Analysis of Physiological Time Series Using Wavelet Transforms

ime-series analysis is the basis for charT acterization and modeling of an observed system. The aim of this analysis is the prediction of the short-term evolution of a dynamic system and the development of a model that capture features of its long-term behavior. In this article, we present a a method of time-series analysis that uses wavelet transforms to analyze heart rhythm, chest volume, and bloodoxygen saturation data from a patient suffering from sleep apnea.

Aleiandra Figliola and Eduardo Serrano2

lnstituto de Calculo, Departamento de Motematica, Ciudad Universitaria, Buenos Aires
analysis has been the Fourier transform (FT) using the fast Fourier transform (FFT) algorithm. However, the FFT method assumes the signal to be stationary and is thereby insensitive to its varying features. Time-localization can be achieved by first sliding a window along the signal and then taking the FT over each interval. The Gabor transform (GT), which uses a Gaussian window function, is often applied in signal processing. The principal problem of this method is that its window width is fixed. Thus, Gabor analysis is badly adapted to signals where pattems with different scales appear, and it poorly resolves short-time phenomena associated with high frequencies [3]. The wavelet transform (WT), analogous to the GT, provides a similar timescale description and can decompose any signal into frequency bands. The WT uses wavelet functions that have time-widths adapted to each frequency as windows: window width is very narrow for high fre-

Time-Series Techniques
The start of modern time-series techniques might be set at 1927,when Yule invented the autoregressive method. His method predicted the next value as a weighted sum of previous values. Around 1980, an important development occurred: Takens [ 11 proved that it was possible to build a dynamic system with a unique variable and state-space reconstruction with time-delay techniques. He drew on ideas from differential topology and provided a technique for recognizing when a time series can be generated by deterministic equations. From these techniques, it is possible to calculate the Lyapunov exponents [2], which are ameasure of the speed of loss of system information and are directly related to the possibility of predicting if a system has any exponent greater than zero. From this analysis, it can be concluded that the dynamic system is chaotic and, hence, will loss information in time. In other words, the Lyapunov exponent can evaluate how many future events can be predicted from the current information. In spite of Takens theorems, this technique is only valid for series that are without noise and are stationary in time and thus is not suitable for the type of series discussed in this work. We present another point of the view that is based in the signal time-frequency characteristics. The principal idea is to build a tool that can evaluate the order of any system or the loss of this order as a function of its dynamic changes. The most popular way of performing frequency

quencies and wider for low frequencies. As a result, the WT is better than the GT (or windowing FT) for expanding zones where the series has very high frequencies, such as transients, and it can analyze events that occur at different scales. An extensive bibliography on this subject can be found in the literature [3-61. We apply the discrete wavelet transform (DWT), using aspline as the wavelet function. From the wavelet coefficients, we calculate the energy distribution on the frequency spectrum. Also, we calculate an information cost function (ICF), which is the information associated with the energy distribution of the system [7]. The data analyzed consist of a multichannel physiological time series of a patient who suffers from sleep apnea (periods in which he takes a few quick breaths and then stops breathing) [l, 21. These series are nonstationary because their statistical moments (means and variances) are not constant over time. Furthermore, overlapping transient waveforms with unpredictable arrival times often appear. A common problem is to extract the parameters of interest when they involve joint variations of time and frequency. The ICF is an entropy-like function that gives estimate of the disorder of the system [7,10]. Our work presents amethodology to obtain a characterization for

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centration decreases and carbon dioxide increases. This increase in carbon dioxide in blood that perfuses certain centers in the brain results in areflex arousal, and the patient takes some short, quick breaths and awakens. This process is repeated, which is a pattern called Cheyne-Stokes breathing. We will briefly describe the series recorded: A single channel electrocardiogram (ECG) was recorded and preprocessed to determine the times at which the R wave (electrical depolarization of the ventricles) appeared. The R-R' interval was interpolated and sampled every 0.5 seconds to synthesize an instantaneous heart rate signal, where the data correspond to the inverse of the R-R' interval, a measure of cardiac rhythm [9]. The second series recorded was the flux of air flow through the nose, a linear function of lung volume variation. Finally, arterial blood-oxygen saturation was measured by pulse oximetry, which is based on the color of the hemoglobin, which varies with the quantity of bound oxygen. Figures 1 and 2 show the series at different states.

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Wavelet Analysis
As discussed above, the FT and GT present difficulties for the analysis of nonstationary series or when there is a combination of short- and long-time phenomena. Wavelet analysis (WA) gives us a powerful tool to confront very diverse problems in applied sciences or pure mathemathics. The wavelet is a smooth and quickly vanishing oscillating function with good localization both in frequency and in time. It can be interpreted as single signals, or atoms, of short times with an oscillating structure. Figure 3 shows a typical wavelet function. A wavelet family, is a set of wavelets generated for dilations and translations of an unique mother wavelet, v(t):

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1. Temporal series of (a) heart rhythm, (b) lung volume variation, and (c) oxygen saturation for pre-apnea and periodic breathing.
nonstationary noisy series. It is thus possible to use the ICF to characterize a system even when it is impossible to calculate its Lyapunov exponent.

