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Estimating the distribution of dynamic invariants: illustrated with an application to human photo-plethysmographic time series

Michael Small email

Department of Electronic and Information Engineering, Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

author email corresponding author email

Nonlinear Biomedical Physics 2007, 1:8doi:10.1186/1753-4631-1-8

Published: 23 July 2007

Abstract

Dynamic invariants are often estimated from experimental time series with the aim of differentiating between different physical states in the underlying system. The most popular schemes for estimating dynamic invariants are capable of estimating confidence intervals, however, such confidence intervals do not reflect variability in the underlying dynamics. We propose a surrogate based method to estimate the expected distribution of values under the null hypothesis that the underlying deterministic dynamics are stationary. We demonstrate the application of this method by considering four recordings of human pulse waveforms in differing physiological states and show that correlation dimension and entropy are insufficient to differentiate between these states. In contrast, algorithmic complexity can clearly differentiate between all four rhythms.


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