Journal of Applied Physiology
Vol. 81, No. 5,
pp. 2274-2286,
November 1996
CONTROL OF BREATHING, CIRCULATION, AND TEMPERATURE
modeling in physiology
Statistical properties of breath-to-breath variations in ventilation
at constant PETCO2 and
PETO2 in
humans
Pei-Ji
Liang,
Jaideep J.
Pandit, and
Peter A.
Robbins
University Laboratory of Physiology, Parks Road, Oxford OX1 3PT,
United Kingdom
ABSTRACT
INTRODUCTION
METHODS
RESULTS
DISCUSSION
APPENDIX
ACKNOWLEDGEMENTS
FOOTNOTES
REFERENCES
ABSTRACT
Liang, Pei-Ji, Jaideep J. Pandit, and Peter A. Robbins. Statistical properties of breath-to-breath
variations in ventilation at constant
PETCO2 and
PETO2 in humans. J. Appl. Physiol. 81(5): 2274-2286, 1996.
The purpose of
this study was to provide a statistical description of the
breath-to-breath variations in ventilation during steady breathing in
both rest and during light exercise, with the end-tidal gases
controlled by using an end-tidal forcing system. Sixty data sets were
studied, only one of which was white (i.e., did not show
autocorrelation). Three simple autoregressive moving average (ARMA)
models, i.e., AR1, AR2, and
AR1MA1, and one simple state-space model were
fitted to the data and resulted in white residuals in 15, 31, 46, and
48 out of 60 occasions, respectively. Evolutionary spectral analysis
revealed that only 13 data sets had a constant power spectrum, although
50 were uniformly modulated. An autoregressive estimate of variance
could be used to "demodulate" the data in most cases, but the
results were not significantly affected by fitting the model to the
demodulated data. The results indicate that 1) both simple
ARMA models and a simple state-space model can describe the
autocorrelation present; 2) variations in spectral power were
present in the data that cannot be described by these models; and
3) these variations were often due to a uniform modulation
and did not significantly affect the coefficients for the models. For
these kinds of data, a heteroscedastic form of state-space model
provides an attractive theoretical structure for the noise processes.
time-series models; state-space model; constant power spectrum; uniform modulation; heteroscedastic form; end-tidal partial pressure of
oxygen; end-tidal partial pressure of carbon dioxide
INTRODUCTION
IN THE EARLY 1960S, Priban (17) demonstrated
statistically that, in resting human subjects, successive breaths were
correlated. Since this study, a number of investigators have used a
variety of models to describe the breath-to-breath variation in
breathing (1, 3, 8, 9, 11, 13, 15). These studies cover a wide range of
different conditions, including studies of breathing in animals as well
as in humans, studies during sleep and anesthesia as well as during
consciousness, and studies in the presence of changing stimulation as
well as in the presence of steady stimulation. This makes the results
from these studies difficult to compare. Furthermore, many of these
studies are somewhat limited in scope. In particular 1) the
investigators often have not examined some of the basic statistical
properties of the sequences before applying their models to their data;
2) the investigators often have studied only one model rather
than undertaking a comparison across a range of possible models; and
3) the investigators often have not checked the adequacy of
the model for describing the correlation once the model had been
fitted.
The present study attempts to meet some of the criticisms that can be
leveled against these earlier studies. It focuses on steady breathing
in conscious humans during both rest and mild exercise under euoxic
conditions. The CO2 was slightly elevated compared with air
breathing so that the technique of end-tidal forcing could be used to
hold end-tidal PCO2 and
PO2 (PETCO2
and PETO2, respectively) as
constant as possible. The reason for this was that we wished to
concentrate on the statistical properties of the ventilatory controller
in the open-loop setting rather than on the properties of the entire
closed-loop system, which would include the dynamics of the gas stores
within the body. Thus the purpose of the study was to provide a
statistical description of the breath-by-breath ventilatory sequences
associated with the respiratory controller in an open-loop state in
conscious humans.
As well as the description's own intrinsic interest, it has a
particular application for studies of the respiratory control system
using the end-tidal forcing technique to generate dynamic stimuli in
the end-tidal gases. These studies often involve fitting one or more
models to the ventilatory sequences obtained, and to do this the model
should contain elements to describe both the deterministic and the
stochastic parts of the process. Therefore, a particular aim of the
present study was to develop a suitable structure for the stochastic
part of such models.
METHODS
Data
The experimental data came from a previously published study from our
laboratory (16). Experiments were performed on five subjects, with two
different protocols each lasting 43 min. In the first protocol
( protocol A ), the subject was at rest, and the PETCO2 was held constant at
2-5 Torr above the subject's natural resting value. In the second
protocol ( protocol B ), the subject undertook exercise
at 70 W, and the PETCO2 was held at
2-5 Torr above the subject's natural value during exercise.
During both protocols, PETO2 was
held at 100 Torr. Each protocol was repeated six times for each
subject.
Ventilatory data during steady-state breathing were used for model
fitting and statistical analysis. Data collected during the first 50 breaths for protocol A and the first 300 breaths for
protocol B were discarded to remove any initial transients in
the response.
Model-Independent Statistical Analysis
The mean value for ventilation together with any linear trend term were
removed from the data before any statistical analysis and model fitting
was undertaken. The values for the mean ventilations and the trend
terms are shown in Table 1.
Specific periodicities.
Spectral analysis was used to investigate whether there were any
specific periodicities in the data. For each data set, a smoothed
periodogram was calculated by using a modified Daniell window. The
modified Daniell window was obtained by combining three Daniell windows
of lengths of 3, 5, and 7. The ratio of the estimated spectral density
(
) over its real value h(
) approximately follows a
2 distribution such that
{
(
)/h(
)} ~ a
2v, with
both values of a and v determined by the window and the
length of the original data set (19). This enables the 95% confidence intervals for the spectral density to be calculated.
