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Experimental Dat a

P. Cappa2, S. A. S c i ~ t o ~ * ~ and S. Silvestri

' Department of Mechanics and Aeronautics - University of Rome "La Sapienza" -

ViaEudossiana 18,00184 - Rome, Italy.

Clinical Engineering Service - Children's Hospital "Bambino Gesu' of Rome -

Piazza S. Onofrio 4,00165 - Rome, Italy.

Department of Mechanical and Industrial Engineering - University of Roma

Tre - Viadella Vasca Navale 79,00146 - Rome, Italy,

Abstract: During usual data gathering, the statistical analysis eficiency strongly depends on the

noise level superimposed on the signal. It has been found that some well known statistical tests,

commonly utilised in data acquisition in order to detect the presence of drift, can fail under some

conditions. Thus, a statistical procedure for the predictive reliability estimation of the utilised

statistical method could be usefil in the design of experimental analysis. This paper reports the results

of a simulation study carried out to evaluate the performance in drift detection of non-parametric

tests suck as the Wald-Wolfowitz run test, in comparison with the Mann-Wkitney, reverse

arrangement test. In order to detect the sensitivity of the tests to evaluate a monotonous drift, a

simulation program was developed. In the program a Gaussian raw data sequence with a linear

pattern of variable slope and with variable variance was simulated and given as the input to the tests.

The capability to detect the presence of drift as a function of angular coeficient and variance of the

noise superimposed on the signal was verified. The obtained data were synthesised in graphs so that

the experimentalist could determine preliminarily the eflectiveness of each of the considered statistical

methods in terms of percentage of success in detecting the presence of drift phenomena as a function

of drift relevance and the noise amplitude. Finally, the graphs permitted the elucidation of the causes

of contradictovy failing results observed in long term experimental analysis.

Key Words: Drift, zero-shift, non parametric tests, statistical reliability, pulmona y ventilators

Not at ion:

A value of reverse arrangements in the Mann-

Whitney reverse arrangement test obtained

examining the whole data set;

generic reverse arrangement value in the

Mann-Whitney reverse arrangement test;

reverse arrangement obtained examining xi

and xi;

number of positive runs in the Wald-Wolfovitz

run test;

number of negative runs in the Wald-Wolfovitz

run test;

Ai

h,

N total number of runs;

N1

N2

Y

RAT

RT

X

x m

PA

0 'Y

'Y

random variable of run distribution;

reverse arrangement test;

run test;

random variable;

mean value of a random variable;

mean of arrangements in the Mann-Whitney

reverse arrangement test;

mean of runs in the Wald-Wolfovitz run test;

variance of arrangements in the Mann-Wtney

reverse arrangement test;

variance of m in the Wald-Wolfovitz run test;

variance associated to y where y=a+bx.

Strain 2001 Vol. 37 No. 2 67

Introduction

Pulmonary ventilators, as it well known, are

commonly utilised even for long periods of time [I , 21

and, unfortunately, ventilatory parameter drift is a

common problem with which clinical technicians have

often to deal. Drift of these parameters, as it is obvious,

could be very harmful for patient's health [3-51.

Anyway, in spite of their importance, drift tests are not

prescribed currently by ventilator manufacturers.

Furthermore, the "Standard specification for

ventilators intended for use in critical care" [6] (the

only available reference) describes experimental

methods to conduct endurance tests that seem too

rigorous to be practised in common maintenance

procedures and offers no standard procedure for

statistical data analysis. For this reason, in a previous

phase of research, a PC-based automatic procedure

with a user friendly interface for ventilator drift tests

171has been designed. This is in use at the Clinical

Engineering Service+(CES) of the Children's Hospital

"Bambino GesG"++and has helped technicians with

maintenance procedures for the 68 pulmonary

ventilators currently (for about 1.5 M$ total value)

installed. In particular, the proposed methodology to

verlfy the possible ventilator drift could be extended

also to all of the fields where a zero shift analysis is

required.