2. Temporal series for regular state of (a) heart rhythm, (b) lung volume variation, and (c) oxygen saturation.

The Data Set

The data set is a multivariable physiological time series, consisting of 4 hours and 43 minutes of simultaneous heart rate, lung volume change, blood-oxygen saturation, and electroencephalogram (EEG)

state. The data were recorded over some 5 hours from a 49-year-old male in the Sleep Laboratory of Boston's Beth Israel Hospital [S, 91. The signals were recorded with a multichannel instrumentation recorder and were subsequently played back and digitized at 250 Hz. This patient suffered from extreme daytime drowsiness, a result of sleep apnea [ l l , 121. When he starts to fall asleep, he stops breathing; his blood-oxygen con-

where a is the scale parameter, b is the translation parameter, and tis the time. As a increases, the wavelet becomes more narrow. Thus,we have a unique analytic pattem and its replicas at different scales and with variable localization in time. Given a function, f,the different correlations, <f, indicate what proportion of the local pattem fits the signal, at every scale. This correlation operation to define the
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WT synthesizes the numerical information thus obtained. From a different viewpoint, the wavelets of a family play the role of elemental functions, representing the function as a superposition of the wavelets correlated with the function for different scales (different as). This makes it possible to organize the information in some particular structure-to distinguish, for example, trends or the shape associated with long scales of the local details from corresponding shoi-t scales. The CWT off(t) is defined as the correlation between the function f(t) with the family wavelet UT,,[> for each a [3]:

Table 2. Percentile distribution of the energy for lung volume changes, as a function of the frequency bands, for three different states: pre-apnea (PA); periodic breathing, which includes the apneas (PB) and regular state (RS).

dt =< f(t)>V.,,(t)>

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For special selections of the function, and a discrete net of parameters, uj = 2-/ and b;,k = 2-/k, with j , k E and the scale 2-J, give us the shift parameter. The subfamily
(3) constitutes an orthonormal basis (ONB) of L2(R)that is the space of the functions with finite energy or the functions of integrable square. In this way, we can obtain discrete transformations, and it is possible to expand the function in series of wavelets. Then, we can join the advantages of the WT with the atomic decomposing off(t). The DWT associated with u/ is simply seen as a restriction of the CWT at the parameters aj,b;,k. The wavelet coefficients (WC) are:
=< f #,,k > (4) The function f can decompose as:
,,k

y J J , k = 2J2yJ(2Jt-k)

w f ( , ,

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Table 4. Comparison of the ICF coefficient for the three states and for the three series. In all cases, the pre-apnea state is the most disordered. The regular state is similar to the periodic breathing state for heart rhythm and oxygen saturation, but for lung volume variation, the periodic breathing state is the most ordered.

Heart Rhythm The analytic properties of the DWT are analogous to the CWT. From the WC, the sum E = ,<c,,~ gives us the energy of the details ofJ at levelj. If we denote the total energy as E,, = the percentile energy corresponding at level j is:
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(6) The level j i s associated with a frequency band, AF, obtained in the following way:
E,,

where Fs is the sampled frequency and j = -1,-2.... Obviously AW = 2nAF.

The Information Cost Function

( ~ 1.... ~xn). 2

Consider a temporal series, x = The sequence defined by

quence n/ gives the probability distribution of the energy for each level j . This distribution has a Shannon entropy that we define as the ICF, which essentially measures the order inside of the system. Then:

2?F, <LV 5 2F,

(7)

IxJ~~~ gives x ~ (the probability distribution

of energy of x. In the same way, the se-

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where the sum is interpreted as zero for any q = 0. The ICF evaluates the information associated to the energy distribution of the system. The ICF is an entropy-like function that is easy to calculate and gives a good estimate of the degree of disorder of a system. To test the ICF function, we take as a temporal series, one variable of the simplest possible model for forced nonlinear oscillations-the Duffing oscillator [ 131.For parameters where the system has chaotic behavior, we compare the maximum Lyapunov exponent, h, with the ICF function for the Duffing system. Figure 4 shows the maximum Lyapunov exponent as a function of the ICF function. We have fitted the pairs of points with quadratic functions at different chaotic states of the Duffing oscillator (different routes to chaos) [7]. In all cases, the best fit is by a quadratic function. In this case the relation is:
ZCF = 16.39 x hz-1.74 x h + 6.16 (9)
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with a correlation coefficient R2 = 0.992. We should say that these are experimental numeric results.

