Cross-recurrence analysis for pattern matching of multidimensional physiological signals.

Cross-recurrence quantification analysis (CRQA), based on the cross-recurrence plot (CRP), is an effective method to characterize and quantify the nonlinear interrelationships between a pair of nonlinear time series. It allows the flexibility of reconstructing signals in the phase space and to identify different types of patterns at arbitrary positions between trajectories. These advantages make CRQA attractive for time series data mining tasks, which have been of recent interest in the literature. However, little has been done to exploit CRQA for pattern matching of multidimensional, especially spatiotemporal, physiological signals. In this paper, we present a novel methodology in which CRQA statistics serve as measures of dissimilarity between pairs of signals and are subsequently used to uncover clusters within the data. This methodology is evaluated on a real dataset consisting of 3D spatiotemporal vectorcardiogram (VCG) signals from healthy and diseased patients. Experimental results show that Lmax, the length of the longest diagonal line in the CRP, yields the best-performing clustering that almost exactly matches the ground truth diagnoses of patients. Results also show that our proposed measure, Rτ max, which characterizes the maximum similarity between signals over all pairwise time-delayed alignments, outperforms all other tested CRQA measures (in terms of matching the ground truth) when the VCG signals are rescaled to reduce the effects of signal amplitude.