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 proceedingConference contribution

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 languageEnglish
Title of host publication2017 International Conference on Noise and Fluctuations, ICNF 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781509027606
DOIs
Publication statusPublished - 19-07-2017
Event2017 International Conference on Noise and Fluctuations, ICNF 2017 - Vilnius, Lithuania
Duration: 20-06-201723-06-2017

Other

Other2017 International Conference on Noise and Fluctuations, ICNF 2017
CountryLithuania
CityVilnius
Period20-06-1723-06-17

Fingerprint

Time series
Polynomials

All Science Journal Classification (ASJC) codes

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

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 [7986015] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICNF.2017.7986015
Tsujimoto, Yutaka ; Miki, Yuki ; Watanabe, Eiichi ; Hayano, Junichiro ; Yamamoto, Yoshiharu ; Nomura, Taishin ; Kiyono, Ken. / 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.
@inproceedings{1b7676bbf27846d8ae002f3a9fdb1b98,
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",
year = "2017",
month = "7",
day = "19",
doi = "10.1109/ICNF.2017.7986015",
language = "English",
booktitle = "2017 International Conference on Noise and Fluctuations, ICNF 2017",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
address = "United States",

}

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, 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; Hayano, Junichiro; Yamamoto, Yoshiharu; Nomura, Taishin; Kiyono, Ken.

2017 International Conference on Noise and Fluctuations, ICNF 2017. Institute of Electrical and Electronics Engineers Inc., 2017. 7986015.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

TY - GEN

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

AU - Nomura, Taishin

AU - Kiyono, Ken

PY - 2017/7/19

Y1 - 2017/7/19

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.

UR - http://www.scopus.com/inward/record.url?scp=85027965217&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85027965217&partnerID=8YFLogxK

U2 - 10.1109/ICNF.2017.7986015

DO - 10.1109/ICNF.2017.7986015

M3 - Conference contribution

AN - SCOPUS:85027965217

BT - 2017 International Conference on Noise and Fluctuations, ICNF 2017

PB - Institute of Electrical and Electronics Engineers Inc.

ER -

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 https://doi.org/10.1109/ICNF.2017.7986015