The Hurst Exponent of Heart Rate Variability in Neonatal Stress, Based on a Mean-Reverting Fractional Lévy Stable Motion

Šapina, Matej; Garcin, Matthieu; Kramarić, Karolina; Milas, Krešimir; Brdarić, Dario; Pirić, Marko

doi:10.1142/s0219477520500261

Cited by 9 publications

(12 citation statements)

References 60 publications

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“…This is consistent with previous findings, that the HRV of neonates in stress phases results in: (1) an increasing part of mean-reversion effect compared to random fluctuations; (2) an increasing negative scaling exponent, depicting a higher autocorrelation of the accelerations in the RR i series. This higher autocorrelation, acting as a fractional integral, smooths the series and thus reduces fluctuations [30,38].…”

Section: Discussionmentioning

confidence: 99%

“…None of the neonates included in this study underwent any other procedural pain besides the national metabolic screening heel stick blood draw. As we have described previously [30], the protocol is divided into three parts: (a) dummy stimulation, (b) the sharp pain-heel stick, (c) the treatment; only the first two parts were included in the study (figure 1).…”

Section: The Study Protocolmentioning

confidence: 99%

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Multi-lag tone–entropy in neonatal stress

Šapina

Karmakar

Kramarić

et al. 2018

J. R. Soc. Interface.

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Heart rate variability (HRV) has been analysed using linear and nonlinear methods. In the framework of a controlled neonatal stress model, we applied tone–entropy (T–E) analysis at multiple lags to understand the influence of external stressors on healthy term neonates. Forty term neonates were included in the study. HRV was analysed using multi-lag T–E at two resting and two stress phases (heel stimulation and a heel stick blood drawing phase). Higher mean entropy values and lower mean tone values when stressed showed a reduction in randomness with increased sympathetic and reduced parasympathetic activity. A ROC analysis was used to estimate the diagnostic performances of tone and entropy and combining both features. Comparing the resting and simulation phase separately, the performance of tone outperformed entropy, but combining the two in a quadratic linear regression model, neonates in resting as compared to stress phases could be distinguished with high accuracy. This raises the possibility that when applied across short time segments, multi-lag T–E becomes an additional tool for more objective assessment of neonatal stress.

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Section: Discussionmentioning

confidence: 99%

Section: The Study Protocolmentioning

confidence: 99%

Multi-lag tone–entropy in neonatal stress

Šapina

Karmakar

Kramarić

et al. 2018

J. R. Soc. Interface.

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“…The physiological interpretation of this behavior is not completely understood, and can currently only be speculated. HRV analysis has been already applied in the neonatal framework, using a multi-lag tone entropy, asymmetric detrended fluctuation, asymmetric Poincaré plot approach, and estimating the Hurst exponent using a mean-reversion approach [22][23][24][25] . The increase of the negative scaling exponent, depicting higher autocorrelation, and the Poincaré plot asymmetry showed a higher contribution of accelerations within the RR interval time series, while the multi-lag tone-entropy showed a decrease of the parasympathetic, and an increase of the sympathetic branch of the autonomic nervous system [22][23][24] .…”

Section: Discussionmentioning

confidence: 99%

Lempel-Ziv complexity of the pNNx statistics – an application to neonatal stress

Šapina¹,

Karmakar²,

Kramarić³

et al. 2021

Chaos, Solitons & Fractals

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Among the existing measures of heart rate variability (HRV), the pNN50 statistics is one of the most commonly reported. However, it is only a single member of a much larger family of HRV measures -the pNNx statistics. In this research pNNx was further extended, combining it with the Lempel-Ziv complexity (LZ76) in a controlled neonatal stress framework. Forty healthy newborns were recorded undergoing two different types of stress stimuli -a routine heel stick blood sampling, and a dull heel pressure stimulation. Instead of relying on a single value, the entire spectrum from pNN1 to pNN100 was calculated, along with LZ76 derived from binarized sequences for each NN. The results of this study show a downward shift of the pNNx curves when newborns are stressed, with reduced LZ76 complexity when stressed.When ROC curves were utilized for the pNNx statistics and LZ76, however, the highest AUC values were observed when both measures were combined, with the highest AUC values of 0.88 (0.80-0.94) and 0.85 (0.74-0.91) for discriminating resting states from stress phases.Combining the widely used pNNx statistics with LZ76 extends the existing HRV toolbox, and shows a promising application in recognizing acute neonatal stress.

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“…The alpha-stable distribution is a generalization of the Gaussian distribution, appreciated for entailing fat tails. For this reason, it has been widely invoked in signal processing [69,32,33], with applications for example in medicine [68,71] or in finance [48,60,29].…”

Section: Alpha-stable Distributionsmentioning

confidence: 99%

Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics

Ammy-Driss¹,

Garcin²

2020

Preprint

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This paper investigates the impact of COVID-19 on financial markets. It focuses on the evolution of the market efficiency, using two efficiency indicators: the Hurst exponent and the memory parameter of a fractional Lévy-stable motion. The second approach combines, in the same model of dynamic, an alpha-stable distribution and a dependence structure between price returns. We provide a dynamic estimation method for the two efficiency indicators. This method introduces a free parameter, the discount factor, which we select so as to get the best alpha-stable density forecasts for observed price returns. The application to stock indices during the COVID-19 crisis shows a strong loss of efficiency for US indices. On the opposite, Asian and Australian indices seem less affected and the inefficiency of these markets during the COVID-19 crisis is even questionable.

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The Hurst Exponent of Heart Rate Variability in Neonatal Stress, Based on a Mean-Reverting Fractional Lévy Stable Motion

Cited by 9 publications

References 60 publications

Multi-lag tone–entropy in neonatal stress

Multi-lag tone–entropy in neonatal stress

Lempel-Ziv complexity of the pNNx statistics – an application to neonatal stress

Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics

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