Detecting dynamical changes in vital signs using switching Kalman filter

Vania G. Almeida, Ian T. Nabney

Research output: Chapter in Book/Report/Conference proceedingChapter in a book

1 Citation (Scopus)
333 Downloads (Pure)


Vital signs contain valuable information about the health condition of patients during their stay in the ward, when deterioration process begins. The use of methods to predict and detect regime changes such as switching models can help to understand how vital sign dynamics are altered in health and disease. However, time series of vital signs are remarkably non-stationary in these scenarios. The objective of this study is to quantify the potential bias of the switching models in the presence of non-stationary time series, when the inputs are spectral, symbolic and entropy indices. To distinguish stationary periods from non-stationary, a stationarity test was used to verify the stability of the mean and variance over short periods. Then, we compared the results from a switching Kalman filter (SKF) model trained using only indices obtained over stationary periods, with a model trained using indices obtained solely over non-stationary periods. It was observed that the indices measured over stationary and non-stationary periods were significantly different. The results were highly dependent of what indices were used as input, being the multiscale entropy (MSE) the most efficient approach, achieving an average correlation coefficients of 38%.
Original languageEnglish
Title of host publication2017 39th Annual International Conference of the IEEE Engineering in Medicine and Biology Society, EMBC 2017
Place of PublicationUnited States
PublisherIEEE Computer Society
Number of pages2226
ISBN (Electronic)978-1-5090-2809-2, 978-1-5090-2810-8
Publication statusE-pub ahead of print - 14 Sept 2017

Bibliographical note

© 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. Funding: Marie Curie Actions under the project IPSIBiM (Grant number 656737 - H2020-MSCA-IF-2014


  • Kalman filters
  • Entropy
  • Switches
  • Time series analysis
  • Stability criteria
  • Biomedical monitoring


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