Truncation of each data set from the same subject and the same protocol
to the same length ensures that the estimated spectral density
(
) over its real value h(
) will follow a
2 distribution with the same degrees of freedom
v for each of the data sets (since this depends entirely on the
structure of the window and the length of the data set). Thus the
average value for the six estimated spectral densities (for the same
subject and the same protocol) over its real value will also follow a
2 distribution, with the degrees of freedom being
simply six times that of the original data sets (6v). This
enables the 95% confidence intervals for the mean spectral density to
be calculated in a similar way to that used for the spectral densities
from the individual data sets.
Evolutionary spectral analysis.
Evolutionary spectral analysis is a technique for assessing whether
there are changes occurring in the power spectrum of a series over time
(18, 20). The principle is to apply a double window in both time and
frequency domains to calculate values for evolutionary spectral density
corresponding to the selected times and frequencies. First, the
estimate (Ut) for the spectrum for a central
frequency of angular velocity
0 is calculated by
using
|
(1)
|
where {Xt} is the data
sequence to be analyzed and gu is a
Bartlett window given by
|
(2)
|
where h was chosen at 7 (see Eqs. 11.2.57 and 11.2.52 in Ref. 19). This choice of h gives a
bandwidth in the frequency domain of (
/h)/(2
) = 1/14. So
the spacings between the selected central frequencies were chosen as
3/40 (giving central frequencies of 1/40, 4/40, 7/40, 10/40, 13/40,
16/40, and 19/40). From this, estimates of the spectrum
(Vt) for the selected central time points are
calculated by using
|
(3)
|
where the weight function
wT
,t (corresponding to a
Daniell window) is given by
|
(4)
|
where T
is a window length, and it was chosen
as 100 (see Eqs. 11.2.58 and 11.2.53 in Ref. 19).
Vt is an (approximately) unbiased estimate of the
(weighted) average value of the power spectrum at the frequency
0 in the neighborhood of the time instant t
(19). A two-way analysis of variance on the logarithmic values of the
spectral density using factors of time and frequency is then applied to
test whether there is significant variation in the spectral density
with time.
An example of this form of analysis is shown in Table 2 for subject
797 at rest. The values for logarithmic spectral densities for
selected time and frequency points are listed in Table
2, whereas the results of variance analysis
are listed in Table 3. The first step is to
test the "interaction + residual" term
[
2 = (sum of squares)/
2; in this
study,
2 = 4h/3T
= (4 × 7)/(3 × 100) =
7/75 (see Ref. 20), where h and T
, selected to be
7 and 100, respectively, are the parameters for the windows of the
frequency and time domains]. If the interaction is not significant, we
conclude that the sequence is a uniformly modulated process and proceed
to examine the "between times" term. The sequence is accepted as
having a constant power spectrum provided the between times term is not
significant.
Table 3.
Analysis of variance for evolutionary spectral densities in Table 2
| Item
|
Degrees of Freedom |
Sum of Squares
|
2 = (sum of squares/ 2)
|
|
| Between times |
5 |
3.95 |
42.27 |
| Between frequencies
|
6 |
13.81 |
147.97 |
| Interaction + residual
|
30 |
4.86 |
52.12 |
| Total |
41 |
22.62
|
242.36 |
|
|
|
Using the particular windows described above and data that had been
simulated to correspond closely in structure and length to the
experimental data, we found that the analysis was oversensitive. Based
on these simulation results, we used a value of
2
corresponding to P value of 0.0025 as significant for this test (see DISCUSSION). In the example in Table 3, the
value of
2 for interaction + residual results in a
P value of 0.0074, which implies that the sequence analyzed can
be accepted as uniformly modulated. However, the value of
2 for between times is high, which results in a
P value close to zero and means that the sequence cannot be
accepted as having a constant power spectrum.
All the statistical calculations were done by using S-plus statistical
software (Statistical Sciences UK, Oxford, UK).
Model-Dependent Statistical Analysis
Two simple linear time-independent approaches to modeling the sequences
were employed. The first is the simple autoregressive moving average
(ARMA) model. The second is a simple model in state-space form. Both of
these models have a time-independent structure. Both of the models
assume there is no exogenous input. These assumptions are explored
further in both RESULTS and DISCUSSION.
Simple ARMA model fitting.
The general form for an ARMA model is
|
(5)
|
where p and q are the numbers of
autoregressive and moving average coefficients, respectively. In this
study, three different low-order models were applied to the data:
AR1 (single a1 coefficient), AR2 (a1 and a2
coefficients), and AR1MA1
(a1 and c1 coefficients). Parameters for each data set for each model were estimated by using a
maximum likelihood technique. A "portmanteau" test, introduced by
Box and Jenkins (4), was used to test the whiteness of the residuals
(i.e., whether the model describes the correlation within the data
sequence satisfactorily), where the test statistic (Q ) is
defined as
|
(6)
|
where n is the number of observations used to
compute the likelihood;
k is the estimated
autocorrelation value for the sequence of residuals with lag of
k; and K is an integer, the exact choice of which is
arbitrary (we used 10 + p + q in this study).
The coefficients of ARMA models were estimated by using S-plus
statistical software.
State-space model fitting.
As an alternative to specifying the noise processes in terms of an ARMA
model, the noise processes can also be modeled in state-space form
|
(7)
|
|
(8)
|
where x(t) is the system state at time
t; y(t) is the observation at time t; f
is the system gain; v(t) and w(t)
are mutually independent white Gaussian noise processes with means of
zero and constant variances of Rv and
Rw, respectively. This state-space model
can be reduced to AR1MA1 form (see
Appendix and Ref. 14).
In this state-space form, provided the system parameter f,
Rv, and Rw
are all known, the system state and variance (P ) can be
predicted from the measurement y(t) through a Kalman
filter as follows (2)
|
(9)
|
|
(10)
|
and the update of state and variance are given
by
|
(11)
|
|
(12)
|
where
|
(13)
|
is the Kalman gain at time t + 1.
However, in the present study, both Rv and
Rw are unknown and they can not be
identified separately using the scalar observation
y(t). Therefore, we define P
= P/Rw. The procedure for
prediction and update then becomes
|
(14)
|
|
(15)
|
|
(16)
|
|
(17)
|
where
|
(18)
|
The initial values for x(0|0) and
P
(1|0) were set arbitrarily at 0 and
Rv/Rw,
respectively. The initial transient lasts for only a few steps of
iteration.
