ARFIMA-GARCH modeling of HRV: clinical application in Acute Brain Injury∗
نویسندگان
چکیده
In the last decade, several HRV based novel methodologies for describing and assessing heart rate dynamics have been proposed in the literature with the aim of risk assessment. Such methodologies attempt to describe the non-linear and complex characteristics of HRV, and hereby the focus is in two of these characteristics, namely long memory and heteroscedasticity with variance clustering. The ARFIMA-GARCH modeling considered here allows the quantification of long range correlations and time-varying volatility. ARFIMA-GARCH HRV analysis is integrated with multimodal brain monitoring in several acute cerebral phenomena such as intracranial hypertension, decompressive craniectomy and brain death. The results indicate that ARFIMAGARCH modeling appears to reflect changes in Heart Rate Variability (HRV) dynamics related both with the Acute Brain Injury (ABI) and the medical treatments effects.
منابع مشابه
Beyond long memory in heart rate variability: an approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity.
Heart Rate Variability (HRV) series exhibit long memory and time-varying conditional variance. This work considers the Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors. ARFIMA-GARCH models may be used to capture and remove long memory and estimate the conditional volatility in 24 h HRV recordings. Th...
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