Correlated and uncorrelated regions in heart-rate fluctuations during sleep

Poisson pre-processing of nonstationary photonic signals: Signals with equality between mean and variance

Photonic signals are broadly exploited in communication and sensing and they typically exhibit Poisson-like statistics. In a common scenario where the intensity of the photonic signals is low and one needs to remove a nonstationary trend of the signals for any further analysis, one faces an obstacle: due to the dependence between the mean and variance typical for a Poisson-like process, information about the trend remains in the variance even after the trend has been subtracted, possibly yielding artifactual results in further analyses. Commonly available detrending or normalizing methods cannot cope with this issue. To alleviate this issue we developed a suitable pre-processing method for the signals that originate from a Poisson-like process. In this paper, a Poisson pre-processing method for nonstationary time series with Poisson distribution is developed and tested on computer-generated model data and experimental data of chemiluminescence from human neutrophils and mung seeds. The presented method transforms a nonstationary Poisson signal into a stationary signal with a Poisson distribution while preserving the type of photocount distribution and phase-space structure of the signal. The importance of the suggested pre-processing method is shown in Fano factor and Hurst exponent analysis of both computer-generated model signals and experimental photonic signals. It is demonstrated that our pre-processing method is superior to standard detrending-based methods whenever further signal analysis is sensitive to variance of the signal.

Depression recognition according to heart rate variability using Bayesian Networks

BACKGROUND

Doctors mainly use scale tests and subjective judgment in the clinical diagnosis of depression. Researches have demonstrated that depression is associated with the dysfunction of the autonomic nervous system (ANS), where its modulation can be evaluated by heart rate variability (HRV). Depression patients have lower HRV than healthy subjects. Therefore, HRV may be used to distinguish depression patients from healthy people.

METHODS

HRV signals were collected from 76 female subjects composed of 38 depression patients and 38 healthy people. Time domain, frequency domain, and non-linear features were extracted from the HRV signals of these subjects, who were subjected to the Ewing test as an ANS stimulus. Then, these multiple features were input into Bayesian networks, served as a classifier, to distinguish depression patients from healthy people. Hence, accuracy, sensitivity, and specificity were calculated to evaluate the performance of the classifier.

RESULTS

Recognition results indicate 86.4% accuracy, 89.5% sensitivity, and 84.2% specificity. The individuals subjected to the Ewing test showed better recognition results than those at individual test states (resting state, deep breathing state, Valsalva state, and standing state) of the Ewing test. The root mean square of successive differences (RMSSD) of the HRV exhibits a significant relevance with recognition.

CONCLUSION

Bayesian networks can be applied to the recognition of depression patients from healthy people and the recognition results demonstrate the significant association between depression and HRV. The Ewing test is a good ANS stimulus for acquiring the difference of HRV between depression patients and healthy people to recognize depression. The RMSSD of the HRV is important in recognition and may be a significant index in distinguishing depression patients from healthy people.

Entropy measures, entropy estimators, and their performance in quantifying complex dynamics: Effects of artifacts, nonstationarity, and long-range correlations

Entropy measures are widely applied to quantify the complexity of dynamical systems in diverse fields. However, the practical application of entropy methods is challenging, due to the variety of entropy measures and estimators and the complexity of real-world time series, including nonstationarities and long-range correlations (LRC). We conduct a systematic study on the performance, bias, and limitations of three basic measures (entropy, conditional entropy, information storage) and three traditionally used estimators (linear, kernel, nearest neighbor). We investigate the dependence of entropy measures on estimator- and process-specific parameters, and we show the effects of three types of nonstationarities due to artifacts (trends, spikes, local variance change) in simulations of stochastic autoregressive processes. We also analyze the impact of LRC on the theoretical and estimated values of entropy measures. Finally, we apply entropy methods on heart rate variability data from subjects in different physiological states and clinical conditions. We find that entropy measures can only differentiate changes of specific types in cardiac dynamics and that appropriate preprocessing is vital for correct estimation and interpretation. Demonstrating the limitations of entropy methods and shedding light on how to mitigate bias and provide correct interpretations of results, this work can serve as a comprehensive reference for the application of entropy methods and the evaluation of existing studies.

Effect of Temperature on Heart Rate Variability in Neonatal ICU Patients With Hypoxic-Ischemic Encephalopathy

OBJECTIVE

To determine whether measures of heart rate variability are related to changes in temperature during rewarming after therapeutic hypothermia for hypoxic-ischemic encephalopathy.

DESIGN

Prospective observational study.

SETTING

Level 4 neonatal ICU in a free-standing academic children's hospital.

PATIENTS

Forty-four infants with moderate to severe hypoxic-ischemic encephalopathy treated with therapeutic hypothermia.

INTERVENTIONS

Continuous electrocardiogram data from 2 hours prior to rewarming through 2 hours after completion of rewarming (up to 10 hr) were analyzed.

MEASUREMENTS AND MAIN RESULTS

Median beat-to-beat interval and measures of heart rate variability were quantified including beat-to-beat interval SD, low and high frequency relative spectral power, detrended fluctuation analysis short and long α exponents (αS and αL), and root mean square short and long time scales. The relationships between heart rate variability measures and esophageal/axillary temperatures were evaluated. Heart rate variability measures low frequency, αS, and root mean square short and long time scales were negatively associated, whereas αL was positively associated, with temperature (p < 0.01). These findings signify an overall decrease in heart rate variability as temperature increased toward normothermia.

CONCLUSIONS

Measures of heart rate variability are temperature dependent in the range of therapeutic hypothermia to normothermia. Core body temperature needs to be considered when evaluating heart rate variability metrics as potential physiologic biomarkers of illness severity in hypoxic-ischemic encephalopathy infants undergoing therapeutic hypothermia.

