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

研究成果: 書籍/レポートタイプへの寄稿 › 会議への寄与

10 被引用数 (Scopus)

抄録

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.

本文言語	英語
ホスト出版物のタイトル	2017 International Conference on Noise and Fluctuations, ICNF 2017
出版社	Institute of Electrical and Electronics Engineers Inc.
ISBN（電子版）	9781509027606
DOI	https://doi.org/10.1109/ICNF.2017.7986015
出版ステータス	出版済み - 19-07-2017
外部発表	はい
イベント	2017 International Conference on Noise and Fluctuations, ICNF 2017 - Vilnius, リトアニア継続期間: 20-06-2017 → 23-06-2017

出版物シリーズ

名前	2017 International Conference on Noise and Fluctuations, ICNF 2017

その他

その他	2017 International Conference on Noise and Fluctuations, ICNF 2017
国/地域	リトアニア
City	Vilnius
Period	20-06-17 → 23-06-17

All Science Journal Classification (ASJC) codes

コンピュータネットワークおよび通信
電子材料、光学材料、および磁性材料
電子工学および電気工学

文献へのアクセス

10.1109/ICNF.2017.7986015

他のファイルとリンク

フィンガープリント

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引用スタイル

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 記事 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 その他. / 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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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",

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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, リトアニア, 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 その他.
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).

研究成果: 書籍/レポートタイプへの寄稿 › 会議への寄与

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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

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AU - Hayano, Junichiro

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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 その他. 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