During the verification phase of the proposed method,

some ventilation parameters, such as airway pressure,

tidal volume and respiratory flow, were continuously

acquired for a 20 day time period and the collected

data were post-processed by means of statistical tools

[8-171 in order to evaluate the possible drift of the

examined ventilators. In particular, non-parametric

tests, i.e. the Wald-Wolfovitz run test (RT) and the

Mann-Whitney reverse arrangement test (RAT), were

used to process data in order to highlight the presence

of a systematic trend in the observed results as a

function of time. The results were more than

satisfactory even though in some cases different tests

provided different responses for the same raw data

and the same confidence coefficient (a level). As it is

useful know the reliability that could be expected from

such methods before their application, an investigation

of non-parametric test failure causes was of interest.

As, it was observed that discordance mostly appeared

when the presence of noise is particularly high in the

acquired data and, it is well known, that the efficiency

of statistical analysis strongly depends not only on the

noise level superimposed on the signal but also on the

accuracy of measurement set-up, we decided to

implement a procedure for the predictive estimation of

the reliability of the utilised non-parametric tests as a

function of noise level and linear drift slope. In order

to achieve this aim and to identify the reasons for

different responses, a simulation study was carried out

by applying statistical methods to a variable slope

linear drift with variable variance Gaussian white

noise superimposed on the data set.

Non-Parametric Test Description

The statistical procedures which do not assume a

specific distribution function for the original random

variable of interest are called distribution free or non-

parametric procedures. One of the best known

distribution free procedures used for data evaluation is

the well known chi-square goodness of fit test, but also

RT and RAT are widely utilised valuable data

processing techniques for drift detection. Every

statistical test gives its response of acceptance or

rejection with the starting hypothesis at a certain level

of confidence or significance, also called a level.

Usually, a level equal to 95%, which obviously means

that there is a 5% probability to fail, is commonly

accepted for experimental data processing.

Tobetter understand the considerations that follow the

Wald-Wolfovitz and Mann-Whitney test, are briefly

described.

Wald-Wolfovitz run t est

Let us consider a sequence of N observed values of a

random variable x where each observation can be

classified into one of two mutually exclusive

categories, which may be identified simply by a plus

(+) or a minus (-). For example, in the case of a

sequence of measured values xi, i= 1,2,3, . .., N with a

mean value x,, we will count a (+) or a (-) for each xi L

x, and xi <x , , respectively. A run is defined as a

sequence of identical observations, positive if referred

to (+) observations or negative if vice versu, that is

followed and preceded by a different observation, (-)

or (+). The number of runs occurring in the whole

sequence of observations gives an indication as to

whether or not data are independent observations of

the same random variable. More specifically, if a

sequence of N observations of the same random

variable are independent, the probability of a (+) or a

(-) result does not change from one observation to the

'The Clinical Engineering Service was established in 1980 and manages about 5000 electro-medical devices for a global value of about 40 million US$.

"TheChildren's Hospital "Bambino Gesu (about 730 bed-medical facility) is a private and non-profit-making hospital located inthe Vatican City, i.e. the independent

Papal st at e within the city of Rome (Italy), and isofficially recognised by the Italian Government as a "Research and Care Institute of a Scientific Nature".

68 Strain 2001 Vol. 37 No. 2

N ( 2 N + 5 ) ( N - 1 )

next and, as a consequence, the sampling distribution

of the number of runs occurred in the sequence is a U,.I =

-79 (7)

I L

random variable r with a mean value and a variance

evaluated as follows: Then a normalised Gaussian curve is developed with a

mean value and variance calculated according to

equations (6) and (7), respectively. If A lies in the

confidence interval defined by the GI level, then the

response is positive and drift is not present. Also in

this case, limited tabulation of percentage points for

the distribution function are available in literature

[16].

As already observed, both tests allow the estimation

of linear drift tendency of a data set with a certain

(1)

2N, N* +1

PT =7

(2)

a, =

where N1 is the number of positive runs and N2 the

number of negative runs. Then, a normalised Gaussian

curve is obtained by means of equations (1) and (2). If

N1 lies in the confidence interval defined by the a level

2 2 N, N, @N, N, - N )

N' ( N -1)

then the response is positive and two categories have

same distributions indicating an absence of drift.