REM sleep estimation based on autonomic dynamics using R-R intervals

OBJECTIVE

We developed an automatic algorithm to determine rapid eye movement (REM) sleep on the basis of the autonomic activities reflected in heart rate variations.

APPROACH

The heart rate variability (HRV) parameters were calculated using the R-R intervals from an electrocardiogram (ECG). A major autonomic variation associated with the sleep cycle was extracted from a combination of the obtained parameters. REM sleep was determined with an adaptive threshold applied to the acquired feature. The algorithm was optimized with the data from 26 healthy subjects and obstructive sleep apnea (OSA) patients and was validated with data from a separate group of 25 healthy and OSA subjects.

MAIN RESULTS

According to an epoch-by-epoch (30 s) analysis, the average of Cohen's kappa and the accuracy were respectively 0.63 and 87% for the training set and 0.61 and 87% for the validation set. In addition, the REM sleep-related information extracted from the results of the proposed method revealed a significant correlation with those from polysomnography (PSG).

SIGNIFICANCE

The current algorithm only using R-R intervals can be applied to mobile and wearable devices that acquire heart-rate-related signals; therefore, it is appropriate for sleep monitoring in the home and ambulatory environments. Further, long-term sleep monitoring could provide useful information to clinicians and patients for the diagnosis and treatments of sleep-related disorders and individual health care.

Complexity Variability Assessment of Nonlinear Time-Varying Cardiovascular Control

The application of complex systems theory to physiology and medicine has provided meaningful information about the nonlinear aspects underlying the dynamics of a wide range of biological processes and their disease-related aberrations. However, no studies have investigated whether meaningful information can be extracted by quantifying second-order moments of time-varying cardiovascular complexity. To this extent, we introduce a novel mathematical framework termed complexity variability, in which the variance of instantaneous Lyapunov spectra estimated over time serves as a reference quantifier. We apply the proposed methodology to four exemplary studies involving disorders which stem from cardiology, neurology and psychiatry: Congestive Heart Failure (CHF), Major Depression Disorder (MDD), Parkinson's Disease (PD), and Post-Traumatic Stress Disorder (PTSD) patients with insomnia under a yoga training regime. We show that complexity assessments derived from simple time-averaging are not able to discern pathology-related changes in autonomic control, and we demonstrate that between-group differences in measures of complexity variability are consistent across pathologies. Pathological states such as CHF, MDD, and PD are associated with an increased complexity variability when compared to healthy controls, whereas wellbeing derived from yoga in PTSD is associated with lower time-variance of complexity.

Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity

The stationary/nonstationary regimes of time series generated by the discrete version of the Ornstein-Uhlenbeck equation are studied by using the detrended fluctuation analysis. Our findings point out to the prevalence of the drift parameter in determining the crossover time between the nonstationary and stationary regimes. The fluctuation functions coincide in the nonstationary regime for a constant diffusion parameter, and in the stationary regime for a constant ratio between the drift and diffusion stochastic forces. In the generalized Ornstein-Uhlenbeck equations, the Hurst exponent H influences the crossover time that increases with the decrease of H.

Sleep Assessment in Large Cohort Studies with High-Resolution Accelerometers

Accelerometry can be a practical replacement for polysomnography in large observational studies. This review discusses the need for sleep characterization in large observational studies, exemplified by the practices of the ongoing German National Cohort study. After brief descriptions of the physical principles and state-of-the-art accelerometer devices and an overview of public data analysis algorithms for sleep-wake differentiation, we demonstrate that the spectral properties of acceleration data provide additional features that can be exploited. This leads to a periodogram-based sleep detection algorithm. Finally, we address issues of data handling and quality assurance in large cohort studies.

Modulations of Heart Rate, ECG, and Cardio-Respiratory Coupling Observed in Polysomnography

The cardiac component of cardio-respiratory polysomnography is covered by ECG and heart rate recordings. However, their evaluation is often underrepresented in summarizing reports. As complements to EEG, EOG, and EMG, these signals provide diagnostic information for autonomic nervous activity during sleep. This review presents major methodological developments in sleep research regarding heart rate, ECG, and cardio-respiratory couplings in a chronological (historical) sequence. It presents physiological and pathophysiological insights related to sleep medicine obtained by new technical developments. Recorded nocturnal ECG facilitates conventional heart rate variability (HRV) analysis, studies of cyclical variations of heart rate, and analysis of ECG waveform. In healthy adults, the autonomous nervous system is regulated in totally different ways during wakefulness, slow-wave sleep, and REM sleep. Analysis of beat-to-beat heart-rate variations with statistical methods enables us to estimate sleep stages based on the differences in autonomic nervous system regulation. Furthermore, up to some degree, it is possible to track transitions from wakefulness to sleep by analysis of heart-rate variations. ECG and heart rate analysis allow assessment of selected sleep disorders as well. Sleep disordered breathing can be detected reliably by studying cyclical variation of heart rate combined with respiration-modulated changes in ECG morphology (amplitude of R wave and T wave).

Delay-correlation landscape reveals characteristic time delays of brain rhythms and heart interactions

Within the framework of 'Network Physiology', we ask a fundamental question of how modulations in cardiac dynamics emerge from networked brain-heart interactions. We propose a generalized time-delay approach to identify and quantify dynamical interactions between physiologically relevant brain rhythms and the heart rate. We perform empirical analysis of synchronized continuous EEG and ECG recordings from 34 healthy subjects during night-time sleep. For each pair of brain rhythm and heart interaction, we construct a delay-correlation landscape (DCL) that characterizes how individual brain rhythms are coupled to the heart rate, and how modulations in brain and cardiac dynamics are coordinated in time. We uncover characteristic time delays and an ensemble of specific profiles for the probability distribution of time delays that underly brain-heart interactions. These profiles are consistently observed in all subjects, indicating a universal pattern. Tracking the evolution of DCL across different sleep stages, we find that the ensemble of time-delay profiles changes from one physiologic state to another, indicating a strong association with physiologic state and function. The reported observations provide new insights on neurophysiological regulation of cardiac dynamics, with potential for broad clinical applications. The presented approach allows one to simultaneously capture key elements of dynamic interactions, including characteristic time delays and their time evolution, and can be applied to a range of coupled dynamical systems.

