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Feedback Analysis of a Living Body by a Multivariate Autoregressive Model

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Book cover The Practice of Time Series Analysis

Part of the book series: Statistics for Engineering and Physical Science ((ISS))

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Abstract

In the fields of medical or biological science, time series analysis including the analysis of fluctuation become popular in recent years. In spite of the fact, the analysis of the univariate system is mostly used and the analysis of the multivariate system is very few. Of course, there are some handbooks for multivariate time series analysis for medical data. However even in these handbooks, only the coherency among mutual variables, i.e. correlation, although it is classified according to the frequency, is referred to as a pivotal factor and lacks the consideration on the effect of feedback. It should be recognized that such a situation is quite regrettable considering from medical researchers’ viewpoint. Perhaps it is due to the fact that, in addition to the difficulty in taking in the multivariate data for time series analysis, the difficulty in the analysis or absence of methods usable for analysis of actual feedback systems.

Editor’s note: Dr. Takao Wada, former director of the Inaki Hospital, passed away on November 7, 1997.

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© 1999 Springer-Verlag New York, Inc.

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Wada, T. (1999). Feedback Analysis of a Living Body by a Multivariate Autoregressive Model. In: Akaike, H., Kitagawa, G. (eds) The Practice of Time Series Analysis. Statistics for Engineering and Physical Science. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2162-3_2

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  • DOI: https://doi.org/10.1007/978-1-4612-2162-3_2

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-7439-1

  • Online ISBN: 978-1-4612-2162-3

  • eBook Packages: Springer Book Archive

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