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State-space multitaper time-frequency analysis.

ABSTRACT: Time series are an important data class that includes recordings ranging from radio emissions, seismic activity, global positioning data, and stock prices to EEG measurements, vital signs, and voice recordings. Rapid growth in sensor and recording technologies is increasing the production of time series data and the importance of rapid, accurate analyses. Time series data are commonly analyzed using time-varying spectral methods to characterize their nonstationary and often oscillatory structure. Current methods provide local estimates of data features. However, they do not offer a statistical inference framework that applies to the entire time series. The important advances that we report are state-space multitaper (SS-MT) methods, which provide a statistical inference framework for time-varying spectral analysis of nonstationary time series. We model nonstationary time series as a sequence of second-order stationary Gaussian processes defined on nonoverlapping intervals. We use a frequency-domain random-walk model to relate the spectral representations of the Gaussian processes across intervals. The SS-MT algorithm efficiently computes spectral updates using parallel 1D complex Kalman filters. An expectation-maximization algorithm computes static and dynamic model parameter estimates. We test the framework in time-varying spectral analyses of simulated time series and EEG recordings from patients receiving general anesthesia. Relative to standard multitaper (MT), SS-MT gave enhanced spectral resolution and noise reduction ([Formula: see text]10 dB) and allowed statistical comparisons of spectral properties among arbitrary time series segments. SS-MT also extracts time-domain estimates of signal components. The SS-MT paradigm is a broadly applicable, empirical Bayes' framework for statistical inference that can help ensure accurate, reproducible findings from nonstationary time series analyses.

SUBMITTER: Kim SE

PROVIDER: S-EPMC5776784 | biostudies-literature |

REPOSITORIES: biostudies-literature

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Project description:A new method has been developed to compute the probability that each amino acid in a protein sequence is in a particular secondary structural element. Each of these probabilities is computed using the entire sequence and a set of predefined structural class models. This set of structural classes is patterned after Jane Richardson's taxonomy for the domains of globular proteins. For each structural class considered, a mathematical model is constructed to represent constraints on the pattern of secondary structural elements characteristic of that class. These are stochastic models having discrete state spaces (referred to as hidden Markov models by researchers in signal processing and automatic speech recognition). Each model is a mathematical generator of amino acid sequences; the sequence under consideration is modeled as having been generated by one model in the set of candidates. The probability that each model generated the given sequence is computed using a filtering algorithm. The protein is then classified as belonging to the structural class having the most probable model. The secondary structure of the sequence is then analyzed using a "smoothing" algorithm that is optimal for that structural class model. For each residue position in the sequence, the smoother computes the probability that the residue is contained within each of the defined secondary structural elements of the model. This method has two important advantages: (1) the probability of each residue being in each of the modeled secondary structural elements is computed using the totality of the amino acid sequence, and (2) these probabilities are consistent with prior knowledge of realizable domain folds as encoded in each model. As an example of the method's utility, we present its application to flavodoxin, a prototypical alpha/beta protein having a central beta-sheet, and to thioredoxin, which belongs to a similar structural class but shares no significant sequence similarity.

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State-space multitaper time-frequency analysis.

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