Long-Range Correlations of Global Sea Surface Temperature

Scaling behaviors of the global monthly sea surface temperature (SST) derived from 1870–2009 average monthly data sets of Hadley Centre Sea Ice and SST (HadISST) are investigated employing detrended fluctuation analysis (DFA). The global SST fluctuations are found to be strong positively long-range correlated at all pertinent time-intervals. The value of scaling exponent is larger in the tropics than those in the intermediate latitudes of the northern and southern hemispheres. DFA leads to the scaling exponent α = 0.87 over the globe (60°S~60°N), northern hemisphere (0°N~60°N), and southern hemisphere (0°S~60°S), α = 0.84 over the intermediate latitude of southern hemisphere (30°S~60°S), α = 0.81 over the intermediate latitude of northern hemisphere (30°N~60°N) and α = 0.90 over the tropics 30°S~30°N [fluctuation F(s) ~ s^α], which the fluctuations of monthly SST anomaly display long-term correlated behaviors. Furthermore, the larger the standard deviation is, the smaller long-range correlations (LRCs) of SST in the corresponding regions, especially in three distinct upwelling areas. After the standard deviation is taken into account, an index χ = α * σ is introduced to obtain the spatial distributions of χ. There exists an obvious change of global SST in central east and northern Pacific and the northwest Atlantic. This may be as a clue on predictability of climate and ocean variabilities.

Model selection for identifying power-law scaling

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to quantify power-law scaling but to test it against alternatives using (Bayesian) model comparison. Our algorithm builds on the well-established detrended fluctuation analysis (DFA). After removing trends of a signal, we determine its mean squared fluctuations in consecutive intervals. In contrast to DFA we use the values per interval to approximate the distribution of these mean squared fluctuations. This allows for estimating the corresponding log-likelihood as a function of interval size without presuming the fluctuations to be normally distributed, as is the case in conventional DFA. We demonstrate the validity and robustness of our algorithm using a variety of simulated signals, ranging from scale-free fluctuations with known Hurst exponents, via more conventional dynamical systems resembling exponentially correlated fluctuations, to a toy model of neural mass activity. We also illustrate its use for encephalographic signals. We further discuss confounding factors like the finite signal size. Our model comparison provides a proper means to identify power-law scaling including the range over which it is present.

Model of human cardiovascular system with a loop of autonomic regulation of the mean arterial pressure

A model of human cardiovascular system is proposed which describes the main heart rhythm, the regulation of heart function and blood vessels by the autonomic nervous system, baroreflex, and the formation of arterial blood pressure. The model takes into account the impact of respiration on these processes. It is shown that taking into account nonlinearity and introducing the autonomous loop of mean arterial blood pressure in the form of self-oscillating time-delay system allow to obtain the model signals whose statistical and spectral characteristics are qualitatively and quantitatively similar to those for experimental signals. The proposed model demonstrates the phenomenon of synchronization of mean arterial pressure regulatory system by the signal of respiration with the basic period close to 10 seconds, which is observed in the physiological experiments.

Assessing interactions among multiple physiological systems during walking outside a laboratory: An Android based gait monitor

Gait function is traditionally assessed using well-lit, unobstructed walkways with minimal distractions. In patients with subclinical physiological abnormalities, these conditions may not provide enough stress on their ability to adapt to walking. The introduction of challenging walking conditions in gait can induce responses in physiological systems in addition to the locomotor system. There is a need for a device that is capable of monitoring multiple physiological systems in various walking conditions. To address this need, an Android-based gait-monitoring device was developed that enabled the recording of a patient's physiological systems during walking. The gait-monitoring device was tested during self-regulated overground walking sessions of fifteen healthy subjects that included 6 females and 9 males aged 18-35 years. The gait-monitoring device measures the patient's stride interval, acceleration, electrocardiogram, skin conductance and respiratory rate. The data is stored on an Android phone and is analyzed offline through the extraction of features in the time, frequency and time-frequency domains. The analysis of the data depicted multisystem physiological interactions during overground walking in healthy subjects. These interactions included locomotion-electrodermal, locomotion-respiratory and cardiolocomotion couplings. The current results depicting strong interactions between the locomotion system and the other considered systems (i.e., electrodermal, respiratory and cardiovascular systems) warrant further investigation into multisystem interactions during walking, particularly in challenging walking conditions with older adults.

Network Physiology: How Organ Systems Dynamically Interact

We systematically study how diverse physiologic systems in the human organism dynamically interact and collectively behave to produce distinct physiologic states and functions. This is a fundamental question in the new interdisciplinary field of Network Physiology, and has not been previously explored. Introducing the novel concept of Time Delay Stability (TDS), we develop a computational approach to identify and quantify networks of physiologic interactions from long-term continuous, multi-channel physiological recordings. We also develop a physiologically-motivated visualization framework to map networks of dynamical organ interactions to graphical objects encoded with information about the coupling strength of network links quantified using the TDS measure. Applying a system-wide integrative approach, we identify distinct patterns in the network structure of organ interactions, as well as the frequency bands through which these interactions are mediated. We establish first maps representing physiologic organ network interactions and discover basic rules underlying the complex hierarchical reorganization in physiologic networks with transitions across physiologic states. Our findings demonstrate a direct association between network topology and physiologic function, and provide new insights into understanding how health and distinct physiologic states emerge from networked interactions among nonlinear multi-component complex systems. The presented here investigations are initial steps in building a first atlas of dynamic interactions among organ systems.