Applications to the Signals

From the total multichannel data series, we select two different conditions: one corresponding to the transition from apnea to periodic breathing; the other normal behavior when the patient is awake. Figures 1 and 2 show the data set of these conditions for the three variables: cardiac rhythm, variation of lung volume, and blood-oxygen saturation. We compute nearly 2-5 wavelet coefficients, CJ,k, for eachj = -1, ...,- llogfl1,whenNis thetotal data of the section series that we want to analyze. We use the Mallat algorithm for the CJ,k calculations [14]. The coefficients achieve local information and details of the signal and give us a time-scale representation. Figure 5 displays the temporal evolution of the wavelet coefficient of the series for the high-frequency band. From Eq. (6), we calculate the energy distribution as a function of the frequency level,j , for both phenomena. Tables 1, 2 , and 3 give a comparison of the percentage of energy distribution for the different frequency bands for the three series, corresponding to pre-apnea, periodic breathing, and the regular state. Note that the pre-apnea series has an energy spectrum function that is wide band. When apnea is present, the major
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breathing series, the ICF is higher in the regular state than in periodic breathing. The other two cases, corresponding to cardiac rhythm and oxygen saturation, present similar ICFs (see Table 4). We assume that the same dynamics would appear in other patients similarly afflicted and that this is a proper characterization of this pathological dynamic condition. At any rate, the aim of this article is to present an alternative methodology for analysis of noisy and nonstationary data series.

Results and Conclusions

Studies have shown that cardiac dynamics are complex, and if they could be described by a set of differentiable equations, this would be of higher dimensionality [15-171. To us, the difficulty in applying this type of analysis is that the phenomenon is nonstationary and contaminated with noise, which makes modeling by dynamic systems theory almost impossible. We have taken this series not to discover the dynamics of thepathology, but to present an example of the tools that the wavelet transform provides. As has been shown in the tables, the DWT pro-

part of the energy is carried by one or two principal frequency bands (depending of the series). At the start of the apnea, it appears that the energy is localized around the same principal frequency bands. For the regular state, the major part of the energy is carried in the frequency band corresponding to j = -2, for typical times between 2 and 4 sec. Table 2 shows that the principal bands at pre-apnea and periodic breathing is j = -3, which correspond at typical times between 4 and 8 sec. Also, in the regular state, the medium and low frequencies (less than or equal t o j = -4) are negligible. The cardiac spectrum also changes its principal frequency bands from pre-apnea or apnea to the regular state. Table 1 shows that principal frequencies for the pre-apnea state at j = -3 and j = -6, and for the periodic breathing at j = - 3 and j = - 7 . The regular state shows the principal peaks to be at low frequencies. The energy distribution spectrum of the oxygen saturation variable is similar to the cardiac distribution, but also contains low frequencies. In other words, the level corresponding to j = -3 disappears (see Table 3). As shown in [7], a function of the order of a system (ICF) can be related to the wavelet coefficients. We calculated the ICFs for the multichannel series and compared them before and during the apnea period. Table 4 summarizes the results. Note that in all cases, the ICF decreases from pre-apnea state to apnea state, which is in accord with the wide-band spectrum of the energy for pre-apnea. In other words, the apnea state is a more ordered condition than is the pre-apnea state. It is important to note that the same structure of the phenomena appears in all the series. For the three series, the ICF decreases from pre-apnea to apnea. For the

vides a very powerful technique to detect signal changes by observing changes in the energy spectra of the series. Also, visualization of WCs changes with time is useful to synthesize the different dynamics involved in the phenomenon. Results from using the ICF can be summarized as follows: in all pre-apnea states, the system has higher ICF values than in the apnea condition. This makes us believe that the system acquires more order at the start of the apnea state. For a nonstationary noisy series with unknown dimensionality, Lyapunov exponents are, in practice, impossible to calculate for dynamic characterization. The ICF coefficients give us a relative value between two situations, telling us which is the most ordered, or which provides more information. From this knowledge, the first conclusion is that in all cases the system has lower ICF coefficients when the apnea crisis appears (in general, during the periodic breathing state). It is possible to believe that the bodys central nervous system has undergone some kind of adaptation to the new conditions imposed by the patients pathology. We could

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4. Comparison between the Lyapunov exponent and the ICF coefficient for the Duffing model, a nonlinear oscillator.
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principal frequency. In any case, such interpretation belongs to the physiologists, but even without such specialists, various conclusions can be reached. Our method was tested with a typical nonlinear oscillator. The Duffing oscillator presents a bifurcation route to chaos. We compared the Lyapunov exponent with the ICF coefficient and found them in agreement. Likewise, comparison of two ICF values should be made between conditions close in time. Our method could also be applied to other physiological time series, but its purpose here was to investigate a particular patient suffering with a particular disorder (sleep apnea).

