pyhctsa.operations.stationarity.std_nth_deriv¶

pyhctsa.operations.stationarity.std_nth_deriv(y, ndr=2)¶

Standard deviation of the nth derivative of the time series.

Estimates derivatives using successive increments of the time series and computes their standard deviation. The process is repeated n times to obtain higher order derivatives. This method is particularly popular in heart-rate variability analysis.

Based on an idea by Vladimir Vassilevsky, a DSP and Mixed Signal Design Consultant in a Matlab forum, who stated that “You can measure the standard deviation of the nth derivative, if you like”. cf. http://www.mathworks.de/matlabcentral/newsreader/view_thread/136539

This approach is widely used in heart-rate variability literature, see [1].

References

Parameters:¶

y : array-like¶

The input time series to analyze

ndr : int, optional¶

The order of derivative to analyze (default=2) Uses successive differences to estimate derivatives

Returns:¶

The standard deviation of the nth derivative of the time series

Return type:¶

float