Estimating sleep disordered breathing based on heart rate analysis

Heart rate variability and the analysis of the ECG with ECG derived respiration has been used to diagnose sleep disordered breathing. Recently it was possible to distinguish obstructive sleep apnea and central sleep apnea. This can be achieved by analyzing both, heart rate variability and the more mechanically induced ECG derived respiration in parallel. In addition the analysis of cardiopulmonary coupling facilitates to predict the personal risk factor for cardiovascular disorders. The analysis of heart rate, ECG and respiration goes beyond this analysis. Some studies indicate that it is possible to derive sleep stages from these signals. In order to derive sleep stages a more complex analysis of the signals is applied taking into account non-linear properties by using methods of statistical physics. To extract coupling information supports the distinction between sleep stages. Results are reported in this review.

AD, Costa FSM, Bianchi AM. Are Complexity Metrics Reliable in Assessing HRV Control in Obese Patients During Sleep?

Obesity is associated with cardiovascular mortality. Linear methods, including time domain and frequency domain analysis, are normally applied on the heart rate variability (HRV) signal to investigate autonomic cardiovascular control, whose imbalance might promote cardiovascular disease in these patients. However, given the cardiac activity non-linearities, non-linear methods might provide better insight. HRV complexity was hereby analyzed during wakefulness and different sleep stages in healthy and obese subjects. Given the short duration of each sleep stage, complexity measures, normally extracted from long-period signals, needed be calculated on short-term signals. Sample entropy, Lempel-Ziv complexity and detrended fluctuation analysis were evaluated and results showed no significant differences among the values calculated over ten-minute signals and longer durations, confirming the reliability of such analysis when performed on short-term signals. Complexity parameters were extracted from ten-minute signal portions selected during wakefulness and different sleep stages on HRV signals obtained from eighteen obese patients and twenty controls. The obese group presented significantly reduced complexity during light and deep sleep, suggesting a deficiency in the control mechanisms integration during these sleep stages. To our knowledge, this study reports for the first time on how the HRV complexity changes in obesity during wakefulness and sleep. Further investigation is needed to quantify altered HRV impact on cardiovascular mortality in obesity.

Automatic detection of sleep apnea based on EEG detrended fluctuation analysis and support vector machine

Sleep apnea syndrome (SAS) is prevalent in individuals and recently, there are many studies focus on using simple and efficient methods for SAS detection instead of polysomnography. However, not much work has been done on using nonlinear behavior of the electroencephalogram (EEG) signals. The purpose of this study is to find a novel and simpler method for detecting apnea patients and to quantify nonlinear characteristics of the sleep apnea. 30 min EEG scaling exponents that quantify power-law correlations were computed using detrended fluctuation analysis (DFA) and compared between six SAS and six healthy subjects during sleep. The mean scaling exponents were calculated every 30 s and 360 control values and 360 apnea values were obtained. These values were compared between the two groups and support vector machine (SVM) was used to classify apnea patients. Significant difference was found between EEG scaling exponents of the two groups (p < 0.001). SVM was used and obtained high and consistent recognition rate: average classification accuracy reached 95.1% corresponding to the sensitivity 93.2% and specificity 98.6%. DFA of EEG is an efficient and practicable method and is helpful clinically in diagnosis of sleep apnea.

Detrended fluctuation analysis as a regression framework: estimating dependence at different scales

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and under potential nonstationarity and power-law correlations. The former feature allows for distinguishing between effects for a pair of variables from different temporal perspectives. The latter ones make the method a significant improvement over the standard least squares estimation. Theoretical claims are supported by Monte Carlo simulations. The method is then applied on selected examples from physics, finance, environmental science, and epidemiology. For most of the studied cases, the relationship between variables of interest varies strongly across scales.

Heart rate detrended fluctuation indexes as estimate of obstructive sleep apnea severity

In the present study, we aimed at investigating a heart rate variability (HRV) biomarker that could be associated with the severity of the apnea-hypopnea index (AHI), which could be used for an early diagnosis of obstructive sleep apnea (OSA). This was a cross-sectional observational study on 47 patients (age 36 ± 9.2 standard deviation) diagnosed with mild (23.4%), moderate (34%), or severe (42.6%) OSA. HRV was studied by linear measures of fast Fourier transform, nonlinear Poincaré analysis, and detrended fluctuation analysis (DFA)—DFA α1 characterizes short-term fluctuations, DFA α2 characterizes long-term fluctuations. Associations between polysomnography indexes (AHI, arousal index [AI], and oxygen desaturation index [ODI]) and HRV indexes were studied. Patients with different grades of AHI had similar sympathovagal balance levels as indicated by the frequency-domain and Poincaré HRV indexes. The DFA α2 index was significantly positive correlated with AHI, AI, and ODI (Pearson r: 0.55, 0.59, and 0.59, respectively, with P < 0.0001). The ROC analysis revealed that DFA α2 index predicted moderate and severe OSA with a sensitivity/specificity/area under the curve of 0.86/0.64/0.8 (P = 0.005) and 0.6/0.89/0.76 (P = 0.003), respectively. Our data indicate that the DFA α2 index may be used as a reliable index for the detection of OSA severity.

Chaotic behavior of light-assisted physical aging in arsenoselenide glasses

The theory of strange attractors is shown to be adequately applicable for analyzing the kinetics of light-assisted physical aging revealed in structural relaxation of Se-rich As-Se glasses below glass transition. Kinetics of enthalpy losses is used to determine the phase space reconstruction parameters. Observed chaotic behaviour (involving chaos and fractal consideration such as detrended fluctuation analysis, attractor identification using phase space representation, delay coordinates, mutual information, false nearest neighbours, etc.) reconstructed via the TISEAN program package is treated within a microstructure model describing multistage aging behaviour in arsenoselenide glasses. This simulation testifies that photoexposure acts as an initiating factor only at the beginning stage of physical aging, thus facilitating further atomic shrinkage of a glassy backbone.

