2013
DOI: 10.1109/tsp.2013.2253775
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Point-Process Nonlinear Models With Laguerre and Volterra Expansions: Instantaneous Assessment of Heartbeat Dynamics

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Cited by 78 publications
(197 citation statements)
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“…Within this framework, Laguerre expansions of the Wiener-Volterra linear and nonlinear autoregressive terms account for long-term nonlinear information [36][37][38]. As major advantages, instantaneous measures can be estimated without applying any interpolation techniques to the RR interval series, and are associated to effective goodness-of-fit measures.…”
Section: Point-process Model Of the Heartbeatmentioning
confidence: 99%
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“…Within this framework, Laguerre expansions of the Wiener-Volterra linear and nonlinear autoregressive terms account for long-term nonlinear information [36][37][38]. As major advantages, instantaneous measures can be estimated without applying any interpolation techniques to the RR interval series, and are associated to effective goodness-of-fit measures.…”
Section: Point-process Model Of the Heartbeatmentioning
confidence: 99%
“…The coefficients , with , and with correspond to the time-varying zero-, first-, second-order NARL coefficients, respectively, and performing the Laguerre expansion on the derivative R-R series improves stationarity within the sliding time window (in this work we have chosen s) [15,37]. The corresponding nonlinear autoregressive Volterra-Wiener long-term memory model with second-order nonlinearity becomes [27]: (5) As is defined in continuous time, it is possible to obtain an instantaneous R-R mean estimate at arbitraty timescales without interpolating between the arrival times of two consecutive heartbeats.…”
Section: Point-process Model Of the Heartbeatmentioning
confidence: 99%
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