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Danilo P Mandic

Publications and source records attributed to Danilo P Mandic.

6 recordsLinked to original sources

A novel method for determining the nature of time series.

The delay vector variance (DVV) method, which analyzes the nature of a time series with respect to the prevalence of deterministic or stochastic components, is introduced. Due to the standardization within the DVV method, it is possible both to statistically test for the presence of nonlinearities in a time series, and to visually inspect the results in a DVV scatter diagram. This approach is convenient for interpretation as it conveys information about the linear or nonlinear nature, as well as about the prevalence of deterministic or stochastic components in the time series, thus unifying the existing approaches which deal either with only deterministic versus stochastic, or the linear versus nonlinear aspect. The results on biomedical time series, namely heart rate variability (HRV) and functional Magnetic Resonance Imaging (fMRI) time series, illustrate the applicability of the proposed DVV-method.

Algorithms↗

A complex-valued RTRL algorithm for recurrent neural networks.

A complex-valued real-time recurrent learning (CRTRL) algorithm for the class of nonlinear adaptive filters realized as fully connected recurrent neural networks is introduced. The proposed CRTRL is derived for a general complex activation function of a neuron, which makes it suitable for nonlinear adaptive filtering of complex-valued nonlinear and nonstationary signals and complex signals with strong component correlations. In addition, this algorithm is generic and represents a natural extension of the real-valued RTRL. Simulations on benchmark and real-world complex-valued signals support the approach.

Algorithms↗

Indications of nonlinear structures in brain electrical activity.

The dynamical properties of electroencephalogram (EEG) segments have recently been analyzed by Andrzejak and co-workers for different recording regions and for different brain states, using the nonlinear prediction error and an estimate of the correlation dimension. In this paper, we further investigate the nonlinear properties of the EEG signals using two established nonlinear analysis methods, and introduce a "delay vector variance" (DVV) method for better characterizing a time series. The proposed DVV method is shown to enable a comprehensive characterization of the time series, allowing for a much improved classification of signal modes. This way, the analysis of Andrzejak and co-workers can be extended toward classification of different brain states. The obtained results comply with those described by Andrzejak et al., and provide complementary indications of nonlinearity in the signals.

Journal Article↗

A complex-valued nonlinear neural adaptive filter with a gradient adaptive amplitude of the activation function.

A complex-valued nonlinear gradient descent (CNGD) learning algorithm for a simple finite impulse response (FIR) nonlinear neural adaptive filter with an adaptive amplitude of the complex activation function is proposed. This way the amplitude of the complex-valued analytic nonlinear activation function of a neuron in the learning algorithm is made gradient adaptive to give the complex-valued adaptive amplitude nonlinear gradient descent (CAANGD). Such an algorithm is beneficial when dealing with signals that have rich dynamical behavior. Simulations on the prediction of complex-valued coloured and nonlinear input signals show the gradient adaptive amplitude, CAANGD, outperforming the standard CNGD algorithm.

Algorithms↗

Recurrent neural networks with trainable amplitude of activation functions.

An adaptive amplitude real time recurrent learning (AARTRL) algorithm for fully connected recurrent neural networks (RNNs) employed as nonlinear adaptive filters is proposed. Such an algorithm is beneficial when dealing with signals that have rich and unknown dynamical characteristics. Following the approach from, three different cases for the algorithm are considered; a common adaptive amplitude shared among all the neurons; each layer has its own adaptive amplitude; different adaptive amplitude for each neuron. Experimental results show the AARTRL outperforms the standard RTRL algorithm.

Algorithms↗

Signal nonlinearity in fMRI: a comparison between BOLD and MION.

In this paper, we introduce a methodology for comparing the nonlinearities present in sets of time series using four different nonlinearity measures, one of which, the "delay vector variance" method, is a novel approach to the characterization of a time series. It is then applied to examine the difference in nonlinearity between functional magnetic resonance imaging (fMRI) signals that have been recorded using different contrast agents. Recently, an exogenous contrast agent, monocrystalline iron oxide particle (MION), has been introduced for fMRI, which has been shown to increase the functional sensitivity compared with the traditional blood oxygen level dependent (BOLD) technique. The resulting fMRI signals are influenced by cerebral blood volume, whereas the more traditionally recorded BOLD signals are influenced not only by cerebral blood volume, but also by the cerebral blood flow and the metabolic rate of oxygen. The proposed methodology is applied to address the question whether this difference in the number of physiological variables is reflected in a difference in the degree of nonlinearity. We therefore analyze two sets of fMRI signals, one from a BOLD and the other from a MION monkey study with similar experimental designs. In the neuroimaging context, the proposed nonlinearity analyses are different from those described in the literature, since no a priori model is assumed: rather than pinpointing the source(s) of nonlinearity, nonparametric analyses are performed on BOLD and MION fMRI signals. Furthermore, we introduce a strategy for analyzing a population of fMRI signals, rather than focusing the analysis on one signal, as is traditionally done in the domain of nonlinear signal processing. Our results show that, overall, the BOLD signals are more nonlinear in nature than the MION ones, which is in agreement with current hypotheses.

Animals↗