Testing dynamic correlations and nonlinearity in bivariate time series through information measures and surrogate data analysis.

The increasing availability of time series data depicting the evolution of physical system properties has prompted the development of methods focused on extracting insights into the system behavior over time, discerning whether it stems from deterministic or stochastic dynamical systems. Surrogate data testing plays a crucial role in this process by facilitating robust statistical assessments. This ensures that the observed results are not mere occurrences by chance, but genuinely reflect the inherent characteristics of the underlying system. The initial process involves formulating a null hypothesis, which is tested using surrogate data in cases where assumptions about the underlying distributions are absent. A discriminating statistic is then computed for both the original data and each surrogate data set. Significantly deviating values between the original data and the surrogate data ensemble lead to the rejection of the null hypothesis. In this work, we present various surrogate methods designed to assess specific statistical properties in random processes. Specifically, we introduce methods for evaluating the presence of autodependencies and nonlinear dynamics within individual processes, using Information Storage as a discriminating statistic. Additionally, methods are introduced for detecting coupling and nonlinearities in bivariate processes, employing the Mutual Information Rate for this purpose. The surrogate methods introduced are first tested through simulations involving univariate and bivariate processes exhibiting both linear and nonlinear dynamics. Then, they are applied to physiological time series of Heart Period (RR intervals) and respiratory flow (RESP) variability measured during spontaneous and paced breathing. Simulations demonstrated that the proposed methods effectively identify essential dynamical features of stochastic systems. The real data application showed that paced breathing, at low breathing rate, increases the predictability of the individual dynamics of RR and RESP and dampens nonlinearity in their coupled dynamics.

Wearable Ring-Shaped Biomedical Device for Physiological Monitoring through Finger-Based Acquisition of Electrocardiographic, Photoplethysmographic, and Galvanic Skin Response Signals: Design and Preliminary Measurements.

Wearable health devices (WHDs) are rapidly gaining ground in the biomedical field due to their ability to monitor the individual physiological state in everyday life scenarios, while providing a comfortable wear experience. This study introduces a novel wearable biomedical device capable of synchronously acquiring electrocardiographic (ECG), photoplethysmographic (PPG), galvanic skin response (GSR) and motion signals. The device has been specifically designed to be worn on a finger, enabling the acquisition of all biosignals directly on the fingertips, offering the significant advantage of being very comfortable and easy to be employed by the users. The simultaneous acquisition of different biosignals allows the extraction of important physiological indices, such as heart rate (HR) and its variability (HRV), pulse arrival time (PAT), GSR level, blood oxygenation level (SpO2), and respiratory rate, as well as motion detection, enabling the assessment of physiological states, together with the detection of potential physical and mental stress conditions. Preliminary measurements have been conducted on healthy subjects using a measurement protocol consisting of resting states (i.e., SUPINE and SIT) alternated with physiological stress conditions (i.e., STAND and WALK). Statistical analyses have been carried out among the distributions of the physiological indices extracted in time, frequency, and information domains, evaluated under different physiological conditions. The results of our analyses demonstrate the capability of the device to detect changes between rest and stress conditions, thereby encouraging its use for assessing individuals' physiological state. Furthermore, the possibility of performing synchronous acquisitions of PPG and ECG signals has allowed us to compare HRV and pulse rate variability (PRV) indices, so as to corroborate the reliability of PRV analysis under stationary physical conditions. Finally, the study confirms the already known limitations of wearable devices during physical activities, suggesting the use of algorithms for motion artifact correction.

A method to assess linear self-predictability of physiologic processes in the frequency domain: application to beat-to-beat variability of arterial compliance.

