A Novel and Effective Approach to Shape Analysis: Nonparametric Representation, De-noising and Change-Point Detection, Based on Singular-Spectrum Analysis

Author(s):  
Vasile Georgescu
2007 ◽  
Vol 46 (02) ◽  
pp. 196-201
Author(s):  
D. Precup ◽  
E. Hamilton ◽  
R. Kearney ◽  
P. Warrick

Summary Objectives : To develop a singular-spectrum analysis (SSA) based change-point detection algorithm applicable to fetal heart rate (FHR) monitoring to improve the detection of deceleration events. Methods : We present a method for decomposing a signal into near-orthogonal components via the discrete cosine transform (DCT) and apply this in a novel online manner to change-point detection based on SSA. The SSA technique forms models of the underlying signal that can be compared over time; models that are sufficiently different indicate signal change points. To adapt the algorithm to deceleration detection where many successive similar change events can occur, we modify the standard SSA algorithm to hold the reference model constant under such conditions, an approach that we term “base-hold SSA”. The algorithm is applied to a database of 15 FHR tracings that have been preprocessed to locate candidate decelerations and is compared to the markings of an expert obstetrician. Results : Of the 528 true and 1285 false decelerations presented to the algorithm, the base-hold approach improved on standard SSA, reducing the number of missed decelerations from 64 to 49 (21.9%) while maintaining the same reduction in false-positives (278). Conclusions : The standard SSA assumption that changes are infrequent does not apply to FHR analysis where decelerations can occur successively and in close proximity; our base-hold SSA modification improves detection of these types of event series.


2018 ◽  
Author(s):  
Michael Lang

BACKGROUND Heart rate variability (HRV) is derived from the series of R-R intervals extracted from an electrocardiographic (ECG) measurement. Ideally all components of the R-R series are the result of sinoatrial node depolarization. However, the actual R-R series are contaminated by outliers due to heart rhythm disturbances such as ectopic beats, which ought to be detected and corrected appropriately before HRV analysis. OBJECTIVE We have introduced a novel, lightweight, and near real-time method to detect and correct anomalies in the R-R series based on the singular spectrum analysis (SSA). This study aimed to assess the performance of the proposed method in terms of (1) detection performance (sensitivity, specificity, and accuracy); (2) root mean square error (RMSE) between the actual N-N series and the approximated outlier-cleaned R-R series; and (3) how it benchmarks against a competitor in terms of the relative RMSE. METHODS A lightweight SSA-based change-point detection procedure, improved through the use of a cumulative sum control chart with adaptive thresholds to reduce detection delays, monitored the series of R-R intervals in real time. Upon detection of an anomaly, the corrupted segment was substituted with the respective outlier-cleaned approximation obtained using recurrent SSA forecasting. Next, N-N intervals from a 5-minute ECG segment were extracted from each of the 18 records in the MIT-BIH Normal Sinus Rhythm Database. Then, for each such series, a number (randomly drawn integer between 1 and 6) of simulated ectopic beats were inserted at random positions within the series and results were averaged over 1000 Monte Carlo runs. Accordingly, 18,000 R-R records corresponding to 5-minute ECG segments were used to assess the detection performance whereas another 180,000 (10,000 for each record) were used to assess the error introduced in the correction step. Overall 198,000 R-R series were used in this study. RESULTS The proposed SSA-based algorithm reliably detected outliers in the R-R series and achieved an overall sensitivity of 96.6%, specificity of 98.4% and accuracy of 98.4%. Furthermore, it compared favorably in terms of discrepancies of the cleaned R-R series compared with the actual N-N series, outperforming an established correction method on average by almost 30%. CONCLUSIONS The proposed algorithm, which leverages the power and versatility of the SSA to both automatically detect and correct artifacts in the R-R series, provides an effective and efficient complementary method and a potential alternative to the current manual-editing gold standard. Other important characteristics of the proposed method include the ability to operate in near real-time, the almost entirely model-free nature of the framework which does not require historical training data, and its overall low computational complexity.


2013 ◽  
Vol 20 (4) ◽  
pp. 467-481 ◽  
Author(s):  
N. Itoh ◽  
N. Marwan

Abstract. In this paper a change-point detection method is proposed by extending the singular spectrum transformation (SST) developed as one of the capabilities of singular spectrum analysis (SSA). The method uncovers change points related with trends and periodicities. The potential of the proposed method is demonstrated by analysing simple model time series including linear functions and sine functions as well as real world data (precipitation data in Kenya). A statistical test of the results is proposed based on a Monte Carlo simulation with surrogate methods. As a result, the successful estimation of change points as inherent properties in the representative time series of both trend and harmonics is shown. With regards to the application, we find change points in the precipitation data of Kenyan towns (Nakuru, Naivasha, Narok, and Kisumu) which coincide with the variability of the Indian Ocean Dipole (IOD) suggesting its impact of extreme climate in East Africa.


2020 ◽  
Author(s):  
Ibrar Ul Hassan Akhtar

UNSTRUCTURED Current research is an attempt to understand the CoVID-19 pandemic curve through statistical approach of probability density function with associated skewness and kurtosis measures, change point detection and polynomial fitting to estimate infected population along with 30 days projection. The pandemic curve has been explored for above average affected countries, six regions and global scale during 64 days of 22nd January to 24th March, 2020. The global cases infection as well as recovery rate curves remained in the ranged of 0 ‒ 9.89 and 0 ‒ 8.89%, respectively. The confirmed cases probability density curve is high positive skewed and leptokurtic with mean global infected daily population of 6620. The recovered cases showed bimodal positive skewed curve of leptokurtic type with daily recovery of 1708. The change point detection helped to understand the CoVID-19 curve in term of sudden change in term of mean or mean with variance. This pointed out disease curve is consist of three phases and last segment that varies in term of day lengths. The mean with variance based change detection is better in differentiating phases and associated segment length as compared to mean. Global infected population might rise in the range of 0.750 to 4.680 million by 24th April 2020, depending upon the pandemic curve progress beyond 24th March, 2020. Expected most affected countries will be USA, Italy, China, Spain, Germany, France, Switzerland, Iran and UK with at least infected population of over 0.100 million. Infected population polynomial projection errors remained in the range of -78.8 to 49.0%.


2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Alexa Booras ◽  
Tanner Stevenson ◽  
Connor N. McCormack ◽  
Marie E. Rhoads ◽  
Timothy D. Hanks

AbstractIn order to behave appropriately in a rapidly changing world, individuals must be able to detect when changes occur in that environment. However, at any given moment, there are a multitude of potential changes of behavioral significance that could occur. Here we investigate how knowledge about the space of possible changes affects human change point detection. We used a stochastic auditory change point detection task that allowed model-free and model-based characterization of the decision process people employ. We found that subjects can simultaneously apply distinct timescales of evidence evaluation to the same stream of evidence when there are multiple types of changes possible. Informative cues that specified the nature of the change led to improved accuracy for change point detection through mechanisms involving both the timescales of evidence evaluation and adjustments of decision bounds. These results establish three important capacities of information processing for decision making that any proposed neural mechanism of evidence evaluation must be able to support: the ability to simultaneously employ multiple timescales of evidence evaluation, the ability to rapidly adjust those timescales, and the ability to modify the amount of information required to make a decision in the context of flexible timescales.


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