2019
DOI: 10.1103/physreve.99.032115
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Multiscale information storage of linear long-range correlated stochastic processes

Abstract: Information storage, reflecting the capability of a dynamical system to keep predictable information during its evolution over time, is a key element of intrinsic distributed computation, useful for the description of the dynamical complexity of several physical and biological processes. Here we introduce a parametric framework which allows to compute information storage across multiple time scales in stochastic processes displaying both short-term dynamics and long-range correlations (LRC). The framework expl… Show more

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Cited by 27 publications
(37 citation statements)
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References 62 publications
(111 reference statements)
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“…See [46] for a review of these refined methods. More recently, a theoretical approach was presented to analytically calculate a new MSE measure using state-space models [47][48][49]. In addition, the importance of considering signal normalization and spectral content was shown using simulated and empirical data [50].…”
Section: Limitations and Future Directionmentioning
confidence: 99%
See 1 more Smart Citation
“…See [46] for a review of these refined methods. More recently, a theoretical approach was presented to analytically calculate a new MSE measure using state-space models [47][48][49]. In addition, the importance of considering signal normalization and spectral content was shown using simulated and empirical data [50].…”
Section: Limitations and Future Directionmentioning
confidence: 99%
“…On each box, the central mark shows the median, bottom and top edges show the 25th and 75th percentiles, respectively, and the whiskers extend to the most extreme data points that are not considered as outliers, which are defined as 1.5 times the interquartile range away from the top or bottom of the box. Nodes belonging to the RSNs are shown in parentheses-auditory (1-3), basal ganglia(4-7), dorsal default mode network(8)(9)(10)(11)(12)(13)(14)(15)(16)(17), primary visual(18)(19), language (20-26), left executive control network(27)(28)(29)(30)(31)(32), sensorimotor(33)(34)(35)(36)(37)(38), posterior salience(39)(40)(41)(42)(43)(44)(45)(46)(47)(48)(49)(50), precuneus(51)(52)(53)(54), higher visual (55-56), right executive control network (57-62), anterior salience (63-69), ventral default mode network (70-79), visuospatial (80-90).…”
mentioning
confidence: 99%
“…It is worth noting, however, that the initial formulation of multiscale entropy suffered from drawbacks related both to issues due to the filtering and downsampling steps, and to the unsuitability of CE analysis in conditions of data paucity caused by the availability of short time series and by the needs to explore multivariate time series at coarse time scales. Therefore, in the last years, the definition of MSE has been refined to take into account typical requirements of cardiovascular and cardiorespiratory signal analysis, and specifically: (i) to allow the joint calculation of complexity of multiple variables besides HP, for example systolic arterial pressure (SAP) and respiration (RESP) [ 6 ]; (ii) to allow the assessment of the complexity of shorter time series, usually few hundred beats long [ 7 , 8 ]. For short-term physiological time series, complexity has been related to the regularity of the temporal patterns observed in the signals, and thus is usually a measure of the unpredictability of the present sample given a limited number of past samples [ 9 ].…”
Section: Introductionmentioning
confidence: 99%
“…For short-term physiological time series, complexity has been related to the regularity of the temporal patterns observed in the signals, and thus is usually a measure of the unpredictability of the present sample given a limited number of past samples [ 9 ]. However, recent studies have recognized the importance of long-range correlations resulting in slowly varying dynamics also for the analysis of short-term complexity [ 10 ], and have started to account for these correlations in multiscale entopy-based analysis [ 8 ].…”
Section: Introductionmentioning
confidence: 99%
“…Another important aspect is the possible presence of long range correlations (see above) and/or putative non-instantaneous, possibly delayed influences between regional brain signals. Here, approaches able to estimate or take into account characteristic interaction at different time-scales have been proposed, based on e.g., state-space [ 16 , 17 ] or on wavelet formulations [ 18 ]. When such long-range correlations are present, the optimal autoregressive order in MVAR estimation (and hence the number of model parameters) will have to grow further in order to be able to capture enough information from the system’s past to faithfully represent signal dynamics.…”
Section: Introductionmentioning
confidence: 99%