Extracting climate memory using Fractional Integrated Statistical Model: a new perspective on climate prediction

Long term memory (LTM) in climate variability is studied by means of fractional integral techniques. By using a recently developed model, Fractional Integral Statistical Model (FISM), we in this report proposed a new method, with which one can estimate the long-lasting influences of historical climate states on the present time quantitatively, and further extract the influence as climate memory signals. To show the usability of this method, two examples, the Northern Hemisphere monthly Temperature Anomalies (NHTA) and the Pacific Decadal Oscillation index (PDO), are analyzed in this study. We find the climate memory signals indeed can be extracted and the whole variations can be further decomposed into two parts: the cumulative climate memory (CCM) and the weather-scale excitation (WSE). The stronger LTM is, the larger proportion the climate memory signals will account for in the whole variations. With the climate memory signals extracted, one can at least determine on what basis the considered time series will continue to change. Therefore, this report provides a new perspective on climate prediction.

Mouse activity across time scales: fractal scenarios

In this work we devise a classification of mouse activity patterns based on accelerometer data using Detrended Fluctuation Analysis. We use two characteristic mouse behavioural states as benchmarks in this study: waking in free activity and slow-wave sleep (SWS). In both situations we find roughly the same pattern: for short time intervals we observe high correlation in activity - a typical 1/f complex pattern - while for large time intervals there is anti-correlation. High correlation of short intervals ( to : waking state and to : SWS) is related to highly coordinated muscle activity. In the waking state we associate high correlation both to muscle activity and to mouse stereotyped movements (grooming, waking, etc.). On the other side, the observed anti-correlation over large time scales ( to : waking state and to : SWS) during SWS appears related to a feedback autonomic response. The transition from correlated regime at short scales to an anti-correlated regime at large scales during SWS is given by the respiratory cycle interval, while during the waking state this transition occurs at the time scale corresponding to the duration of the stereotyped mouse movements. Furthermore, we find that the waking state is characterized by longer time scales than SWS and by a softer transition from correlation to anti-correlation. Moreover, this soft transition in the waking state encompass a behavioural time scale window that gives rise to a multifractal pattern. We believe that the observed multifractality in mouse activity is formed by the integration of several stereotyped movements each one with a characteristic time correlation. Finally, we compare scaling properties of body acceleration fluctuation time series during sleep and wake periods for healthy mice. Interestingly, differences between sleep and wake in the scaling exponents are comparable to previous works regarding human heartbeat. Complementarily, the nature of these sleep-wake dynamics could lead to a better understanding of neuroautonomic regulation mechanisms.

On the increase of the "non-uniform" scaling of the magnetic field variations before the M(w)9.0 earthquake in Japan in 2011

By applying Detrended Fluctuation Analysis (DFA) to the time series of the geomagnetic data recorded at three measuring stations in Japan, Rong et al. in 2012 recently reported that anomalous magnetic field variations were identified well before the occurrence of the disastrous Tohoku Mw9.0 earthquake that occurred on 11 March 2011 in Japan exhibiting increased "non-uniform" scaling behavior. Here, we provide an explanation for the appearance of this increase of "non-uniform" scaling on the following grounds: These magnetic field variations are the ones that accompany the electric field variations termed Seismic Electric Signals (SES) activity which have been repeatedly reported that precede major earthquakes. DFA as well as multifractal DFA reveal that the latter electric field variations exhibit scaling behavior as shown by analyzing SES activities observed before major earthquakes in Greece. Hence, when these variations are superimposed on a background of pseudosinusoidal trend, their long range correlation properties-quantified by DFA-are affected resulting in an increase of the "non-uniform" scaling behavior. The same is expected to hold for the former magnetic field variations. This explanation is strengthened by recent findings showing that the fluctuations of the order parameter of seismicity exhibited an unprecedented minimum almost two months before the Tohoku earthquake occurrence which is characteristic for an almost simultaneous emission of Seismic Electric Signals activity.

Multifractal detrended fluctuation analysis of human gait diseases

In this paper multifractal detrended fluctuation analysis (MFDFA) is used to study the human gait time series for normal and diseased sets. It is observed that long range correlation is primarily responsible for the origin of multifractality. The study reveals that the degree of multifractality is more for normal set compared to diseased set. However, the method fails to distinguish between the two diseased sets.

Automatic sleep staging using empirical mode decomposition, discrete wavelet transform, time-domain, and nonlinear dynamics features of heart rate variability signals

The conventional method for sleep staging is to analyze polysomnograms (PSGs) recorded in a sleep lab. The electroencephalogram (EEG) is one of the most important signals in PSGs but recording and analysis of this signal presents a number of technical challenges, especially at home. Instead, electrocardiograms (ECGs) are much easier to record and may offer an attractive alternative for home sleep monitoring. The heart rate variability (HRV) signal proves suitable for automatic sleep staging. Thirty PSGs from the Sleep Heart Health Study (SHHS) database were used. Three feature sets were extracted from 5- and 0.5-min HRV segments: time-domain features, nonlinear-dynamics features and time-frequency features. The latter was achieved by using empirical mode decomposition (EMD) and discrete wavelet transform (DWT) methods. Normalized energies in important frequency bands of HRV signals were computed using time-frequency methods. ANOVA and t-test were used for statistical evaluations. Automatic sleep staging was based on HRV signal features. The ANOVA followed by a post hoc Bonferroni was used for individual feature assessment. Most features were beneficial for sleep staging. A t-test was used to compare the means of extracted features in 5- and 0.5-min HRV segments. The results showed that the extracted features means were statistically similar for a small number of features. A separability measure showed that time-frequency features, especially EMD features, had larger separation than others. There was not a sizable difference in separability of linear features between 5- and 0.5-min HRV segments but separability of nonlinear features, especially EMD features, decreased in 0.5-min HRV segments. HRV signal features were classified by linear discriminant (LD) and quadratic discriminant (QD) methods. Classification results based on features from 5-min segments surpassed those obtained from 0.5-min segments. The best result was obtained from features using 5-min HRV segments classified by the LD classifier. A combination of linear/nonlinear features from HRV signals is effective in automatic sleep staging. Moreover, time-frequency features are more informative than others. In addition, a separability measure and classification results showed that HRV signal features, especially nonlinear features, extracted from 5-min segments are more discriminative than those from 0.5-min segments in automatic sleep staging.