Acknowledgment
This article was partially supported by CONICET, Argentina.

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Maria Alejandra Figliola was born in Buenos Aires, Argentina on November 27, 1957. She received the M.S. and Ph.D. degrees in Physics from the University of Buenos Aires, Argentina, in 1983 and 1990, respectively. Her research interests are in the field of nonlinear dynamics, chaotic theory, and, recently, wavelet theory with applications in signals processing. Dr. Figliola is a member of the National Research Council (CONICET) of Argentina. Eduardo P . Serrano was born in Buenos Aires, Argentina, in 1945. He graduated from Buenos Aires University, Department of Mathematics, in 1986, and received the Ph.D. degree in 1996. His research areas include harmonic analysis, wavelets theory, and applications in signal processing. He is currently working at Buenos Aires University.
Address for Correspondence: Maria Alejandra Figliola, Instituto de Cglculo. Pab. I1 Ciudad Universitaria (1428) Buenos Aires, Argentine. E-mail: figliola@ic.fcen.uba.ar.

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5. Wavelet coefficients: (a) heart rhythm, (b) lung volume variation, and (c) oxygen saturation corresponding at the same cases presented in Fig. 1 (a, b and c).

think that the system learns from the previous situation and orders itself, optimizing certain variables. Another possible interpretation from these results is that the system tries to organize itself, and this is the origin of the apnea crisis. Still another interpretation is that the system uses the crisis to synchronize itself at its

References
1. Takens F: Detecting Strange Attractors in the

Turbulence, Dynamical Systems and Turbulence, ed. Rand and L . 3 . Young, Lecture Notes in Math., 898,336-381, Springer-Verlag, 1980. 2. Gukenheimer J and Holmes P: Nonlinear Oscillations, Dynamical Systems, and Bifurcations o f Vector Fields, Springer-Verlag, 1983. 3. Daubechies I: Ten Lectures on Wavelets, SIAM, Philadelphia, 1992. 4. Meyer Y: Ondelettes and Operateurs, Tomes I, 11, 111, Paris Hermann, 1992. 5. Meyer Y: Wavelets Alghoritms and Application, SIAM, Philadelphia, 1992. 6. Chui Ch K: A n Introduction to Wavelets, San Diego: Academic Press Inc., 1992 7. Figliola A and Baredes C: An Altemative Method to Evaluate the Order of a System, Instabilities and Nonequilibrium Structures V , Tirapegui-Zeller Ed. Kluwer Academic Pub. (in press), 1996. 8. Gershenfeld N and Weigend A: Times Series Prediction: Forecasting the Future and Understanding the Past - The Future of Time Series: Leaming and Understanding, Proceedings Vol XV Santa Fe Institute Studies in the Sciences and Complexity, pp. 1-70, 1994. 9. Rigney D, Goldberger A, Ocasio W, Ichimaru Y, Moody G and Mark R: Times Series Prediction: Forecasting the Future and Understanding the Past - Multi-Channel Physiological Data: Description and Analysis, Proceedings Vol XV Santa Fe Institute Studies in the Sciences and Complexity, pp. 105-129, 1994. 10. Coifman RR: Adapted Multiresolution Analysis, Computation, Signal Processing and Operator Theory, Proceedings o f the International Congress ofklathematicians, Kioto, Japan, pp. 879-887, 1990. 11. Guilleminault V and Partinen M, eds: Obstructive Sleep Apnea Syndrome. Clinical Research and Treatment, New York, Raven Press, 1990. 12. Edelman NH and Santiago TV: Breathing Disorders of Sleep. New York: Churchill Livingstone, 1986. 13. Wiggins: Introduction to Applied Nonlinear Dynamical Systems and Chaos, Springer-Verlag, 1990. 14. Mallat S: Multiresolution Representations and Wavelets, Grasp. Lab. 153, Univ. of Pensylvania, Philadelphia, 1988. 15. Glass L and Kaplan D: Times Series Prediction: Forecasting the Future and Understanding the Past - Complex Dynamics in Physiology and Medicine, Proceedings Vol XV Santa Fe Institute Studies in the Sciences od Complexity, pp. 513527, 1994. 16. Lefebvre JH, Goodings DA, Kamath MV and Fallen EL: Predictability of Normal Heart Rhythms and Deterministic Chaos, Chaos, 3, (2), 1993. 17. Casdagli M and Weigend A: Times Series Prediction: Forecasting the Future and Understanding the Past - Exploring the Continuum Between Deterministic and Stochastic Modelling, Proceedings Vol XV Santa Fe Institute Studies in the Sciences on Complexity, pp. 347-367, 1994.

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