Pincus S M
Methods Enzymol. 2000;321:149-82. doi: 10.1016/s0076-6879(00)21192-0.
The principal focus of this chapter has been the description of both ApEn, a quantification of serial irregularity, and of cross-ApEn, a thematically similar measure of two-variable asynchrony (conditional irregularity). Several properties of ApEn facilitate its utility for biological time series analysis: (1) ApEn is nearly unaffected by noise of magnitude below a de facto specified filter level; (2) ApEn is robust to outliers; (3) ApEn can be applied to time series of 50 or more points, with good reproducibility; (4) ApEn is finite for stochastic, noisy deterministic, and composite (mixed) processes, these last of which are likely models for complicated biological systems; (5) increasing ApEn corresponds to intuitively increasing process complexity in the settings of (4); and (6) changes in ApEn have been shown mathematically to correspond to mechanistic inferences concerning subsystem autonomy, feedback, and coupling, in diverse model settings. The applicability to medium-sized data sets and general stochastic processes is in marked contrast to capabilities of "chaos" algorithms such as the correlation dimension, which are properly applied to low-dimensional iterated deterministic dynamical systems. The potential uses of ApEn to provide new insights in biological settings are thus myriad, from a complementary perspective to that given by classical statistical methods. ApEn is typically calculated by a computer program, with a FORTRAN listing for a "basic" code referenced above. It is imperative to view ApEn as a family of statistics, each of which is a relative measure of process regularity. For proper implementation, the two input parameters m (window length) and r (tolerance width, de facto filter) must remain fixed in all calculations, as must N, the data length, to ensure meaningful comparisons. Guidelines for m and r selection are indicated above. We have found normalized regularity to be especially useful, as in the growth hormone studies discussed above; "r" is chosen as a fixed percentage (often 20%) of the subject's SD. This version of ApEn has the property that it is decorrelated from process SD--it remains unchanged under uniform process magnification, reduction, and translation (shift by a constant). Cross-ApEn is generally applied to compare sequences from two distinct yet interwined variables in a network. Thus we can directly assess network, and not just nodal, evolution, under different settings--e.g., to directly evaluate uncoupling and/or changes in feedback and control. Hence, cross-ApEn facilitates analyses of output from myriad complicated networks, avoiding the requirement to fully model the underlying system. This is especially important, since accurate modeling of (biological) networks is often nearly impossible. Algorithmically and insofar as implementation and reproducibility properties are concerned, cross-ApEn is thematically similar to ApEn. Furthermore, cross-ApEn is shown to be complementary to the two most prominent statistical means of assessing multivariate series, correlation and power spectral methodologies. In particular, we highlight, both theoretically and by case study examples, the many physiological feedback and/or control systems and models for which cross-ApEn can detect significant changes in bivariate asynchrony, yet for which cross-correlation and cross-spectral methods fail to clearly highlight markedly changing features of the data sets under consideration. Finally, we introduce spatial ApEn, which appears to have considerable potential, both theoretically and empirically, in evaluating multidimensional lattice structures, to discern and quantify the extent of changing patterns, and for the emergence and dissolution of traveling waves, throughout multiple contexts within biology and chemistry.
本章的主要重点是对ApEn(一种序列不规则性的量化指标)和交叉ApEn(一种主题相似的双变量异步性(条件不规则性)度量)进行描述。ApEn的几个特性有助于其在生物时间序列分析中的应用:(1)ApEn几乎不受低于实际指定滤波水平的噪声影响;(2)ApEn对异常值具有鲁棒性;(3)ApEn可应用于50个或更多点的时间序列,具有良好的可重复性;(4)对于随机、噪声确定性和复合(混合)过程,ApEn是有限的,其中最后一种过程可能是复杂生物系统的模型;(5)在(4)的情况下,ApEn的增加直观地对应于过程复杂性的增加;(6)在不同的模型设置中,数学上已证明ApEn的变化与关于子系统自主性、反馈和耦合的机制推断相对应。与诸如关联维数等“混沌”算法的能力形成鲜明对比的是,ApEn适用于中等规模的数据集和一般随机过程,而“混沌”算法适用于低维迭代确定性动力系统。因此,从与经典统计方法互补的角度来看,ApEn在生物环境中提供新见解的潜在用途是无数的。ApEn通常由计算机程序计算,上面引用了一个“基本”代码的FORTRAN列表。必须将ApEn视为一族统计量,每个统计量都是过程规律性的相对度量。为了正确实施,在所有计算中,两个输入参数m(窗口长度)和r(容差宽度,实际滤波器)必须保持固定,数据长度N也必须保持固定,以确保有意义的比较。上面指出了m和r选择的指导原则。我们发现归一化规律性特别有用,如上述生长激素研究中那样;“r”被选为受试者标准差的固定百分比(通常为20%)。这种版本的ApEn具有与过程标准差不相关的特性——在过程均匀放大、缩小和平移(常数偏移)下它保持不变。交叉ApEn通常用于比较网络中两个不同但相互交织的变量的序列。因此,我们可以在不同设置下直接评估网络的,而不仅仅是节点的,演化——例如,直接评估解耦和/或反馈与控制的变化。因此,交叉ApEn有助于分析来自无数复杂网络的输出,避免了对基础系统进行完全建模的要求。这尤其重要,因为对(生物)网络进行准确建模通常几乎是不可能的。就算法以及实现和可重复性特性而言,交叉ApEn在主题上与ApEn相似。此外,交叉ApEn被证明与评估多元序列的两种最突出的统计方法——相关性和功率谱方法互补。特别是,我们在理论上和通过案例研究示例强调了许多生理反馈和/或控制系统以及模型,对于这些系统和模型,交叉ApEn可以检测到双变量异步性的显著变化,但交叉相关性和交叉谱方法未能清楚地突出所考虑数据集中明显变化的特征。最后,我们引入空间ApEn,它在理论和经验上似乎都具有相当大的潜力,可用于评估多维晶格结构,以辨别和量化变化模式的程度,以及在生物学和化学的多个背景下用于行波的出现和消散。