Limited tabulation of percentages points for the

distribution function of runs are also available in the

literature [16].

Mann-Whitney reverse arrangement test

Given a sequence of N observed values of a random

variable x where the observations are denoted by xi,

i=l, 2, 3..., N, each time that xi>xj for i<j it must be

counted as a reverse arrangement and the total

number of reverse arrangements is denoted by A. A

general definition for A is as follows. For a set of

observations xl, x2, .... xN we can define

A'-1

A - ~ A ,

,=1

( 3)

level of confidence, but they do not take into account

in any way the effect of the data variance, which

could significantly affect the reliability of their

response. However, in order to evaluate the "level of

dispersion" of data, simple calculation of variance of

the whole data set was not found useful because, as

well known, variance value can be strongly

dependent on the slope of the linear underlying

tendency. Therefore, it is necessary to individuate a

statistical index able to estimate data dispersion due

to the effects induced by a reduced measurement

system accuracy, independently from the slope of

data trend. In order to obtain objective diagrams for

the reliability evaluation of the two considered tests

the determination of 02y [ B] , i.e. the variance

associated with y where y is linearly related to the

input x, seemed to be an appropriate index to attain

our aim, i.e. to separate the noise floor contribution

from drift tendency.

as the total number of reverse arrangements where any

element of the sum Ai is defined by

In order to check the independence of 0 2 y from slope

of data set, a simulation was carried out by randomly

applying Gaussian noise with a variance crz equal to

calculating global variance az and a 2 y . Results are

shown in Figure 1 where o2 and a 2 y are represented

as a function of the angular coefficient expressed in

A'

a set value of 25 to different linear slope data sets and

4 =pv

and

(4)

, = , + I

1 rfx, z XI

= 0 otherwise (5)

xo .................................

xo.

for any k j , is termed a reverse arrangement.

If the sequence of N observations are independent

observations of the same population, i.e. no drift is

present, then the number of reverse arrangements is a K i i i i : , , i , , .i i - i ~ , i ,

random variable A, with a mean value and a variance

as follows.

,co.

J

0 0 5 1 ' 5 1 2 5 3 35 1 4 5 5 L 5 6

Slope [YO]

N(N-1)

Figure I: Comparison between o2 and 0 2 y as a function of

the linear slope with Gaussian noise superimposed

(6)

Strain 2001 Vol. 37 No. 2 69

Figure 2: Flow chart ofsofl ware for t he determination of

test reliability graphs

percentage. A first sight examination of this figure

confirms that a 2 y is an effective indicator of data

dispersion, sufficiently independent from the

angular coefficient of the data trend, i.e. from

monotonous instrumentation shift.

Simulation and Graph Description

To determine the reliability of the two tests for drift

detection as a function of the level of dispersion of the

collected data, a simulation software was designed in

LabViewTM. With reference to Figure 2, the program is

composed of two main modules. The first part was

developed for the generation of a linear function with

variable angular coefficient with the possibility of

overlapping it with Gaussian white noise of variable

variance. The second module performs RT and RAT on

the data provided from the first part of the software,

and in addition calculates azy (Figure 2).

Once the level of reliability ( a level) is established

equal to 95%, the software provides a graph in

which the success/failure of the specific test is

represented as a function of dy that, as previously

mentioned, is evidently related to the system

accuracy, and the angular coefficient of the linear data

trend that is related to the drift tendency of the

utilised set-up.

From an overall analysis of the diagram provided by

the simulation software for the above mentioned tests

in the case of monotonous drift, it is possible to

observe that, as expected, the increase in noise

amplitude determines an increase in test unreliability.

Furthermore, three main zones have been outlined

(Figures 3 and 4): (a) a success zone, where the test

gives a reliable response, (b) a failure zone, inside

which the test is completely unreliable, and (c) an

uncertainty zone, i.e. a data set with unstable results.

In particular, it is possible to observe that the zone of

unreliability increases with a direct dependency on the

data dispersion level.

The identification of limit lines for test reliability

allows one to determine the angular coefficient of the

minimal noticeable drift once the value of a*,, for the

collected data set is calculated. Furthermore, diagrams

also show that in case of monotonous drift RAT results

more efficient than RT.