By minimizing the prediction error
t [ y(t)
(t|t
1)]2,
the system parameter f along with the ratio
Rv/Rw can be estimated. The sequences obtained using the Kalman filter for
v(t) and w(t)
[
(t) =
(t + 1|t + 1)
f
(t|t) and
(t) = y(t)
(t|t)] are such that
one is simply a scalar multiple of the other. It should be noted that
this procedure provides a maximum likelihood estimate for the
parameters and is different from the common procedure of using an
extended Kalman filter to estimate parameters on line (14).
The parameters of the state-space model were estimated using a least
squares method provided in the Numerical Algorithms Group Fortran
library (NAG; Oxford, UK), subroutine E04FDF.
RESULTS
Model-Independent Statistical Analysis
Specific periodicities.
The smoothed periodicities for the six data sets for one subject and
protocol (subject 811, exercise) are shown in Fig.
1. These show that the power is
concentrated in the low frequencies, suggesting the presence of
correlation within the data sets. No particular peaks are apparent that
are consistent across the six data sets. Furthermore, in general, a
smooth decline in power can be traced within the 95% confidence
intervals. These findings were generally true for all the individual
data sets, and following this observation the periodograms were
averaged to produce a single periodogram for each subject and protocol;
the results are shown in Fig. 2. Again,
smooth lines for the power can be traced within the 95% confidence
intervals, suggesting the absence of marked specific periodicities
within the data.
Fig. 1.
Power spectra for individual data sets for subject 811 (exercise). Central thick line, power spectrum calculated by smoothed periodogram; fine lines, 95% confidence intervals; horizontal line,
mean power level.
[View Larger Version of this Image (66K GIF file)]
Fig. 2.
Averaged power spectra for each of 5 subjects, each protocol. A:
protocol A (R; rest). B: protocol B (E; exercise). Central dark solid line, power spectrum calculated by smoothed periodogram; fine lines, 95% confidence intervals; horizontal line, mean power level.
[View Larger Version of this Image (48K GIF file)]
Evolutionary spectral analysis.
Evolutionary spectral analysis was used to determine whether there were
changes occurring over time in the power spectrum. The results are
shown in Table 4. When the values for the
interaction + residual term are examined, they show that 24 of these 30 data sets for rest can be accepted as uniformly modulated but only 7 out of the 24 could be accepted as having a constant power spectrum over time. For exercise, 26 out of the 30 data sets could be treated as
uniformly modulated, but only 6 of these 26 as having a constant power
spectrum.
Table 4.
Results from evolutionary spectral analysis
| Subject No.
|
Total No. of Data Sets |
Original Data
|
Res. AR1MA1 Model
|
Res. State-Space Model
|
| Constant Power
|
Uniformly Modulated |
Constant Power |
Uniformly
Modulated |
Constant Power |
Uniformly Modulated
|
|
| 797 |
| Rest |
6 |
0 (5) |
5 (5) |
0 |
5
|
0 (6) |
5 (6) |
| Exercise |
6 |
1 (5) |
5 (5) |
1
|
5 |
1 (5) |
5 (5) |
| 799 |
| Rest |
6 |
2 (5)
|
5 (5) |
1 |
6 |
1 (5) |
6 (5) |
| Exercise |
6
|
2 (6) |
6 (6) |
2 |
6 |
2 (6) |
6 (6) |
| 800
|
| Rest |
6 |
3 (5) |
4 (5) |
2 |
4 |
3 (5)
|
6 (5) |
| Exercise |
6 |
0 (4) |
5 (5) |
2 |
6
|
1 (4) |
5 (4) |
| 807 |
| Rest |
6 |
0 (5)
|
6 (6) |
0 |
6 |
0 (5) |
6 (6) |
| Exercise |
6
|
0 (5) |
4 (5) |
0 |
5 |
1 (6) |
4 (6) |
| 811
|
| Rest |
6 |
2 (4) |
4 (6) |
1 |
6 |
0 (5)
|
6 (6) |
| Exercise |
6 |
3 (6) |
6 (6) |
3 |
6
|
3 (6) |
6 (6) |
|
|
Nos. indicate no. of data sets that can be accepted as either of
constant power or as uniformly modulated for 1) original data
sequences; 2) residuals (Res) of the
AR1MA1 model; and 3) residuals of
state-space model. Nos. in parentheses indicate nos. of data sets using
sequences after demodulation. AR1MA1,
autoregressive moving average (ARMA) model (a1 and
c1 coefficients).
|
|
Model-Dependent Statistical Analysis
The results from the evolutionary spectral analysis suggest that simple
linear time-invariant models are unlikely to describe the data fully.
Nevertheless, we start with these models to investigate what aspects of
the data the models fail to fit and also to determine whether there are
aspects of the data that these models can describe well despite
inadequacies elsewhere.
Simple ARMA model fitting.
Three kinds of low-order time-series models were applied to each
individual data set. They were AR1, a single
autoregressive term; AR2, two autoregressive terms; and
AR1MA1, a single autoregressive term together
with a moving average term. The result of each model fitting was tested
by assessing the whiteness of the residuals using a portmanteau test.
The numbers of data sets with white residuals for each subject and
protocol are listed in Table 5. The
AR1MA1 model is the most satisfactory model for
both protocols. This model described 22 of the 30 resting data sets and
24 of 30 exercise data sets with overall white residuals.
Table 5.