Scaling range of power laws that originate from fluctuation analysis

We extend our previous study of scaling range properties performed for detrended fluctuation analysis (DFA) [Physica A 392, 2384 (2013)] to other techniques of fluctuation analysis (FA). The new technique, called modified detrended moving average analysis (MDMA), is introduced, and its scaling range properties are examined and compared with those of detrended moving average analysis (DMA) and DFA. It is shown that contrary to DFA, DMA and MDMA techniques exhibit power law dependence of the scaling range with respect to the length of the searched signal and with respect to the accuracy R^{2} of the fit to the considered scaling law imposed by DMA or MDMA methods. This power law dependence is satisfied for both uncorrelated and autocorrelated data. We find also a simple generalization of this power law relation for series with a different level of autocorrelations measured in terms of the Hurst exponent. Basic relations between scaling ranges for different techniques are also discussed. Our findings should be particularly useful for local FA in, e.g., econophysics, finances, or physiology, where the huge number of short time series has to be examined at once and wherever the preliminary check of the scaling range regime for each of the series separately is neither effective nor possible.

The role of the circadian system in fractal neurophysiological control

Many neurophysiological variables such as heart rate, motor activity, and neural activity are known to exhibit intrinsic fractal fluctuations - similar temporal fluctuation patterns at different time scales. These fractal patterns contain information about health, as many pathological conditions are accompanied by their alteration or absence. In physical systems, such fluctuations are characteristic of critical states on the border between randomness and order, frequently arising from nonlinear feedback interactions between mechanisms operating on multiple scales. Thus, the existence of fractal fluctuations in physiology challenges traditional conceptions of health and disease, suggesting that high levels of integrity and adaptability are marked by complex variability, not constancy, and are properties of a neurophysiological network, not individual components. Despite the subject's theoretical and clinical interest, the neurophysiological mechanisms underlying fractal regulation remain largely unknown. The recent discovery that the circadian pacemaker (suprachiasmatic nucleus) plays a crucial role in generating fractal patterns in motor activity and heart rate sheds an entirely new light on both fractal control networks and the function of this master circadian clock, and builds a bridge between the fields of circadian biology and fractal physiology. In this review, we sketch the emerging picture of the developing interdisciplinary field of fractal neurophysiology by examining the circadian system's role in fractal regulation.

Microstructure identification via detrended fluctuation analysis of ultrasound signals

We describe an algorithm for simulating ultrasound propagation in random one-dimensional media, mimicking different microstructures by choosing physical properties such as domain sizes and mass densities from probability distributions. By combining a detrended fluctuation analysis (DFA) of the simulated ultrasound signals with tools from the pattern-recognition literature, we build a Gaussian classifier which is able to associate each ultrasound signal with its corresponding microstructure with a very high success rate. Furthermore, we also show that DFA data can be used to train a multilayer perceptron which estimates numerical values of physical properties associated with distinct microstructures.

Evaluation of scale invariance in physiological signals by means of balanced estimation of diffusion entropy

By means of the concept of the balanced estimation of diffusion entropy, we evaluate the reliable scale invariance embedded in different sleep stages and stride records. Segments corresponding to waking, light sleep, rapid eye movement (REM) sleep, and deep sleep stages are extracted from long-term electroencephalogram signals. For each stage the scaling exponent value is distributed over a considerably wide range, which tell us that the scaling behavior is subject and sleep cycle dependent. The average of the scaling exponent values for waking segments is almost the same as that for REM segments (∼0.8). The waking and REM stages have a significantly higher value of the average scaling exponent than that for light sleep stages (∼0.7). For the stride series, the original diffusion entropy (DE) and the balanced estimation of diffusion entropy (BEDE) give almost the same results for detrended series. The evolutions of local scaling invariance show that the physiological states change abruptly, although in the experiments great efforts have been made to keep conditions unchanged. The global behavior of a single physiological signal may lose rich information on physiological states. Methodologically, the BEDE can evaluate with considerable precision the scale invariance in very short time series (∼10^{2}), while the original DE method sometimes may underestimate scale-invariance exponents or even fail in detecting scale-invariant behavior. The BEDE method is sensitive to trends in time series. The existence of trends may lead to an unreasonably high value of the scaling exponent and consequent mistaken conclusions.

Communication activity in a social network: relation between long-term correlations and inter-event clustering

Human communication in social networks is dominated by emergent statistical laws such as non-trivial correlations and temporal clustering. Recently, we found long-term correlations in the user's activity in social communities. Here, we extend this work to study the collective behavior of the whole community with the goal of understanding the origin of clustering and long-term persistence. At the individual level, we find that the correlations in activity are a byproduct of the clustering expressed in the power-law distribution of inter-event times of single users, i.e. short periods of many events are separated by long periods of no events. On the contrary, the activity of the whole community presents long-term correlations that are a true emergent property of the system, i.e. they are not related to the distribution of inter-event times. This result suggests the existence of collective behavior, possibly arising from nontrivial communication patterns through the embedding social network.

