Beyond long memory in heart rate variability: An approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity

dc.contributor.author Argentina Leite en
dc.contributor.author Rocha,AP en
dc.contributor.author Silva,ME en
dc.date.accessioned 2018-01-17T11:02:12Z
dc.date.available 2018-01-17T11:02:12Z
dc.date.issued 2013 en
dc.description.abstract Heart Rate Variability (HRV) series exhibit long memory and time-varying conditional variance. This work considers the Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors. ARFIMA-GARCH models may be used to capture and remove long memory and estimate the conditional volatility in 24 h HRV recordings. The ARFIMA-GARCH approach is applied to fifteen long term HRV series available at Physionet, leading to the discrimination among normal individuals, heart failure patients, and patients with atrial fibrillation. (C) 2013 AIP Publishing LLC en
dc.identifier.uri http://repositorio.inesctec.pt/handle/123456789/6644
dc.identifier.uri http://dx.doi.org/10.1063/1.4802035 en
dc.language eng en
dc.relation 6245 en
dc.rights info:eu-repo/semantics/embargoedAccess en
dc.title Beyond long memory in heart rate variability: An approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity en
dc.type article en
dc.type Publication en
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