The concept of self-predictability plays a key role for the analysis of the self-driven dynamics of physiological processes displaying richness of oscillatory rhythms. While time domain measures of self-predictability, as well as time-varying and local extensions, have already been proposed and largely applied in different contexts, they still lack a clear spectral description, which would be significantly useful for the interpretation of the frequency-specific content of the investigated processes. Herein, we propose a novel approach to characterize the linear self-predictability (LSP) of Gaussian processes in the frequency domain. The LSP spectral functions are related to the peaks of the power spectral density (PSD) of the investigated process, which is represented as the sum of different oscillatory components with specific frequency through the method of spectral decomposition. Remarkably, each of the LSP profiles is linked to a specific oscillation of the process, and it returns frequency-specific measures when integrated along spectral bands of physiological interest, as well as a time domain self-predictability measure with a clear meaning in the field of information theory, corresponding to the well-known information storage, when integrated along the whole frequency axis. The proposed measure is first illustrated in a theoretical simulation, showing that it clearly reflects the degree and frequency-specific location of predictability patterns of the analyzed process in both time and frequency domains. Then, it is applied to beat-to-beat time series of arterial compliance obtained in young healthy subjects. The results evidence that the spectral decomposition strategy applied to both the PSD and the spectral LSP of compliance identifies physiological responses to postural stress of low and high frequency oscillations of the process which cannot be traced in the time domain only, highlighting the importance of computing frequency-specific measures of self-predictability in any oscillatory physiologic process.

Decomposing the Mutual Information Rate of Heart Period and Respiration Variability Series to Assess Cardiorespiratory Interactions.

Heart rate variability results from the coupled activity of the cardiovascular and cardiorespiratory systems, which have their own internal regulation mechanisms but also interact with each other and with the autonomic nervous system to maintain homeostasis. In this work, the assessment of these physiological mechanisms is carried out decomposing the Mutual Information Rate (MIR), an information-theoretic measure of the interdependence between coupled processes, into terms of entropy rate or conditional mutual information related respectively to complexity and causality measures. These measures are computed using a non-parametric approach based on nearest-neighbors. The proposed framework is first tested on simulated autoregressive processes and then applied to experimental data consisting of heart period and respiratory time series measured in healthy subjects monitored at rest and during head-up tilt. Our results evidence that MIR decomposition is able to highlight the interdependence of short-term physiological mechanisms of cardiorespiratory interactions during postural stress.

Exploring the Short-Term Memory of Heart Rate Variability through Model-Free Information Measures.

In this work, we perform a comparative analysis of discrete- and continuous-time estimators of information-theoretic measures quantifying the concept of memory utilization in short-term heart rate variability (HRV). Specifically, considering heartbeat intervals in discrete time we compute the measure of information storage (IS) and decompose it into immediate memory utilization (IMU) and longer memory utilization (MU) terms; considering the timings of heartbeats in continuous time we compute the measure of MU rate (MUR). All measures are computed through model-free approaches based on nearest neighbor entropy estimators applied to the HRV series of a group of 15 healthy subjects measured at rest and during postural stress. We find, moving from rest to stress, statistically significant increases of the IS and the IMU, as well as of the MUR. Our results suggest that both discrete-time and continuous-time approaches can detect the higher predictive capacity of HRV occurring with postural stress, and that such increased memory utilization is due to fast mechanisms likely related to sympathetic activation.

A Method to Assess Granger Causality, Isolation and Autonomy in the Time and Frequency Domains: Theory and Application to Cerebrovascular Variability.

OBJECTIVE: Concepts of Granger causality (GC) and Granger autonomy (GA) are central to assess the dynamics of coupled physiologic processes. While causality measures have been already proposed and largely applied in time and frequency domains, measures quantifying self-dependencies are still limited to the time-domain formulation and lack of a clear spectral representation. METHODS: We embed into the classical linear parametric framework for computing GC from a driver random process X to a target process Y a measure of Granger Isolation (GI) quantifying the part of the dynamics of Y not originating from X, and a new spectral measure of GA assessing frequency-specific patterns of self-dependencies in Y. The framework is formulated in a way such that the full-frequency integration of the spectral GC, GI and GA measures returns the corresponding time-domain measures. The measures are illustrated in theoretical simulations and applied to time series of mean arterial pressure and cerebral blood flow velocity obtained in subjects prone to develop postural syncope and healthy controls. RESULTS: simulations show that GI is complementary to GC but not trivially related to it, while GA reflects the regularity of the internal dynamics of the analyzed target process. In the application to cerebrovascular interactions, spectral GA quantified the physiological response to postural stress of slow cerebral blood flow oscillations, while spectral GC and GI detected an altered response to postural stress in subjects prone to syncope, likely related to impaired cerebral autoregulation. CONCLUSION AND SIGNIFICANCE: The new spectral measures of GI and GA are useful complements to GC for the analysis of interacting oscillatory processes, and detect physiological and pathological responses to postural stress which cannot be traced in the time domain. The thorough assessment of causality, isolation and autonomy opens new perspectives for the analysis of coupled biological processes in both physiological and clinical investigations.