Phase transitions in physiologic coupling

Integrated physiological systems, such as the cardiac and the respiratory system, exhibit complex dynamics that are further influenced by intrinsic feedback mechanisms controlling their interaction. To probe how the cardiac and the respiratory system adjust their rhythms, despite continuous fluctuations in their dynamics, we study the phase synchronization of heartbeat intervals and respiratory cycles. The nature of this interaction, its physiological and clinical relevance, and its relation to mechanisms of neural control is not well understood. We investigate whether and how cardiorespiratory phase synchronization (CRPS) responds to changes in physiological states and conditions. We find that the degree of CRPS in healthy subjects dramatically changes with sleep-stage transitions and exhibits a pronounced stratification pattern with a 400% increase from rapid eye movement sleep and wake, to light and deep sleep, indicating that sympatho-vagal balance strongly influences CRPS. For elderly subjects, we find that the overall degree of CRPS is reduced by approximately 40%, which has important clinical implications. However, the sleep-stage stratification pattern we uncover in CRPS does not break down with advanced age, and surprisingly, remains stable across subjects. Our results show that the difference in CRPS between sleep stages exceeds the difference between young and elderly, suggesting that sleep regulation has a significantly stronger effect on cardiorespiratory coupling than healthy aging. We demonstrate that CRPS and the traditionally studied respiratory sinus arrhythmia represent different aspects of the cardiorespiratory interaction, and that key physiologic variables, related to regulatory mechanisms of the cardiac and respiratory systems, which influence respiratory sinus arrhythmia, do not affect CRPS.

Network physiology reveals relations between network topology and physiological function

The human organism is an integrated network where complex physiological systems, each with its own regulatory mechanisms, continuously interact, and where failure of one system can trigger a breakdown of the entire network. Identifying and quantifying dynamical networks of diverse systems with different types of interactions is a challenge. Here we develop a framework to probe interactions among diverse systems, and we identify a physiological network. We find that each physiological state is characterized by a specific network structure, demonstrating a robust interplay between network topology and function. Across physiological states, the network undergoes topological transitions associated with fast reorganization of physiological interactions on time scales of a few minutes, indicating high network flexibility in response to perturbations. The proposed system-wide integrative approach may facilitate the development of a new field, Network Physiology.

Integrated central-autonomic multifractal complexity in the heart rate variability of healthy humans

PURPOSE OF STUDY

The aim of this study was to characterize the central-autonomic interaction underlying the multifractality in heart rate variability (HRV) of healthy humans.

MATERIALS AND METHODS

Eleven young healthy subjects participated in two separate ~40 min experimental sessions, one in supine (SUP) and one in, head-up-tilt (HUT), upright (UPR) body positions. Surface scalp electroencephalography (EEG) and electrocardiogram (ECG) were collected and fractal correlation of brain and heart rate data was analyzed based on the idea of relative multifractality. The fractal correlation was further examined with the EEG, HRV spectral measures using linear regression of two variables and principal component analysis (PCA) to find clues for the physiological processing underlying the central influence in fractal HRV.

RESULTS

We report evidence of a central-autonomic fractal correlation (CAFC) where the HRV multifractal complexity varies significantly with the fractal correlation between the heart rate and brain data (P = 0.003). The linear regression shows significant correlation between CAFC measure and EEG Beta band spectral component (P = 0.01 for SUP and P = 0.002 for UPR positions). There is significant correlation between CAFC measure and HRV LF component in the SUP position (P = 0.04), whereas the correlation with the HRV HF component approaches significance (P = 0.07). The correlation between CAFC measure and HRV spectral measures in the UPR position is weak. The PCA results confirm these findings and further imply multiple physiological processes underlying CAFC, highlighting the importance of the EEG Alpha, Beta band, and the HRV LF, HF spectral measures in the supine position.

DISCUSSION AND CONCLUSION

The findings of this work can be summarized into three points: (i) Similar fractal characteristics exist in the brain and heart rate fluctuation and the change toward stronger fractal correlation implies the change toward more complex HRV multifractality. (ii) CAFC is likely contributed by multiple physiological mechanisms, with its central elements mainly derived from the EEG Alpha, Beta band dynamics. (iii) The CAFC in SUP and UPR positions is qualitatively different, with a more predominant central influence in the fractal HRV of the UPR position.

ECG signal analysis for the assessment of sleep-disordered breathing and sleep pattern

The diagnosis of sleep-disordered breathing (SDB) usually relies on the analysis of complex polysomnographic measurements performed in specialized sleep centers. Automatic signal analysis is a promising approach to reduce the diagnostic effort. This paper addresses SDB and sleep assessment solely based on the analysis of a single-channel ECG recorded overnight by a set of signal analysis modules. The methodology of QRS detection, SDB analysis, calculation of ECG-derived respiration curves, and estimation of a sleep pattern is described in detail. SDB analysis detects specific cyclical variations of the heart rate by correlation analysis of a signal pattern and the heart rate curve. It was tested with 35 SDB-annotated ECGs from the Apnea-ECG Database, and achieved a diagnostic accuracy of 80.5%. To estimate sleep pattern, spectral parameters of the heart rate are used as stage classifiers. The reliability of the algorithm was tested with 18 ECGs extracted from visually scored polysomnographies of the SIESTA database; 57.7% of all 30 s epochs were correctly assigned by the algorithm. Although promising, these results underline the need for further testing in larger patient groups with different underlying diseases.

Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals

We investigate how various coarse-graining (signal quantization) methods affect the scaling properties of long-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse-graining in the magnitude of a signal, we consider (i) the Floor, (ii) the Symmetry and (iii) the Centro-Symmetry coarse-graining methods. We find that for anti-correlated signals coarse-graining in the magnitude leads to a crossover to random behavior at large scales, and that with increasing the width of the coarse-graining partition interval Δ, this crossover moves to intermediate and small scales. In contrast, the scaling of positively correlated signals is less affected by the coarse-graining, with no observable changes when Δ < 1, while for Δ > 1 a crossover appears at small scales and moves to intermediate and large scales with increasing Δ. For very rough coarse-graining (Δ > 3) based on the Floor and Symmetry methods, the position of the crossover stabilizes, in contrast to the Centro-Symmetry method where the crossover continuously moves across scales and leads to a random behavior at all scales; thus indicating a much stronger effect of the Centro-Symmetry compared to the Floor and the Symmetry method. For coarse-graining in time, where data points are averaged in non-overlapping time windows, we find that the scaling for both anti-correlated and positively correlated signals is practically preserved. The results of our simulations are useful for the correct interpretation of the correlation and scaling properties of symbolic sequences.

