporal resolution, autoregressive spectral estimation, where the mode] order must be estimated, is preferred. In this paper we compare four criteria for the estimation of the 'optimum' model order for an autoregressive (AR) process applied to short segments of tachograms used for HRV analysis. The criteria used were Akaike's final prediction error, Akaike's information criterion, Parzen's criterion of autoregressive transfer function and Rissanen's minimum description length method, and they were first applied to tachograms to verify (i) the range and distribution of model orders obtained and (ii) if the different techniques suggest the same model order for the same frames. The four techniques were then tested using a true AR process of known order p = 6; this verified the ability of the criteria to estimate the correct order of a true AR process and the effect, on the spectrum, of choosing a wrong model order was also investigated. It was found that all the four criteria underestimate the true AR order; specifying a fixed model order was then looked at and it is recommended that an AR order not less than p = 16, should be used for spectral analysis of short segments of tachograms.