Argentina Leite

Abstract
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. © 2018 IEEE.

Abstract
Heart Rate Variability (HRV) data exhibit long memory and time-varying conditional variance (volatility). These characteristics are well captured using Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with Generalised AutoRegressive Conditional Heteroscedastic (GARCH) errors, which are an extension of the AR models usual in the analysis of HRV. GARCHmod-els assume that volatility depends only on the magnitude of the shocks and not on their sign, meaning that positive and negative shocks have a symmetric effect on volatility. However, HRV recordings indicate further dependence of volatility on the lagged shocks. This work considers Exponential GARCH (EGARCH) models which assume that positive and negative shocks have an asymmetric effect (leverage effect) on the volatility, thus better copping with complex characteristics of HRV. ARFIMA-EGARCH models, combined with adaptive segmentation, are applied to 24 h HRV recordings of 30 subjects from the Noltisalis database: 10 healthy, 10 patients suffering from congestive heart failure and 10 heart transplanted patients. Overall, the results for the leverage parameter indicate that volatility responds asymmetrically to values of HRV under and over the mean. Moreover, decreased leverage parameter values for sick subjects, suggest that these models allow to discriminate between the different groups. © 2016 CCAL.

Abstract

Abstract
Dysfunctions of the autonomic nervous system in critically ill patients with Acute Brain Injury (ABI) lead to changes in Heart Rate Variability (HRV) which appear to be particularly marked in patients subsequently declared in Brain Death (BD). HRV series are non-stationary, exhibit long memory in the mean and time-varying conditional variance (volatility), characteristics that are well modeled by AutoRegressive Fractionally Integrated Moving Average (ARFIMA) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors. The long memory is estimated by the parameter d of the ARFIMA-GARCH model, whilst the time-varying conditional variance parameters, u and v characterize, respectively, the short-range and the persistence in the conditional variance. In this work, the ARFIMA-GARCH approach is applied to HRV series of 15 pediatric patients with ABI admitted in a pediatric intensive care unit, 5 of which has BD confirmed and 9 patients survived. The long memory and time-varying conditional variance parameters estimated by ARFIMA-GARCH modeling significantly differ between groups and seem able to contribute to characterize disease severity in children with ABI.

Abstract
The characterization of heart rate variability (HRV) series has become important for clinical diagnosis. These series are non-stationary and exhibit long and short-range correlations. The non-parametric methodology detrended fluctuation analysis (DFA) has become widely used for the detection of these correlations. The standard procedure is to apply DFA to the RR series, estimating the desired scaling exponents. In this work we pursue an alternative approach which consists in applying DFA to the fractionally differenced RR series, Delta(RR)-R-d, where 0 < d < 1 is the long-range correlation parameter. Both methodologies are applied to 24 hour HRV series from the Noltisalis data base. We conclude that changes in HRV are better quantified by DFA scaling exponents calculated over fractionally differenced RR series than by the standard procedure. The results indicate that the scaling exponent corresponding to high frequencies obtained from Delta(RR)-R-d increases the discriminatory power among the groups: from 60% to 87% during the day period and 57% to 77% during the night period.