Wavelet versus detrended fluctuation analysis of multifractal structures

Multifractal analysis of information processing in hippocampal neural ensembles during working memory under Δ⁹-tetrahydrocannabinol administration

BACKGROUND

Multifractal analysis quantifies the time-scale-invariant properties in data by describing the structure of variability over time. By applying this analysis to hippocampal interspike interval sequences recorded during performance of a working memory task, a measure of long-range temporal correlations and multifractal dynamics can reveal single neuron correlates of information processing.

NEW METHOD

Wavelet leaders-based multifractal analysis (WLMA) was applied to hippocampal interspike intervals recorded during a working memory task. WLMA can be used to identify neurons likely to exhibit information processing relevant to operation of brain-computer interfaces and nonlinear neuronal models.

RESULTS

Neurons involved in memory processing ("Functional Cell Types" or FCTs) showed a greater degree of multifractal firing properties than neurons without task-relevant firing characteristics. In addition, previously unidentified FCTs were revealed because multifractal analysis suggested further functional classification. The cannabinoid type-1 receptor (CB1R) partial agonist, tetrahydrocannabinol (THC), selectively reduced multifractal dynamics in FCT neurons compared to non-FCT neurons.

COMPARISON WITH EXISTING METHODS

WLMA is an objective tool for quantifying the memory-correlated complexity represented by FCTs that reveals additional information compared to classification of FCTs using traditional z-scores to identify neuronal correlates of behavioral events.

CONCLUSION

z-Score-based FCT classification provides limited information about the dynamical range of neuronal activity characterized by WLMA. Increased complexity, as measured with multifractal analysis, may be a marker of functional involvement in memory processing. The level of multifractal attributes can be used to differentially emphasize neural signals to improve computational models and algorithms underlying brain-computer interfaces.

Experimental confirmation of long-memory correlations in star-wander data

In this Letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation analysis. This algorithm is able to discriminate the presence of fractal and multifractal structures in recorded time sequences. We have confirmed that turbulence-degraded stellar wavefronts are compatible with a long-memory correlated monofractal process. This experimental result is quite significant for the accurate comprehension and modeling of the atmospheric turbulence effects on the stellar images. It can also be of great utility within the adaptive optics field.

Detrended cross-correlation analysis consistently extended to multifractality

We propose an algorithm, multifractal cross-correlation analysis (MFCCA), which constitutes a consistent extension of the detrended cross-correlation analysis and is able to properly identify and quantify subtle characteristics of multifractal cross-correlations between two time series. Our motivation for introducing this algorithm is that the already existing methods, like multifractal extension, have at best serious limitations for most of the signals describing complex natural processes and often indicate multifractal cross-correlations when there are none. The principal component of the present extension is proper incorporation of the sign of fluctuations to their generalized moments. Furthermore, we present a broad analysis of the model fractal stochastic processes as well as of the real-world signals and show that MFCCA is a robust and selective tool at the same time and therefore allows for a reliable quantification of the cross-correlative structure of analyzed processes. In particular, it allows one to identify the boundaries of the multifractal scaling and to analyze a relation between the generalized Hurst exponent and the multifractal scaling parameter λ(q). This relation provides information about the character of potential multifractality in cross-correlations and thus enables a deeper insight into dynamics of the analyzed processes than allowed by any other related method available so far. By using examples of time series from the stock market, we show that financial fluctuations typically cross-correlate multifractally only for relatively large fluctuations, whereas small fluctuations remain mutually independent even at maximum of such cross-correlations. Finally, we indicate possible utility of MFCCA to study effects of the time-lagged cross-correlations.

Multifractal detrended fluctuation analysis of human EEG: preliminary investigation and comparison with the wavelet transform modulus maxima technique

Recently, many lines of investigation in neuroscience and statistical physics have converged to raise the hypothesis that the underlying pattern of neuronal activation which results in electroencephalography (EEG) signals is nonlinear, with self-affine dynamics, while scalp-recorded EEG signals themselves are nonstationary. Therefore, traditional methods of EEG analysis may miss many properties inherent in such signals. Similarly, fractal analysis of EEG signals has shown scaling behaviors that may not be consistent with pure monofractal processes. In this study, we hypothesized that scalp-recorded human EEG signals may be better modeled as an underlying multifractal process. We utilized the Physionet online database, a publicly available database of human EEG signals as a standardized reference database for this study. Herein, we report the use of multifractal detrended fluctuation analysis on human EEG signals derived from waking and different sleep stages, and show evidence that supports the use of multifractal methods. Next, we compare multifractal detrended fluctuation analysis to a previously published multifractal technique, wavelet transform modulus maxima, using EEG signals from waking and sleep, and demonstrate that multifractal detrended fluctuation analysis has lower indices of variability. Finally, we report a preliminary investigation into the use of multifractal detrended fluctuation analysis as a pattern classification technique on human EEG signals from waking and different sleep stages, and demonstrate its potential utility for automatic classification of different states of consciousness. Therefore, multifractal detrended fluctuation analysis may be a useful pattern classification technique to distinguish among different states of brain function.

Components of multifractality in the central England temperature anomaly series

We study the multifractal nature of the Central England Temperature (CET) anomaly, a time series that spans more than 200 years. The data are analyzed in two ways: as a single set and by using a sliding window of 11 years. In both cases, we quantify the width of the multifractal spectrum as well as its components, which are defined by the deviations from the Gaussian distribution and the dependence between measurements. The results of the first approach show that the key contribution to the multifractal structure comes from the dynamical dependencies, mainly weak ones, followed by a residual contribution of the deviations from the Gaussian. The sliding window approach indicates that the peaks in the evolution of the non-Gaussian contribution occur almost at the same dates associated with climate changes that were determined in previous works using component analysis methods. Moreover, the strong non-Gaussian contribution from the 1960 s onwards is in agreement with global results recently presented.

