Tangle: A metric for quantifying complexity and erratic behavior in short time series

Stability and spread: A novel method for quantifying transitions within multivariate binary time series data

We present a novel method for quantifying transitions within multivariate binary time series data, using a sliding series of transition matrices, to derive metrics of stability and spread. We define stability as the trace of a transition matrix divided by the sum of all observed elements within that matrix. We define spread as the number of all non-zero cells in a transition matrix divided by the number of all possible cells in that matrix. We developed this method to allow investigation into high-dimensional, sparse data matrices for which existing binary time series methods are not designed. Results from 1728 simulations varying six parameters suggest that unique information is captured by both metrics, and that stability and spread values have a moderate inverse association. Further, simulations suggest that this method can be reliably applied to time series with as few as nine observations per person, where at least five consecutive observations construct each overlapping transition matrix, and at least four time series variables compose each transition matrix. A pre-registered application of this method using 4 weeks of ecological momentary assessment data (N = 110) showed that stability and spread in the use of 20 emotion regulation strategies predict next timepoint affect after accounting for affect and anxiety's auto-regressive and cross-lagged effects. Stability, but not spread, also predicted next timepoint anxiety. This method shows promise for meaningfully quantifying two unique aspects of switching behavior in multivariate binary time series data.

Complexity and Entropy in Physiological Signals (CEPS): Resonance Breathing Rate Assessed Using Measures of Fractal Dimension, Heart Rate Asymmetry and Permutation Entropy

BACKGROUND

As technology becomes more sophisticated, more accessible methods of interpretating Big Data become essential. We have continued to develop Complexity and Entropy in Physiological Signals (CEPS) as an open access MATLAB® GUI (graphical user interface) providing multiple methods for the modification and analysis of physiological data.

METHODS

To demonstrate the functionality of the software, data were collected from 44 healthy adults for a study investigating the effects on vagal tone of breathing paced at five different rates, as well as self-paced and un-paced. Five-minute 15-s recordings were used. Results were also compared with those from shorter segments of the data. Electrocardiogram (ECG), electrodermal activity (EDA) and Respiration (RSP) data were recorded. Particular attention was paid to COVID risk mitigation, and to parameter tuning for the CEPS measures. For comparison, data were processed using Kubios HRV, RR-APET and DynamicalSystems.jl software. We also compared findings for ECG RR interval (RRi) data resampled at 4 Hz (4R) or 10 Hz (10R), and non-resampled (noR). In total, we used around 190-220 measures from CEPS at various scales, depending on the analysis undertaken, with our investigation focused on three families of measures: 22 fractal dimension (FD) measures, 40 heart rate asymmetries or measures derived from Poincaré plots (HRA), and 8 measures based on permutation entropy (PE).

RESULTS

FDs for the RRi data differentiated strongly between breathing rates, whether data were resampled or not, increasing between 5 and 7 breaths per minute (BrPM). Largest effect sizes for RRi (4R and noR) differentiation between breathing rates were found for the PE-based measures. Measures that both differentiated well between breathing rates and were consistent across different RRi data lengths (1-5 min) included five PE-based (noR) and three FDs (4R). Of the top 12 measures with short-data values consistently within ± 5% of their values for the 5-min data, five were FDs, one was PE-based, and none were HRAs. Effect sizes were usually greater for CEPS measures than for those implemented in DynamicalSystems.jl.

CONCLUSION

The updated CEPS software enables visualisation and analysis of multichannel physiological data using a variety of established and recently introduced complexity entropy measures. Although equal resampling is theoretically important for FD estimation, it appears that FD measures may also be usefully applied to non-resampled data.

Tangle: A metric for quantifying complexity and erratic behavior in short time series

Temporal complexity refers to qualities of a time series that are emergent, erratic, or not easily described by linear processes. Quantifying temporal complexity within a system is key to understanding the time based dynamics of said system. However, many current methods of complexity quantification are not widely used in psychological research because of their technical difficulty, computational intensity, or large number of required data samples. These requirements impede the study of complexity in many areas of psychological science. A method is presented, tangle, which overcomes these difficulties and allows for complexity quantification in relatively short time series, such as those typically obtained from psychological studies. Tangle is a measure of how dissimilar a given process is from simple periodic motion. Tangle relies on the use of a three-dimensional time delay embedding of a one-dimensional time series. This embedding is then iteratively scaled and premultiplied by a modified upshift matrix until a convergence criterion is reached. The efficacy of tangle is shown on five mathematical time series and using emotional stability, anxiety time series data obtained from 65 socially anxious participants over a 5-week period, and positive affect time series derived from a single participant who experienced a major depression episode during measurement. Simulation results show tangle is able to distinguish between different complex temporal systems in time series with as few as 50 samples. Tangle shows promise as a reliable quantification of irregular behavior of a time series. Unlike many other complexity quantification metrics, tangle is technically simple to implement and is able to uncover meaningful information about time series derived from psychological research studies. (PsycInfo Database Record (c) 2022 APA, all rights reserved).