Time-varying information measures: an adaptive estimation of information storage with application to brain-heart interactions.

Network Physiology is a rapidly growing field of study that aims to understand how physiological systems interact to maintain health. Within the information theory framework the information storage (IS) allows to measure the regularity and predictability of a dynamic process under stationarity assumption. However, this assumption does not allow to track over time the transient pathways occurring in the dynamical activity of a physiological system. To address this limitation, we propose a time-varying approach based on the recursive least squares algorithm (RLS) for estimating IS at each time instant, in non-stationary conditions. We tested this approach in simulated time-varying dynamics and in the analysis of electroencephalographic (EEG) signals recorded from healthy volunteers and timed with the heartbeat to investigate brain-heart interactions. In simulations, we show that the proposed approach allows to track both abrupt and slow changes in the information stored in a physiological system. These changes are reflected in its evolution and variability over time. The analysis of brain-heart interactions reveals marked differences across the cardiac cycle phases of the variability of the time-varying IS. On the other hand, the average IS values exhibit a weak modulation over parieto-occiptal areas of the scalp. Our study highlights the importance of developing more advanced methods for measuring IS that account for non-stationarity in physiological systems. The proposed time-varying approach based on RLS represents a useful tool for identifying spatio-temporal dynamics within the neurocardiac system and can contribute to the understanding of brain-heart interactions.

Information-Theoretic Analysis of Cardio-Respiratory Interactions in Heart Failure Patients: Effects of Arrhythmias and Cardiac Resynchronization Therapy.

The properties of cardio-respiratory coupling (CRC) are affected by various pathological conditions related to the cardiovascular and/or respiratory systems. In heart failure, one of the most common cardiac pathological conditions, the degree of CRC changes primarily depend on the type of heart-rhythm alterations. In this work, we investigated CRC in heart-failure patients, applying measures from information theory, i.e., Granger Causality (GC), Transfer Entropy (TE) and Cross Entropy (CE), to quantify the directed coupling and causality between cardiac (RR interval) and respiratory (Resp) time series. Patients were divided into three groups depending on their heart rhythm (sinus rhythm and presence of low/high number of ventricular extrasystoles) and were studied also after cardiac resynchronization therapy (CRT), distinguishing responders and non-responders to the therapy. The information-theoretic analysis of bidirectional cardio-respiratory interactions in HF patients revealed the strong effect of nonlinear components in the RR (high number of ventricular extrasystoles) and in the Resp time series (respiratory sinus arrhythmia) as well as in their causal interactions. We showed that GC as a linear model measure is not sensitive to both nonlinear components and only model free measures as TE and CE may quantify them. CRT responders mainly exhibit unchanged asymmetry in the TE values, with statistically significant dominance of the information flow from Resp to RR over the opposite flow from RR to Resp, before and after CRT. In non-responders this asymmetry was statistically significant only after CRT. Our results indicate that the success of CRT is related to corresponding information transfer between the cardiac and respiratory signal quantified at baseline measurements, which could contribute to a better selection of patients for this type of therapy.

Comparison of discretization strategies for the model-free information-theoretic assessment of short-term physiological interactions.

This work presents a comparison between different approaches for the model-free estimation of information-theoretic measures of the dynamic coupling between short realizations of random processes. The measures considered are the mutual information rate (MIR) between two random processes X and Y and the terms of its decomposition evidencing either the individual entropy rates of X and Y and their joint entropy rate, or the transfer entropies from X to Y and from Y to X and the instantaneous information shared by X and Y. All measures are estimated through discretization of the random variables forming the processes, performed either via uniform quantization (binning approach) or rank ordering (permutation approach). The binning and permutation approaches are compared on simulations of two coupled non-identical Hènon systems and on three datasets, including short realizations of cardiorespiratory (CR, heart period and respiration flow), cardiovascular (CV, heart period and systolic arterial pressure), and cerebrovascular (CB, mean arterial pressure and cerebral blood flow velocity) measured in different physiological conditions, i.e., spontaneous vs paced breathing or supine vs upright positions. Our results show that, with careful selection of the estimation parameters (i.e., the embedding dimension and the number of quantization levels for the binning approach), meaningful patterns of the MIR and of its components can be achieved in the analyzed systems. On physiological time series, we found that paced breathing at slow breathing rates induces less complex and more coupled CR dynamics, while postural stress leads to unbalancing of CV interactions with prevalent baroreflex coupling and to less complex pressure dynamics with preserved CB interactions. These results are better highlighted by the permutation approach, thanks to its more parsimonious representation of the discretized dynamic patterns, which allows one to explore interactions with longer memory while limiting the curse of dimensionality.