Performance of multifractal detrended fluctuation analysis on short time series

The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of applicability of the method and the precision of its results as a function of the decreasing length of the series. As an application the series of the daily exchange rate between the U.S. dollar and the euro is studied.

Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series

A nonlinear dynamics approach can be used in order to quantify complexity in written texts. As a first step, a one-dimensional system is examined: two written texts by one author (Lewis Carroll) are considered, together with one translation into an artificial language (i.e., Esperanto) are mapped into time series. Their corresponding shuffled versions are used for obtaining a baseline. Two different one-dimensional time series are used here: one based on word lengths (LTS), the other on word frequencies (FTS). It is shown that the generalized Hurst exponent h(q) and the derived f(α) curves of the original and translated texts show marked differences. The original texts are far from giving a parabolic f(α) function, in contrast to the shuffled texts. Moreover, the Esperanto text has more extreme values. This suggests cascade model-like, with multiscale time-asymmetric features as finally written texts. A discussion of the difference and complementarity of mapping into a LTS or FTS is presented. The FTS f(α) curves are more opened than the LTS ones.

Introduction to multifractal detrended fluctuation analysis in matlab

Fractal structures are found in biomedical time series from a wide range of physiological phenomena. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. The present tutorial is an introduction to multifractal detrended fluctuation analysis (MFDFA) that estimates the multifractal spectrum of biomedical time series. The tutorial presents MFDFA step-by-step in an interactive Matlab session. All Matlab tools needed are available in Introduction to MFDFA folder at the website www.ntnu.edu/inm/geri/software. MFDFA are introduced in Matlab code boxes where the reader can employ pieces of, or the entire MFDFA to example time series. After introducing MFDFA, the tutorial discusses the best practice of MFDFA in biomedical signal processing. The main aim of the tutorial is to give the reader a simple self-sustained guide to the implementation of MFDFA and interpretation of the resulting multifractal spectra.

Self-similarity of higher-order moving averages

In this work, higher-order moving average polynomials are defined by straightforward generalization of the standard moving average. The self-similarity of the polynomials is analyzed for fractional Brownian series and quantified in terms of the Hurst exponent H by using the detrending moving average method. We prove that the exponent H of the fractional Brownian series and of the detrending moving average variance asymptotically agree for the first-order polynomial. Such asymptotic values are compared with the results obtained by the simulations. The higher-order polynomials correspond to trend estimates at shorter time scales as the degree of the polynomial increases. Importantly, the increase of polynomial degree does not require to change the moving average window. Thus trends at different time scales can be obtained on data sets with the same size. These polynomials could be interesting for those applications relying on trend estimates over different time horizons (financial markets) or on filtering at different frequencies (image analysis).

Long-range correlation in cosmic microwave background radiation

We investigate the statistical anisotropy and gaussianity of temperature fluctuations of Cosmic Microwave Background (CMB) radiation data from the Wilkinson Microwave Anisotropy Probe survey, using the Multifractal Detrended Fluctuation Analysis, Rescaled Range, and Scaled Windowed Variance methods. Multifractal Detrended Fluctuation Analysis shows that CMB fluctuations has a long-range correlation function with a multifractal behavior. By comparing the shuffled and surrogate series of CMB data, we conclude that the multifractality nature of the temperature fluctuation of CMB radiation is mainly due to the long-range correlations, and the map is consistent with a gaussian distribution.

Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: comparison study with detrended fluctuation analysis and wavelet leaders

In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time series directly in an amplitude-frequency space. We first show numerically that due to a nonlinear distortion, traditional methods require high-order harmonic components to represent nonlinear processes, except for the Hilbert-based method. This will lead to an artificial energy flux from the low-frequency (large scale) to the high-frequency (small scale) part. Thus the power law, if it exists, is contaminated. We then compare the Hilbert method with structure functions (SF), detrended fluctuation analysis (DFA), and wavelet leader (WL) by analyzing fractional Brownian motion and synthesized multifractal time series. For the former simulation, we find that all methods provide comparable results. For the latter simulation, we perform simulations with an intermittent parameter μ=0.15. We find that the SF underestimates scaling exponent when q>3. The Hilbert method provides a slight underestimation when q>5. However, both DFA and WL overestimate the scaling exponents when q>5. It seems that Hilbert and DFA methods provide better singularity spectra than SF and WL. We finally apply all methods to a passive scalar (temperature) data obtained from a jet experiment with a Taylor's microscale Reynolds number Re(λ)≃250. Due to the presence of strong ramp-cliff structures, the SF fails to detect the power law behavior. For the traditional method, the ramp-cliff structure causes a serious artificial energy flux from the low-frequency (large scale) to the high-frequency (small scale) part. Thus DFA and WL underestimate the scaling exponents. However, the Hilbert method provides scaling exponents ξ(θ)(q) quite close to the one for longitudinal velocity, indicating a less intermittent passive scalar field than what was believed before.

Lévy flights in nonhomogeneous media: distributed-order fractional equation approach

A jumping process, defined in terms of the Lévi distributed jumping size and the Poissonian, position-dependent waiting time with the algebraic jumping rate, is discussed on the assumption that parameters of both distributions are themselves random variables which are determined from given probability distributions. The fractional equation for the distributed Lévy order parameter mu is derived and solved. The solution is of the form of a combination of the Fox functions and simple scaling is lacking. The problem of accelerated diffusion is also discussed. The case of the distributed waiting time parameter theta is similarly solved and the solution offers a possibility to manage processes which are characterized by more general forms of the jumping rate, not only algebraic. Moreover, we mention a possibility that the parameters mu and theta are mutually dependent.