No. of data sets accepted as white before and after fitting time
series models for both original and demodulated data
| Subject No.
|
No. of Data Sets |
No. of White Data
Sets |
No. of White Residuals After ARMA Model
Fitting
|
No. of White Residuals After State-Space
Model Fitting |
| AR1 |
AR2
|
AR1MA1 |
|
| 797 |
| Rest |
6
|
0 |
1 (3) |
4 (4) |
6 (5) |
6 (6) |
| Exercise |
6
|
0 |
1 (1) |
2 (3) |
5 (5) |
5 (5) |
| 799
|
| Rest |
6 |
0 |
4 (4) |
5 (5) |
5 (5) |
3 (3)
|
| Exercise |
6 |
0 |
4 (2) |
5 (3) |
5 (5) |
4 (4)
|
| 800 |
| Rest |
6 |
0 |
0 (0) |
3 (2) |
2 (3)
|
6 (6) |
| Exercise |
6 |
0 |
0 (0) |
1 (1) |
4 (1)
|
5 (5) |
| 807 |
| Rest |
6 |
1 |
5 (3) |
5 (4)
|
5 (5) |
3 (2) |
| Exercise |
6 |
0 |
0 (2) |
2 (2)
|
4 (5) |
6 (6) |
| 811 |
| Rest |
6 |
0 |
0 (1)
|
3 (3) |
4 (4) |
4 (4) |
| Exercise |
6 |
0 |
0 (0)
|
1 (2) |
6 (6) |
6 (6) |
|
|
Nos. in parentheses indicate no. of residual data sets accepted as
white after fitting models to demodulated data. AR1,
single a1 coefficient model; AR2,
a1 and a2 coefficients model.
|
|
Examples of the autocorrelation functions of the original data
sequences and the residuals after different model fittings for two
typical runs are plotted in Fig. 3. The
top panel shows an example where only the
AR1MA1 model is satisfactory in the sense that
the residual sequence is white, and the lower panel shows another
example, which was not satisfactorily described by any of the three
different models. It should be noted that all the three models are
successful in removing a considerable degree of the correlation
present in the original data sequence and that, even when the
models fail to fit, the autocorrelation functions are not too far from
white when compared with the original data sequence.
Fig. 3.
Autocorrelation functions of original data sequences and residuals for
2 typical data sets after different autoregressive moving average model
fittings. AR1, single
1 coefficient model; AR2,
1 and
2 coefficient
model; AR1MA1,
1 and
c1 coefficient model. Top: only
AR1MA1 model is adequate. Bottom:
none of 3 models is adequate. Solid lines, autocorrelation functions;
dashed lines, 95% confidence intervals.
[View Larger Version of this Image (21K GIF file)]
The mean and SD values for each coefficient of the three fitted models
for each subject and protocol are listed in Table
6. In general, these coefficients are not
too different between protocols and subjects, although the values for
subject 807 at rest are unusual. The autocorrelation function
for this subject at rest appeared much closer to white than in all
other subjects and protocols.
The residuals of the AR1MA1 model were tested
by using evolutionary spectral analysis to determine whether their
power spectra were constant. The results are shown in Table 4. The
findings were very similar to those before any model had been fitted.
This suggests that the model does not describe this feature of the data.
State-space model fitting.
As an alternative to the approach of using ARMA models, one state-space
model of the noise processes was investigated.
The residuals were tested for whiteness in the same manner as for the
residuals from the ARMA model. Overall, 22 out of 30 resting data sets
were white and 26 out of 30 exercise data sets were white. The results
are listed in Table 5. This is broadly similar to the findings with the
AR1MA1 model.
The parameters (means ± SD) of state-space model for each subject
and protocol are listed in Table 7.
Theoretically, the state-space model specified reduces to an
AR1MA1 model with certain restrictions on the
values of the a1 and c1
coefficients of the AR1MA1 model
(Appendix and Refs. 10, 14). This means that the values for
a1 and c1 coefficients can be
calculated from the state-space model, and these values are also given
in Table 7. In most cases, these parameter values were similar to those
obtained from the AR1MA1 model fitting (Table
6).
Table 7.
Parameters for state-space model with noise processes
| Subject
No. |
f
|
Rv/Rw |
W
|
a1 |
c1 |
|
| 797
|
| Rest |
0.67 ± 0.165 |
1.23 ± 2.021 |
0.43 ± 0.231 |
0.67 ± 0.165 |
0.41 ± 0.220 |
| Exercise |
0.75 ± 0.135 |
0.37 ± 0.299 |
0.32 ± 0.146 |
0.75 ± 0.135 |
0.52 ± 0.193 |
| 799
|
| Rest |
0.73 ± 0.167 |
0.99 ± 0.828 |
0.49 ± 0.211 |
0.73 ± 0.167 |
0.40 ± 0.256 |
| Exercise |
0.76 ± 0.192 |
0.42 ± 0.360 |
0.34 ± 0.173 |
0.76 ± 0.192 |
0.50 ± 0.188 |
| 800
|
| Rest |
0.81 ± 0.058 |
0.59 ± 0.377 |
0.44 ± 0.121 |
0.81 ± 0.058 |
0.45 ± 0.125 |
| Exercise |
0.89 ± 0.061 |
0.40 ± 0.229 |
0.40 ± 0.092 |
0.89 ± 0.061 |
0.53 ± 0.115 |
| 807
|
| Rest |
0.49 ± 0.272 |
0.72 ± 0.819 |
0.38 ± 0.276 |
0.49 ± 0.272 |
0.34 ± 0.304 |
| Exercise |
0.81 ± 0.088 |
0.14 ± 0.130 |
0.19 ± 0.094 |
0.81 ± 0.088 |
0.66 ± 0.133 |
| 811
|
| Rest |
0.77 ± 0.095 |
1.23 ± 0.956 |
0.56 ± 0.148 |
0.77 ± 0.095 |
0.34 ± 0.152 |
| Exercise |
0.84 ± 0.046 |
0.85 ± 0.448 |
0.53 ± 0.103 |
0.84 ± 0.046 |
0.40 ± 0.099 |
|
|
Values are means ± SD. See text for definitions.
|
|
Finally, the residuals were tested by using evolutionary spectral
analysis to determine whether the power spectrum was constant. The
results are shown in Table 4 and are very similar to those obtained
from the original data sequences, showing that the fitting of the model
has not affected this feature of the sequences.
Changes in ventilatory variance.
