Time Series Analysis
- Four Weeks
- Niels Wessel (University of Potsdam, Germany) and Hagen Malberg (Forschungszentrum
Karlsruhe, Germany) Tutorial preparation: Norbert Marwan
- Wednesdays 11–12 Carslaw Room 628.
- 80% Final exam (Friday 9 Feb 14–16h in Carslaw Room 350), 20% assignments.
- Time series analysis, i.e. in time sequentially ordered observations, is of arising
importance in different scientific fields, particularly in medicine. The course gives an introduction
into the specific features and application of biomedical time series analysis in science and praxis.
The course contains the presentation of the biological background. Physiological regulatory systems,
which are relevant in clinical diagnosis, are presented.
Beside neuronal and internal processes, the main focus is set on the cardiopulmonal system, the
autonomic cardiovascular regulation. How to measure physiological biosignals and how to extract
artifact- and noiseless time series from the biosignals, these tasks are necessary for analysing
the physiological processes, as a precondition. The course presents the number of classical and
new mathematical approaches for time series analysis: stationarity analysis, time and frequency
domain methods, methods of non-linear dynamics, analysis of seldom physiological events (i.e.
arrhythmias) and coupling phenomena. Furthermore, knowledge-based methods, i.e. fuzzy and
neuronal approaches are introduced.
The course also presents the application of mathematical methods for clinical diagnosis and risk
stratification. How to perform a clinical study and how to generate new physiological knowledge
from the calculated parameters are introduced. Additionally to the course theoretical and practical
exercises are offered, where also real data sets from medicine will be analysed. An introduction into
the used software will be given.