title: Transfer entropy estimation and directional coupling change detection in biomedical time series.
abstract: BACKGROUND
  The detection of change in magnitude of directional coupling between two non-linear time series is a common subject of interest in the biomedical domain, including studies involving the respiratory chemoreflex system. Although transfer entropy is a useful tool in this avenue, no study to date has investigated how different transfer entropy estimation methods perform in typical biomedical applications featuring small sample size and presence of outliers.
  
  
  METHODS
  With respect to detection of increased coupling strength, we compared three transfer entropy estimation techniques using both simulated time series and respiratory recordings from lambs. The following estimation methods were analyzed: fixed-binning with ranking, kernel density estimation (KDE), and the Darbellay-Vajda (D-V) adaptive partitioning algorithm extended to three dimensions. In the simulated experiment, sample size was varied from 50 to 200, while coupling strength was increased. In order to introduce outliers, the heavy-tailed Laplace distribution was utilized. In the lamb experiment, the objective was to detect increased respiratory-related chemosensitivity to O2 and CO2 induced by a drug, domperidone. Specifically, the separate influence of end-tidal PO2 and PCO2 on minute ventilation (V˙E) before and after administration of domperidone was analyzed.
  
  
  RESULTS
  In the simulation, KDE detected increased coupling strength at the lowest SNR among the three methods. In the lamb experiment, D-V partitioning resulted in the statistically strongest increase in transfer entropy post-domperidone for PO2 → VE. In addition, D-V partitioning was the only method that could detect an increase in transfer entropy for PCO2 → VE, in agreement with experimental findings.
  
  
  CONCLUSIONS
  Transfer entropy is capable of detecting directional coupling changes in non-linear biomedical time series analysis featuring a small number of observations and presence of outliers. The results of this study suggest that fixed-binning, even with ranking, is too primitive, and although there is no clear winner between KDE and D-V partitioning, the reader should note that KDE requires more computational time and extensive parameter selection than D-V partitioning. We hope this study provides a guideline for selection of an appropriate transfer entropy estimation method.
authors.affiliation: Harvard-MIT Division of Health Sciences and Technology, Cambridge, MA, USA. joonlee@mit.edu
authors.forename: Joon
authors.initials: J
authors.lastname: Lee
authors.forename: Shamim
authors.initials: S
authors.lastname: Nemati
authors.forename: Ikaro
authors.initials: I
authors.lastname: Silva
authors.forename: Bradley A
authors.initials: BA
authors.lastname: Edwards
authors.forename: James P
authors.initials: JP
authors.lastname: Butler
authors.forename: Atul
authors.initials: A
authors.lastname: Malhotra
mesh_terms: D000465:Algorithms; D035843:Biomedical Research / Q000379:methods*; D017711:Nonlinear Dynamics; D012143:Respiratory Physiological Phenomena; D059629:Signal-To-Noise Ratio; D013223:Statistics as Topic; D013997:Time Factors