The residuals from the ARMA and state-space models are mostly overall
white, but evolutionary spectral analysis shows that the residual
sequence does not have a constant power spectrum throughout. This
result, coupled with the finding that many of the sequences may be
classified as uniformly modulated by evolutionary spectral analysis,
suggests that the variance of the sequence may be slowly changing.
Assuming that the mean value of the data sequence remains constant
(equal to zero) and that the only factor causing the variation in power
spectrum is a changing variance, the "uniformly-modulated" sequence X(t) can be written as
|
(19)
|
where X0(t) is a
time-invariant process and C(t) is the modulating
function. We chose to try to construct a modulating function C(t), using an autoregressive estimate of the
variance as follows
|
(20)
|
Examples for C(t) for each
subject for both the rest and exercise protocols are shown in Fig.
4. Based on the average values for breath
durations, this function may be considered to have a time constant of
66 s for the data obtained at rest and 47 s for the data obtained
during exercise.
Fig. 4.
Examples of autoregressive estimate of variance
C(t) for each subject (identified on top)
for both rest and exercise protocols. Thick lines, rest; fine lines,
exercise.
[View Larger Version of this Image (71K GIF file)]
After demodulating the original sequence by C(t),
we obtain the demodulated sequence. Evolutionary spectral analysis on
this demodulated sequence was then used to determine whether the
variation in power spectrum had been removed by demodulation. The
results are shown in Table 4.
The number of data sets that had a constant power spectrum rose from 7 and 6 before demodulation to 24 and 26 after demodulation for resting
and exercising data, respectively. It is possible that these figures
could rise further with a different choice of demodulation function.
Finally, it is worth noting that similar results are obtained if
demodulation is applied to the residuals from the state-space model
instead of the original data sequences (Table 4).
Suitability of models.
Both the ARMA models and the state-space model used above are linear
time-invariant models. However, the results from evolutionary spectral
analysis show that in most sequences the power spectrum is varying, and
this may suggest that the process underlying the generation of the
sequence is nonstationary and/or nonlinear. This variation is
clearly not described by these models. The question thus arises as to
whether these models are at all useful for describing the data
sequences.
One approach to answering this question is to apply the models to the
data after demodulation, which removes, or at least attenuates, the
variation in the power spectrum from the sequence. There was little
difference between the number of residual data sets accepted as white
before demodulation compared with after demodulation (Table 5). Also,
the coefficients from the ARMA model fitting on the demodulated data
(Table 6, bottom) are similar to the values obtained before
demodulation (Table 6, top). Analysis of variance performed
on the AR1MA1 model coefficients revealed no
significant differences between the values obtained with the modulated
and demodulated data.
These findings suggest that the autocorrelation in the sequence can
usefully be described by a simple model despite the presence of a
slowly varying variance. The state-space model is equivalent to the
AR1MA1 model with certain restrictions, and
similar results for whiteness were obtained before and after
demodulation (Table 5).
DISCUSSION
The major findings of this study are as follows. 1) Both a
simple ARMA model and a simple linear time-invariant state-space model
for the breath-to-breath correlations present in the ventilatory data
gathered by using an end-tidal forcing system to hold end-tidal gas
tensions constant can produce residuals that, in the majority of cases,
are overall white. 2) Neither the simple ARMA models nor the
simple linear time-invariant state-space model fully describe the data
because the power spectra associated with the residuals sequences vary
with time. 3) In a sizable proportion of cases, this
variation in power spectrum can be explained by a process of uniform
modulation of the ventilatory data or residuals. 4 ) One
chosen modulating function was shown to be effective in reducing these
data sequences to ones with constant power spectra in the majority of
cases.
Comparison with Previous Studies
In general, it is quite difficult to draw direct comparisons between
the results from our study and results from previous studies. First, by
using data gathered with the end-tidal forcing technique, our study has
concentrated on the properties of the respiratory controller, whereas
most other studies have examined breath-by-breath variations when the
chemical feedback loop is intact. Such a feedback loop might be
expected to affect the correlational structure very significantly.
Second, studies have varied in terms of the background level of
stimulation employed (if any), the species employed, and whether the
study was conducted with subjects awake, asleep, or under anesthesia.
Specific periodicities.
In our study, the results from spectral analysis failed to reveal any
sustained specific periodicities in the data. In conscious humans, by
displaying the spectral densities for sequential subsets of the
original data series, Jensen (11) failed to find any peaks or troughs
that were persistently present throughout the length of the series.
This is also in keeping with a study of human subjects during stage 2 sleep (15). These results support the absence of specific periodic
components in the data series. However, in the present study, the
results of evolutionary spectral analysis generally show that the power
spectrum is not constant, and thus none of the above studies can
exclude the presence of brief periods of periodicity that are not
present throughout the data sequence.
Evolutionary spectral analysis.
Most studies have not considered whether the data sequence retains a
constant power spectrum throughout. In conscious humans, Jensen (11)
calculated power spectra for sequential subsets of ventilatory data
sequences but did not test whether they differed significantly from one
another. Ackerson et al. (1) commented that data sequences were often
"nonstationary" when assessed by using a "likelihood ratio
test," but did not provide any results to compare with those in this
study. Nevertheless, in their study, Ackerson et al. developed an
adaptive time-series model for describing nonstationary ventilatory
variations. This model has many similarities to the modulation model
proposed in the present study.
ARMA models.
The results from our study suggest that, of AR1,
AR2, and AR1MA1 model structures,
the AR1MA1 structure was the most satisfactory for describing the breath-by-breath correlation in the data sequence. We have not found another study that has investigated the
AR1MA1 structure for ventilatory sequences.
Jensen (11) reports values in humans for coefficients from multivariate
AR1 and AR2 models for tidal volume, inspired
time, and expired time pooled from a range of different experimental
conditions. All coefficients for the lagged effects of each variable on
itself are positive. Modarreszadeh et al. (15) examined an
AR2 model for describing ventilatory variability in
sleeping humans. They found that the AR1 coefficient was
significantly positive but that the AR2 coefficient did not
differ significantly from zero.
