Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis

Yutaka Tsujimoto; Yuki Miki; Eiichi Watanabe; Junichiro Hayano; Yoshiharu Yamamoto; Taishin Nomura; Ken Kiyono

doi:10.1109/ICNF.2017.7986015

Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis

Yutaka Tsujimoto, Yuki Miki, Eiichi Watanabe, Junichiro Hayano, Yoshiharu Yamamoto, Taishin Nomura, Ken Kiyono

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

10 Citations (Scopus)

Abstract

To evaluate long-range cross-correlated behavior observed in bivariate time series, detrended cross-correlation analysis (DCCA) was proposed. In the DCCA, trends embedded in each time series are eliminated via piecewise least-squares polynomial fitting in the same way as the detrended fluctuation analysis (DFA). In this paper, as an improved variant of DCCA, we propose a DCCA method using the Savitzky-Golay detrending filters and its fast implementation algorithm. In addition, as an application of our method, we analyze the cardiorespiratory interaction.

Original language	English
Title of host publication	2017 International Conference on Noise and Fluctuations, ICNF 2017
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781509027606
DOIs	https://doi.org/10.1109/ICNF.2017.7986015
Publication status	Published - 19-07-2017
Externally published	Yes
Event	2017 International Conference on Noise and Fluctuations, ICNF 2017 - Vilnius, Lithuania Duration: 20-06-2017 → 23-06-2017

Publication series

Name	2017 International Conference on Noise and Fluctuations, ICNF 2017

Other

Other	2017 International Conference on Noise and Fluctuations, ICNF 2017
Country/Territory	Lithuania
City	Vilnius
Period	20-06-17 → 23-06-17

All Science Journal Classification (ASJC) codes

Computer Networks and Communications
Electronic, Optical and Magnetic Materials
Electrical and Electronic Engineering

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10.1109/ICNF.2017.7986015

Cite this

Tsujimoto, Y., Miki, Y., Watanabe, E., Hayano, J., Yamamoto, Y., Nomura, T., & Kiyono, K. (2017). Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis. In 2017 International Conference on Noise and Fluctuations, ICNF 2017 Article 7986015 (2017 International Conference on Noise and Fluctuations, ICNF 2017). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICNF.2017.7986015

Tsujimoto, Yutaka ; Miki, Yuki ; Watanabe, Eiichi et al. / Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis. 2017 International Conference on Noise and Fluctuations, ICNF 2017. Institute of Electrical and Electronics Engineers Inc., 2017. (2017 International Conference on Noise and Fluctuations, ICNF 2017).

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title = "Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis",

abstract = "To evaluate long-range cross-correlated behavior observed in bivariate time series, detrended cross-correlation analysis (DCCA) was proposed. In the DCCA, trends embedded in each time series are eliminated via piecewise least-squares polynomial fitting in the same way as the detrended fluctuation analysis (DFA). In this paper, as an improved variant of DCCA, we propose a DCCA method using the Savitzky-Golay detrending filters and its fast implementation algorithm. In addition, as an application of our method, we analyze the cardiorespiratory interaction.",

author = "Yutaka Tsujimoto and Yuki Miki and Eiichi Watanabe and Junichiro Hayano and Yoshiharu Yamamoto and Taishin Nomura and Ken Kiyono",

note = "Publisher Copyright: {\textcopyright} 2017 IEEE.; 2017 International Conference on Noise and Fluctuations, ICNF 2017 ; Conference date: 20-06-2017 Through 23-06-2017",

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doi = "10.1109/ICNF.2017.7986015",

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Tsujimoto, Y, Miki, Y, Watanabe, E, Hayano, J, Yamamoto, Y, Nomura, T & Kiyono, K 2017, Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis. in 2017 International Conference on Noise and Fluctuations, ICNF 2017., 7986015, 2017 International Conference on Noise and Fluctuations, ICNF 2017, Institute of Electrical and Electronics Engineers Inc., 2017 International Conference on Noise and Fluctuations, ICNF 2017, Vilnius, Lithuania, 20-06-17. https://doi.org/10.1109/ICNF.2017.7986015

Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis. / Tsujimoto, Yutaka; Miki, Yuki; Watanabe, Eiichi et al.
2017 International Conference on Noise and Fluctuations, ICNF 2017. Institute of Electrical and Electronics Engineers Inc., 2017. 7986015 (2017 International Conference on Noise and Fluctuations, ICNF 2017).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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T1 - Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis

AU - Tsujimoto, Yutaka

AU - Miki, Yuki

AU - Watanabe, Eiichi

AU - Hayano, Junichiro

AU - Yamamoto, Yoshiharu

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AU - Kiyono, Ken

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N2 - To evaluate long-range cross-correlated behavior observed in bivariate time series, detrended cross-correlation analysis (DCCA) was proposed. In the DCCA, trends embedded in each time series are eliminated via piecewise least-squares polynomial fitting in the same way as the detrended fluctuation analysis (DFA). In this paper, as an improved variant of DCCA, we propose a DCCA method using the Savitzky-Golay detrending filters and its fast implementation algorithm. In addition, as an application of our method, we analyze the cardiorespiratory interaction.

AB - To evaluate long-range cross-correlated behavior observed in bivariate time series, detrended cross-correlation analysis (DCCA) was proposed. In the DCCA, trends embedded in each time series are eliminated via piecewise least-squares polynomial fitting in the same way as the detrended fluctuation analysis (DFA). In this paper, as an improved variant of DCCA, we propose a DCCA method using the Savitzky-Golay detrending filters and its fast implementation algorithm. In addition, as an application of our method, we analyze the cardiorespiratory interaction.

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Tsujimoto Y, Miki Y, Watanabe E, Hayano J, Yamamoto Y, Nomura T et al. Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis. In 2017 International Conference on Noise and Fluctuations, ICNF 2017. Institute of Electrical and Electronics Engineers Inc. 2017. 7986015. (2017 International Conference on Noise and Fluctuations, ICNF 2017). doi: 10.1109/ICNF.2017.7986015

Fast algorithm of long-range cross-correlation analysis using Savitzky-Golay detrending filter and its application to biosignal analysis

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