Consequently, once the experimentalist determines the

aZy, the minimal angular coefficient can be estimated,

i.e. the instrumentation drift, by each of the mentioned

tests.

Application t o Experimental Data and

Discussion

In order to validate the results provided by the

examined drift test analysis, the application to those

data sets previously acquired during pulmonary

ventilator parameter drift analysis [7] was decided.

The measured fundamental parameters (tidal volume,

airway pressure, percentage of oxygen, etc.) were

acquired for a twenty days time period by connecting

a ventilator to a patient simulator, the physical

characteristics of which were assumed constant as a

function of time. Mechanical characteristics of patient

simulator are guaranteed by the manufacturer to be

stable over a period of time much longer than 20 days,

0

0 0.1 0.2 0.3 0.4 0.5 0 0.05 0.1 0.15

E Reliabi'

Slope [%]

Slope [YO]

Figure 3: Zones of reliability, unrel i abi l q and uncertainty for

run test as a function of dy, and mi ni mal appreciable drifi

slope with a level equal to 95%

Figure 4: Zones of reliability, unreliability and uncertain?. for

reverse arrangement test as a function of dy and minimal

appreciable dr i p slope with a level equal t o 95%

70 Strain 2001 Vol. 37 No. 2

which is the duration we chose for data acquisition.

The analysis of the obtained results outlined the

presence of a generally noticeable drift in the airway

pressure values. This phenomenon was evident for

peak pressure values (Figure 5) for which an increase

of 18mmH20 appeared during test time length, i.e. the

airway peak pressure increased with a

0.037mmH20/hour slope and both the statistical tests

outlined that tendency. However, with reference to

other pressure values, such as end inspiration (Figure

6) or mean pressures, despite an expected drift

tendency, the applied statistical tests provided

discordant responses. In this particular case, drift

presence, for the same level, emerged by utilising RAT,

while RT excluded it.

The calculation of oZy on the data set relative to end

inspiration pressure provided a value of oZy

=8.51mm2H20. From the examination of Figures 3 and

4 it emerges that the minimal noticeable drift for oZy

=8.51mm2H20 must have an angular coefficient higher

than 0.13% for RAT and higher than 0.42% for RT. As

the parameter was acquired with a 4 samples per hour

frequency the minimal noticeable drift turns out to be

equal to 0.04mmH20/hour, a value that lies out of the

zone of reliability for RT but inside the zone of

reliability for RAT. Thus, only the RAT result has to be

taken into consideration because it is capable of

identifying the system instability.

The magnitude of ventilator parameter variation

outlined by the examined case study does not seem to

be relevant at a first sight comparison with actual

pathophysiological changes in human beings. Besides,

pulmonary ventilators have been taken as a case study

for their supposed stability. In fact, as it is well known,

they are usually very expensive medical devices

specifically devoted to high risk utilisation and, as

expected, their functioning is remarkably stable. As a

Figure 5: Example of raw data acquired from a pulmonary

mechanical ventilator where drifl is present and was

identified by bath the examined statistical tests

consequence, even though drift sometime appears, it is

generally not relevant in adult applications. Anyway,

there are two main aspects that must be taken into

account: first of all the clinical relevance of a ventilator

drift cannot be stated a priori. Furthermore the present

study has been conducted with a view to the real

application of the devices examined at our Children's

Hospital. Small variations in the parameters can be

hazardous due to the mechanical characteristics of

neonatal lungs that strongly depend on age, sex and

physiology of the patient. More specifically, in new

born infants an error of few cmH,O on Peak

Inspiratory Pressure (PIP) can cause barotraumas and

a result definitely dangerous to patient's health.

With reference to the constancy of ventilator settings, it

must be considered that, whereas in an Intensive Care

Unit (ICU) environment, as well as in an operating

theatre, patient condition can change even very

suddenly, in long term treatments, i.e. in case of home

life support or chronic diseases, settings can be left

unchanged for months. Furthermore, this study was

conducted with the main aim of outlining the drift

component which can be attributed just to the

ventilator as a single device in order to evaluate its

reliability of use.