In the anesthetized cat, Benchetrit and Bertrand (3) used an
"isolated respiratory centre" preparation to examine the
statistical properties of the phrenic nerve output. This was done so as
to circumvent the influence of the chemical feedback system, rather as
we have attempted with the end-tidal forcing system in our present
study. The study employed a multivariate AR1
structure and found a positive autocorrelation coefficient, suggesting
that there was indeed breath-to-breath correlation arising within the respiratory controller. The first-order model structure was not always
adequate.
Khatib et al. (13) used an AR1 model structure to compare
the correlation between tidal volumes in anesthetized spontaneously breathing rats, with the correlation between the integrated phrenic neurogram in anesthetized vagotomized artificially ventilated rats. In
hyperoxia and hypercapnia, they found positive autoregressive coefficients for the tidal volume data in the spontaneously breathing rats but not for the integrated phrenic neurogram in the artificially ventilated rats. From these results, they conclude that the
autocorrelation in tidal volume arises from the presence of noise
within the chemical feedback system rather than as a function of the
respiratory controller. They suggest that the difference between their
results and those of Benchetrit and Bertrand (3) could either be due to
species differences or to Benchetrit and Bertrand failing to eliminate experiments in which there was nonstationarity. The results from our
study in conscious humans accord much more closely with those of
Benchetrit and Bertrand than with those of Khatib et al. (13).
State-space models.
We are unaware of any studies in which a state-space formulation has
been used for the noise processes in the absence of additional deterministic input stimuli. However, there have been studies of
different noise models in experiments involving step changes in
PETCO2 in both anesthetized cats
and in conscious humans (8, 9). These studies do not report any of the
parameter values associated with the stochastic part of the model, but
the example autocorrelation functions suggest that both a
"process" and a "parallel" noise model lead to a
considerable whitening of the residuals when compared with the
"measurement only" noise model.
Effects of exercise.
We are unaware of any previous studies that have provided a comparison
of these models between the states of rest and exercise. In general,
the results from the two states were surprisingly similar given the
differences in the mean ventilations, the associated differences in
respiratory cycle durations, and the somewhat different mental state
that may exist between rest and exercise. Inspection of Tables 6 and 7
suggests that there may be some increase in the degree of
autocorrelation observed in exercise compared with rest, but this did
not reach significance when the values of the coefficients were
compared for the AR1MA1 and state-space models.
Evolutionary Spectral Analysis, Stationarity, and Time- and
State-Dependent Models
Evolutionary spectral analysis.
Evolutionary spectral analysis is a means of assessing whether the
power spectrum of a data sequence is constant by estimating the power
spectrum at certain specified points in time. This has been applied as
a test of whether the underlying data sequence is stationary (18, 20).
This section discusses the utility of evolutionary spectral analysis
for this purpose, together with what may be inferred about the
underlying model structure from this analysis. It also considers the
reliability of the analysis for the particular form and length of data
sequence that has been used in this study.
A series is (weakly) stationary if the first and second moments are
constant over time (i.e., the expected value of x,
E(x) = µ and the variance of x
Var (x) =
2). If there are multiple
independent realizations of a time series, then stationarity may be
tested for by estimating the mean and variance at each point in the
sequence. However, in other cases, multiple realizations may not exist,
as is the case with our data. In this case, it is necessary to test for
stationarity by sampling the series at intervals that are sufficiently
far apart for the samples to be considered independent. Evolutionary
spectral analysis is one method based on this approach. This leaves the
question of how far apart do the samples have to be in order to be
sufficiently far apart? The problem is that very slow variations in the
structure of a time series may occur (especially with nonlinear series) despite the fact that the series is actually still stationary. Thus it
is safer to interpret results from evolutionary spectral analysis in
terms of whether there is long-term variation in a sequence than
whether the process is truly stationary. Indeed, the autoregressive
model used to estimate the slowly changing variance in this study is a
time-invariant model, despite the fact that it is being used to
describe "nonstationary" behavior detected by evolutionary
spectral analysis.
There is an interesting form of duality between the ideas of
nonstationarity and nonlinearity (20). A general stationary state-dependent model of order (k, l) may be written
as
|
(21)
|
where Xt is the state at time
t; et is a white sequence;
xt denotes the state vector,
xt = (et
l
1, ... , et,
Xt
k + 1, ... , Xt)
;
u and
u are AR and MA coefficients, respectively; and µ is local mean.
This form is a stationary nonlinear model. However, for a single
realization, it is also possible to think of the state-dependent coefficients
u(xt),
u(xt) as time-dependent coefficients
u(t),
u(t) via the definitions
u(t)
u(xt) and
u(t)
u(xt). In this formulation, the model may be thought of as a linear nonstationary model (19). This duality illustrates clearly the difficulty of
distinguishing between linear nonstationary models and stationary nonlinear models when there is only a single realization of the data
sequence.
The success, or otherwise, of using evolutionary spectral analysis to
classify time series must depend on the type and length of the actual
sequences used together with the particular forms of window chosen. To
explore this further, 60 AR1MA1 data sets were
generated, each set matching one of the real data sets for AR1 and MA1 coefficients and for record length.
Evolutionary spectral analysis was then undertaken on these sequences.
Using a significance level of P < 0.05 for the
2 test, over 20% of the sequences were incorrectly
classified as arising from a process generating sequences without a
constant power spectrum. However, modulation of each of the sequences
with a modulating function that was the same as that which had been determined for the matching experimental data sequence and then repetition of the evolutionary spectral analysis on the modulated sequences generally resulted in levels of significance for the
2 test that were very much higher than those for the
unmodulated sequences. When a value for
2
corresponding to P < 0.0025 was used, it resulted in only 4 of the 60 stationary data sets being misclassified as not having constant power, but only 7 of the 60 modulated data sets were classified as being of constant power. Furthermore, it must be remembered that in a number of cases the modulating function may have
been very "mild." The results from this simulation determined the
choice of significance level used for the
2 test in
this study.
Adequacy of simple linear time-invariant models.
