Gait is an essential manifestation of depression. Laboratory gait characteristics have been found to be closely associated with depression. However, the gait characteristics of daily walking in real-world scenarios and their relationships with depression are yet to be fully explored. This study aimed to explore associations between depression symptom severity and daily-life gait characteristics derived from acceleration signals in real-world settings. In this study, we used two ambulatory datasets: a public dataset with 71 elder adults' 3-day acceleration signals collected by a wearable device, and a subset of an EU longitudinal depression study with 215 participants and their phone-collected acceleration signals (average 463 hours per participant). We detected participants' gait cycles and force from acceleration signals and extracted 20 statistics-based daily-life gait features to describe the distribution and variance of gait cadence and force over a long-term period corresponding to the self-reported depression score. The gait cadence of faster steps (75th percentile) over a long-term period has a significant negative association with the depression symptom severity of this period in both datasets. Daily-life gait features could significantly improve the goodness of fit of evaluating depression severity relative to laboratory gait patterns and demographics, which was assessed by likelihood-ratio tests in both datasets. This study indicated that the significant links between daily-life walking characteristics and depression symptom severity could be captured by both wearable devices and mobile phones. The gait cadence of faster steps in daily-life walking has the potential to be a biomarker for evaluating depression severity, which may contribute to clinical tools to remotely monitor mental health in real-world settings.

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