New technique for time series analysis combining the maximum entropy method and non-linear least squares method: its...

A new technique for time series analysis, which is a combination of the maximum entropy method (MEM) for spectral analysis and the non-linear least squares method (LSM) for fitting analysis, is described. In this technique, the MEM power spectral density (MEMPSD) is calculated using a very large lag that could diminish the lag dependence of dominant periods estimated by the MEM analysis. The validity of this large lag is confirmed by the LSM, given that the ten dominant MEM periods are known quantities. To validate the MEM plus LSM technique, it is compared with autoregressive (AR) modelling, by analysing heart rate variability under pharmacological interventions (phenylephrine and trinitroglycerine), using 16 young males. The results indicate that the MEMPSD, when compared with the ARPSD, has numerous periods that could reproduce the original time series much more accurately, as revealed by the LSM analysis. However, both the low- and high-frequency powers with MEMPSD and ARPSDs shift in the expected directions in accordance with the pharmacological effects on the cardiovascular system. The implications of these results are discussed from the theoretical and practical standpoints of the MEM plus LSM technique, compared with AR modelling.