A major result of this study is that the correlation between breaths
can be modeled by simple linear time-invariant ARMA or state-space
models but that there remains a longer-term variation in the variance
of the sequence. One question that naturally arises is to what extent
can we separate these two features of the sequence and, in particular,
to what degree may a longer term variation in ventilatory variance
affect the estimation of the coefficients describing the shorter term
correlational structure? A partial answer to this question is found in
RESULTS, where the coefficients of the
AR1MA1 model were estimated both before and
after demodulation. No significant differences were found. However, it
might be argued that this result arises because both the modulation and
the autoregressive coefficients were estimated from the same data
sequence.
To overcome this objection, a simulation study was performed. A set of
10 data sequences was constructed with a known underlying AR1MA1 structure, with the coefficient values
equal to the mean values for each subject and protocol. First, the
coefficients were estimated from these simulated data by using the same
technique as used for the real data sequences. Second, the simulated
data sequences were modulated by using a randomly selected modulating function, one from each subject and protocol. Then the coefficients were reestimated by using these modulated sequences. Finally, the
values estimated from both the original and modulated sequences were
compared. Comparison of the parameter values between the modulated and
unmodulated data sets revealed an average deviation for the
a1 coefficient of 0.8 ± 8.35 (SD) % and for the
c1 coefficient of 5.9 ± 20.08%. Analysis of
variance revealed no significant differences for either coefficient.
These results support the notion that the shorter term correlations in
the data sequence can be estimated in the presence of the slower
variations in the variance of the sequence.
Influence of CO2 on Data Sequences
A major intent of this study was to examine the open-loop
characteristics of the respiratory controller with chemical levels of
stimulation held constant. However, the experimental technique of
dynamic end-tidal forcing is imperfect, and small fluctuations in
PETCO2 and
PETO2 remain. Because all
experiments were conducted at a mean
PETO2 of 100 Torr, it is most
unlikely that the variations in
PETO2 will have any effect on the
ventilatory sequence because the respiratory controller's sensitivity
to changes in PETO2 around this
mean level will be extremely low (6). The same may not necessarily be
true for PCO2, since the ventilatory
sensitivity to changes in PCO2 is much higher
and, indeed, cross-correlation analysis reveals a significant effect of
PETCO2 on minute ventilation (
E) in 30 out of 60 data sets
(portmanteau test for cross correlation). Thus one question that arises
is whether our results reflect the combined properties of the human
respiratory system coupled to our dynamic end-tidal forcing apparatus
rather than simply the open-loop properties of the respiratory
controller.
To try to answer this question, a multivariate time-series approach has
been adopted. This was necessary because not only may the
PETCO2 affect the ventilation but
the breath-by-breath fluctuations in ventilation will affect
PETCO2. Many different model
structures are possible when using multivariate analysis, and to make
progress we decided to focus on one simple model that has some
structural basis in terms of the known properties of both the
physiological and the dynamic end-tidal forcing systems.
The PETCO2 of a breath is
determined (assuming that CO2 delivery to the lungs via the
blood remains constant) by 1) the
PETCO2 of the previous breath;
2) the inspired PCO2 of the current
breath; and 3) the ventilation of the current breath. Thus we
may write
|
(22)
|
where h is a general function and
PICO2 is inspiratory
PCO2. The end-tidal forcing system uses a
prediction-correction scheme, with the correction based on an
integral-proportional controller structure. We may write for
this
|
(23)
|
where subscripts p, d, and m are predicted, desired, and
measured gas tensions, respectively, and gp and
gi are the proportional and integral feedback gains,
respectively.
In our experiments,
PETCO2 d is
constant, and after a period of time the integral term should be
relatively constant. Thus PICO2(n) is really just a
linear function of
PETCO2 m(n
1). Hence, we may write Eq. 22 as
|
(24)
|
where h
is a general function. For small
fluctuations in PETCO2, we
linearize around the means and write
|
(25)
|
This now gives a simple expression for the way ventilation
may affect CO2 in our system.
The PETCO2 may affect ventilation
either through the peripheral chemoreceptors or through the
central chemoreceptors or both. A reasonable estimate for the median
lag to the peripheral chemoreceptors is two breaths (5). Estimates for
the lag for the central chemoreceptors vary, but a value of three to
four breaths might be reasonable (7). To keep the model simple, we
chose to use a lag of two breaths, which should model a peripheral
response and still be capable of modeling at least some of any central
response that is present. When this is combined with our
AR1MA1 model for ventilation and the model
derived above for PETCO2, we get
an entire multivariate model of the
form
|
(26)
|
|
(27)
|
This model was fitted to our data by using the NAG library routine
G13DCF with and without the coefficient a12 being
fixed at zero, to examine the effects of either incorporating or not incorporating the effects of PETCO2
on ventilation. The exclusion of the effects of
PETCO2 on ventilation reduced
the average value of coefficient a11 by 7% and
reduced the average value of coefficient c11 by
14%. Both these changes were significant when using analysis of
variance. Thus we conclude that when the variations in
PETCO2 are ignored, it causes a
modest underestimation of the degree of correlation associated with the
respiratory controller.
After fitting the multivariate model, the cross correlations between
the residuals for ventilation and the
PETCO2 were calculated. There was
no significant effect of PCO2 on
E in 51 out of 60 data sets, confirming
that the effect of fluctuations in
PETCO2 on
E had been modeled satisfactorily for
most data sequences.
Generalization of State-Space Model to Incorporate a Time- and
State-Dependent Form
The results have shown that the degree of variation in ventilatory
variance observed with a constant level of stimulation is such that it
does not affect the fitting of the correlational structure unduly.
However, it is not clear whether this would still be the case if the
level of stimulation were varying because, in this case, the variation
in ventilatory variance is likely to be substantially greater (cf.
variances for rest and exercise in Fig. 4). In this sense, the results
of the current study might be seen as rather limited when applying
models to situations in which the level of stimulation is varying
(i.e., there is a deterministic input present, rather than the purely
stochastic processes considered in the present study).
