A COMPARISON OF METHODS THAT CHARACTERIZE PULSES IN A TIME-SERIES
A COMPARISON OF METHODS THAT CHARACTERIZE PULSES IN A TIME-SERIES
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DOI：
10.1002/sim.4780140309
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发表时间：
1995-02-15
影响因子：
2
通讯作者：
KUSHLER, RH
中科院分区：
文献类型：
--
作者：
MAUGER, DT;BROWN, MB;KUSHLER, RH
一般认为有些腺体主要以一系列脉冲的形式分泌激素。人们通常可以将所提出的脉搏识别和表征的方法分类为（i）基于标准的，即，它们使用诸如测试统计量的标准来识别移动窗口内激素水平的上升和/或下降，或者（ii）基于模型的，即，它们为信号的时变部分指定统计模型并估计其参数。我们比较和对比了七种基于准则的方法和三种基于模型的方法。基于模型的方法在估计感兴趣的参数方面表现更好;它们在选择采样率时最有效，使得在激素的半衰期内采集3-5个样品。在较高的采样率下，这些方法可能过度识别脉冲（假阳性），而在较低的采样率下，它们可能错过脉冲（假阴性），这两者都导致对信号参数的有偏估计。
There is general recognition that some glands secrete hormones primarily as a series of pulses. One can generally classify the proposed methods of pulse identification and characterization as either (i) criterion-based, that is, they use a criterion such as a test statistic to identify a rise and/or fall in hormone level within a moving window, or (ii) model-based, that is, they specify a statistical model for the time-varying portion of the signal and estimate its parameters.Using simulated data, we compare and contrast seven criterion-based methods and three model-based methods. The model-based methods perform better in estimating the parameters of interest; they are most effective with the sampling rate chosen so that there are 3-5 samples taken during the half-life of the hormone. At higher sampling rates the methods may overidentify pulses (false positives) and at lower sampling rates they may miss pulses (false negatives), both of which lead to biased estimates for the parameters of the signal.