The application of the here reported results can be

eventually useful to CES technicians for the objective

comparison of different ventilator performances or to

check the ageing process of the same ventilator during

maintenance procedures.

Conclusions

To provide acceptance conditions and outline

reliability for some widely used statistical tests that

can be applied to any kind of experimental data where

I g .5 m p - . ..... ,G-i.:kf .....-. .I- -:i-m-+:.-2 .- "' ;::.

.....................

. ... -.. .. a o . * . . . - . . - . .................

.....................................

I ...... " .... -... " " ..". ....

Figure 6: Example of raw data acquired from a pulmonary

mechanical ventilator where drif? was identified by only one

of the examined two statistical tests

Strain 2001 Vol. 37 No. 2 71

a constant output is expected, tests have been carried

out by means of a patient simulator specifically

designed by the manufacturer for ventilator

calibration to guarantee stable "patient" conditions

during device parameter testing. Therefore, the

observed drift amount can be attributed to the

examined ventilator.

The reported analysis allows the determination of

confidence level associated with run test and reverse

arrangement test when they are utilised to evaluate a

monotonous drift in experimental data set. Thus, the

experimentalist can, in an a priori approach, evaluate

the minimum noticeable drift when the overall

accuracy associated with the measurement set-up is

known. The method proposed here was validated with

the experimental data and identified, in an objective

manner, the discordance of the results obtained by

means of the two tests when applied to the same data

set.

References

1. Tobin, MJ ., J ubran, A. and Hinesc, E. Jr. (1994)

Pathophysiology of failure to wean from

mechanical ventilation. Schweiz Med Wochenschr

2. Nava, S. et al. (1994) Survival and prediction of

successful ventilator weaning in COPD patients

requiring mechanical ventilation for more than 21

days. Eur Respir J 7,1645-1652.

3. J ohnson, B. et al. (1985) Pathophysiological

considerations on special modes of ventilation in

severe respiratory distress syndrome. Excerpta

Medica Int. Congr., Rome (Italy), Gasparetto.

4. Calon, B., Clever, B. and Urli, D. (1989) An unusual

failure of the 900C Siemens Servo Ventilator. An. Fr.

Anesthetics, Strasburgh (France).

5. Hartopp, I.K. (1994) Incorrect settings on Manley

ventilators [letter]. Anaesthesia, 49,916-917.

6. ASTM F 1100-90 (1990) Standard Specification for

Ventilators Intended for Use in Critical Care. West

Conshohocken, PA, USA.

7. Branca F.P., Cappa P., Sciuto S.A. and Silvestri S.

(1997) A novel methodology for the experimental

evaluation of pulmonary ventilator performance

drift. JournaZ of Clinical Engineering 22, 163-170.

8. Taylor, J.R. (1982) An introduction to error analysis.

University Science Book, Mill Valley.

9. Draper, N.R. and Smith, H. (1981) Applied

Regression Analysis. J ohn Wiley & Sons, New York.

10. Brownlee, K.A. (1965) Statistical Theory and

Methodology in Science and Engineering. J ohn

124,2139-2145.

Wiley & Sons, New York.

11. Wald, A. and Wolfovitz, J . (1940) On a test whether

two samples are from the same population. Ann of

Math Statist 11, 147-162.

12. Conover, W.J. (1980) Practical Nonparametric

Statistics, Pd ed.. J ohn Wiley & Sons, New York.

13. Blalock, H.M. (1979) Social Statistics, Pd ed..

McGraw-Hill, New York.

14.Stewart, J.Q. and Warntz, W, (1958) Physics of

Population Distribution. Journal of Regional Science

15. Lehmann, E.L. (1975) Non parametrics: statistical

methods based on ranks. Holden Day, San

Francisco.

16. Wayne, D.W. (1978) Applied Nonparametric

Statistics. Houghton Mifflin, Boston, MA, USA.

17.Hollander, M. and Wolfe, D.A. (1973)

Nonparametric Statistical Methods. J ohn Wiley &

Sons, New York.

1,90-123.

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