Feasibility of Ultra-Short-Term Analysis of Heart Rate and Systolic Arterial Pressure Variability at Rest and during Stress via Time-Domain and Entropy-Based Measures.

Heart Rate Variability (HRV) and Blood Pressure Variability (BPV) are widely employed tools for characterizing the complex behavior of cardiovascular dynamics. Usually, HRV and BPV analyses are carried out through short-term (ST) measurements, which exploit ~five-minute-long recordings. Recent research efforts are focused on reducing the time series length, assessing whether and to what extent Ultra-Short-Term (UST) analysis is capable of extracting information about cardiovascular variability from very short recordings. In this work, we compare ST and UST measures computed on electrocardiographic R-R intervals and systolic arterial pressure time series obtained at rest and during both postural and mental stress. Standard time-domain indices are computed, together with entropy-based measures able to assess the regularity and complexity of cardiovascular dynamics, on time series lasting down to 60 samples, employing either a faster linear parametric estimator or a more reliable but time-consuming model-free method based on nearest neighbor estimates. Our results are evidence that shorter time series down to 120 samples still exhibit an acceptable agreement with the ST reference and can also be exploited to discriminate between stress and rest. Moreover, despite neglecting nonlinearities inherent to short-term cardiovascular dynamics, the faster linear estimator is still capable of detecting differences among the conditions, thus resulting in its suitability to be implemented on wearable devices.

Resting State EEG Directed Functional Connectivity Unveils Changes in Motor Network Organization in Subacute Stroke Patients After Rehabilitation.

Brain plasticity and functional reorganization are mechanisms behind functional motor recovery of patients after an ischemic stroke. The study of resting-state motor network functional connectivity by means of EEG proved to be useful in investigating changes occurring in the information flow and find correlation with motor function recovery. In the literature, most studies applying EEG to post-stroke patients investigated the undirected functional connectivity of interacting brain regions. Quite recently, works started to investigate the directionality of the connections and many approaches or features have been proposed, each of them being more suitable to describe different aspects, e.g., direct or indirect information flow between network nodes, the coupling strength or its characteristic oscillation frequency. Each work chose one specific measure, despite in literature there is not an agreed consensus, and the selection of the most appropriate measure is still an open issue. In an attempt to shed light on this methodological aspect, we propose here to combine the information of direct and indirect coupling provided by two frequency-domain measures based on Granger's causality, i.e., the directed coherence (DC) and the generalized partial directed coherence (gPDC), to investigate the longitudinal changes of resting-state directed connectivity associated with sensorimotor rhythms α and ß, occurring in 18 sub-acute ischemic stroke patients who followed a rehabilitation treatment. Our results showed a relevant role of the information flow through the pre-motor regions in the reorganization of the motor network after the rehabilitation in the sub-acute stage. In particular, DC highlighted an increase in intra-hemispheric coupling strength between pre-motor and primary motor areas, especially in ipsi-lesional hemisphere in both α and ß frequency bands, whereas gPDC was more sensitive in the detection of those connection whose variation was mostly represented within the population. A decreased causal flow from contra-lesional premotor cortex towards supplementary motor area was detected in both α and ß frequency bands and a significant reinforced inter-hemispheric connection from ipsi to contra-lesional pre-motor cortex was observed in ß frequency. Interestingly, the connection from contra towards ipsilesional pre-motor area correlated with upper limb motor recovery in α band. The usage of two different measures of directed connectivity allowed a better comprehension of those coupling changes between brain motor regions, either direct or mediated, which mostly were influenced by the rehabilitation, revealing a particular involvement of the pre-motor areas in the cerebral functional reorganization.