As an alternative to the linear time-invariant state-space model, a
more general state-space model can be written as follows
|
(28)
|
|
(29)
|
where
(t) and
(t) are noise
processes with state- and time-dependent variances
|
(30)
|
|
(31)
|
This model allows the variances to vary with amplitude of ventilation
and with time through the function
g[x(t), t]. This is known as
a heteroscedastic form (10). The advantage is that provided
g[x(t), t] is fully
determined at time t, then the same Kalman filter can be used
to estimate the coefficients much as before, since the term in
g drops out while the ratio of the variances is estimated. The
only differences are that the prediction and update equations for the
variance P should be defined by using R
and R
instead of Rv
and Rw
|
(32)
|
|
(33)
|
where
is the Kalman gain at time t + 1, and that
P
is defined as P
= P/R
for the estimating procedure. The
ratio R
/R
equals the
ratio Rv/Rw
and may be estimated in the estimation procedure.
The question now remains, is this heteroscedastic form likely to be an
adequate model for ventilatory variability? Two possible limitations
are 1) the same function g is used to modulate
variances of both noise sequences, and 2) the function
g has to be fully determined (i.e., nonstochastic) at time
t. For the scalar output of ventilation, the first of these
limitations is unimportant as
(t) and
(t) are
not separately identifiable and the sequences
(t) and
(t) are scalar
multiples of each other. Consequently, the same function
(t) may be constructed to modulate both
v(t) and w(t) to produce
(t) and
(t), respectively.
The importance of the second of these limitations is less clear
theoretically. However, if g(t) is varying
sufficiently slowly with respect to the observations, then a good
estimation of g(t) may be obtained from prior
observations. The observation in this study that many sequences were
uniformly modulated, combined with the practical construction of the
demodulation function C(t) for the residual
sequences, suggests that such a function does exist (or at least a good
approximation exists).
For use in parameter estimation, the heteroscedastic noise model is no
more complicated than the ordinary form, since the algorithms
associated with each are the same. Thus, for a parallel noise
structure, the heteroscedastic noise model can be combined with
deterministic models in the same way as an ordinary noise model. The
deterministic and stochastic components are simply added together.
Because the algorithms are the same for both the ordinary and
heteroscedastic models, parameter estimates obtained by using these
models are the same in each case. The important point is that the
heteroscedastic model provides the necessary theoretical extension to
deal with noise processes that are not of constant power but that are,
nevertheless, uniformly modulated.
In summary, the heteroscedastic structure allows the variation in
ventilatory variance to be introduced into the model in a general way,
without specifying the precise form that it takes. Although this does
not contribute further to understanding the origins of the variation in
ventilatory variance, it does provide a useful means to incorporate
this feature into overall models of ventilatory control and still
provide a structure that is amenable to parameter estimation.
ACKNOWLEDGEMENTS
P. A. Robbins thanks many colleagues, including Drs. Berkenbosch,
DeGoede, and Marriott, and Profs. Swanson, and Ward for all the
discussion that has helped to give rise to this paper.
FOOTNOTES
This study was supported by the Wellcome Trust. P. J. Liang was
supported by a Run Run Shaw Scholarship.
Address for reprints requests: P. A. Robbins, University Laboratory of
Physiology, Parks Road, Oxford OX1 3PT, UK.
Received 29 March 1995; accepted in final form 12 July, 1996.
APPENDIX
Relationship between State-Space Form and
AR1MA1 Form
The first section of the Appendix derives the appropriate
ARMA representation of the state-space model employed in this study. The second section derives the relations between the parameters of the
state-space model and those of the ARMA model.
ARMA Representation of State-Space Model
The state-space model with noise processes and zero input employed in
this study may be written as
|
(A1)
|
|
(A2)
|
From Eq. A2, we may write
|
(A3)
|
Substitution for x(t) by using Eq. A1 yields
|
(A4)
|
If a1 is chosen to be equal to f, the
term in x(t
1) drops out and the equation may
be written as
|
(A5)
|
The right-hand side of Eq. A5 is a combination of a
MA0 process and a MA1 process, which, by a
general result, is a MA process. Because the noise sequences
v(t) and w(t) are mutually
independent white, the autocorrelation function of this MA process has
the cut-off property that
k = 0 for all
k > 1, the combination of these two processes builds up a
MA1 process (12). So Eq. A5 can be rewritten as
|
(A6)
|
which is an AR1MA1 process.
Relationship between Parameters of AR1MA1
and State-Space Model
Define z(t) as
|
(A7)
|
From Eq. A5 we have
|
(A8)
|
Squaring both sides and taking expected values yields
|
(A9)
|
Since v, w are mutually independent white
noise processes, it yields
|
(A10)
|
where Rz represents the variance
of sequence z.
Also, from Eqs. A6 and A7
|
(A11)
|
Squaring and taking expected value of Eq. A11 yields
|
(A12)
|
and so, since
(t) is white
|
(A13)
|
where R
is the variance of sequence
.
After equating Eqs. A10 and A13 and eliminating
Rz, we get
|
(A14)
|
In addition to the above result, we may also calculate
E[z(t)z(t
1)]. From
Eq. A8 we
obtain
|
(A15)
|
Since v, w are mutually independent white
sequences, the equation yields
|
(A16)
|
Also, from Eq. A11 we can
write
|
(A17)
|
Since
is white, then
|
(A18)
|
Equating Eqs. A16 and A18 and eliminating
E[z(t)z(t
1)] yields
|
(A19)
|
Combining Eqs. A14 and A19, eliminating
R
, we obtain
|
(A20)
|
Equation A20 is quadratic in
c1. Solving Eq. A20
yields
|
(A21)
|
By inspection, one value for
|c1| is >1 and another value
is <1. We require the latter. Thus, in summary, the relationship between the parameters of the ARMA model and the state-space model is
given by
|
(A22)
|
|
(A23)
|
Notice that in this solution there is a constraint on the
sign of the coefficients in that both a1 and
c1 should have the same sign as f. Consequently,
the state-space model represents only a subset of the models that can
be represented in AR1MA1 form. The coefficients
obtained from our study for the AR1MA1 model
are mostly, but not always, within these constraints.
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0161-7567/96 $5.00
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