The nature and perception of fluctuations in human musical rhythms

Although human musical performances represent one of the most valuable achievements of mankind, the best musicians perform imperfectly. Musical rhythms are not entirely accurate and thus inevitably deviate from the ideal beat pattern. Nevertheless, computer generated perfect beat patterns are frequently devalued by listeners due to a perceived lack of human touch. Professional audio editing software therefore offers a humanizing feature which artificially generates rhythmic fluctuations. However, the built-in humanizing units are essentially random number generators producing only simple uncorrelated fluctuations. Here, for the first time, we establish long-range fluctuations as an inevitable natural companion of both simple and complex human rhythmic performances. Moreover, we demonstrate that listeners strongly prefer long-range correlated fluctuations in musical rhythms. Thus, the favorable fluctuation type for humanizing interbeat intervals coincides with the one generically inherent in human musical performances.

Financial factor influence on scaling and memory of trading volume in stock market

We study the daily trading volume volatility of 17,197 stocks in the US stock markets during the period 1989-2008 and analyze the time return intervals τ between volume volatilities above a given threshold q. For different thresholds q, the probability density function P(q)(τ) scales with mean interval 〈τ〉 as P(q)(τ)=〈τ〉(-1)f(τ/〈τ〉), and the tails of the scaling function can be well approximated by a power law f(x)∼x(-γ). We also study the relation between the form of the distribution function P(q)(τ) and several financial factors: stock lifetime, market capitalization, volume, and trading value. We find a systematic tendency of P(q)(τ) associated with these factors, suggesting a multiscaling feature in the volume return intervals. We analyze the conditional probability P(q)(τ|τ(0)) for τ following a certain interval τ(0), and find that P(q)(τ|τ(0)) depends on τ(0) such that immediately following a short (long) return interval a second short (long) return interval tends to occur. We also find indications that there is a long-term correlation in the daily volume volatility. We compare our results to those found earlier for price volatility.

Distribution of natural trends in long-term correlated records: a scaling approach

We estimate the exceedance probability W(x,α;L) that, in a long-term correlated Gaussian-distributed (sub) record of length L characterized by a fluctuation exponent α between 0.5 and 1.5, a relative increase Δ/σ(t) of size larger than x occurs, where Δ is the total observed increase measured by linear regression and σ(t) is the standard deviation around the regression line. We consider L between 500 and 2000, which is the typical length scale of monthly local and reconstructed annual global temperature records. We use scaling theory to obtain an analytical expression for W(x,α;L). From this expression, we can determine analytically, for a given confidence probability Q, the boundaries ±x(Q)(α,L) of the confidence interval. In the presence of an external linear trend, the total observed increase is the sum of the natural and the external increase. An observed relative increase Δ/σ(t) is considered unnatural when it is above x(Q)(α,L). In this case, the size of the external relative increase is bounded by Δ/σ(t)±x(Q)(α,L). We apply this approach to various global and local climate data and discuss the different results for the significance of the observed trends.

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.

Distribution of first-return times in correlated stationary signals

We present an analytical expression for the first return time (FRT) probability density function of a stationary correlated signal. Precisely, we start by considering a stationary discrete-time Ornstein-Uhlenbeck (OU) process with exponential decaying correlation function. The first return time distribution for this process is derived by adopting a well-known formalism typically used in the study of the FRT statistics for nonstationary diffusive processes. Then, by a subordination approach, we treat the case of a stationary process with power-law tail correlation function and diverging correlation time. We numerically test our findings, obtaining in both cases a good agreement with the analytical results. We notice that neither in the standard OU nor in the subordinated case a simple form of waiting time statistics, like stretched-exponential or similar, can be obtained while it is apparent that long time transient may shadow the final asymptotic behavior.

Clustering of ventricular arrhythmic complexes in heart rhythm

We study the statistics of intervals τ between ventricular premature complexes (VPCs) in 24-h electrocardiogram records obtained from PhysioNet data source. We find that the long-term memory inherent in the heartbeat intervals leads to power laws in the probability density function P(τ) between VPCs for τ>6 s. As a consequence, the probability W(t,Δt) that at least one VPC will occur within the next time interval Δt, if the last VPC occurred t time units intervals ago, decays by a power law of t. Based on these results, we suggest a method to obtain a priori information about the occurrence of the next VPC, and how to predict it. We think that usage of this a priori information could be useful for the improvement of the algorithms in healthcare monitoring devices with alarm facilities.

Correlations of physiological activities in nocturnal Cheyne-Stokes respiration

We have conducted a power-spectrum-density (PSD) analysis of the distinct sleep stages of a previously diagnosed nocturnal Cheyne-Stokes respiration patient (NCSR) and studied the correlations of different physiological activities. This is the first study where the correlations were analyzed separately for different sleep stages and the influence of arousals was completely eliminated. Mathematical analysis of the polysomnographical records revealed clear indicators of the disorder in the form of large peaks in a very-low frequency range of f ≈ 0.02 Hz. We have shown existence of the significant entrainment of the cerebral and cardiac activities with respiration during different stages of sleep in the patient. The entrainment is highly pronounced in light (stage 2) and deep (stage 3) sleep, but is significantly less pronounced in rapid eye movement sleep. A correlation functions analysis revealed that the correlations between the central activities and respiration attain maximum at negative lag times. Lagging of respiration behind the central activities favors the central hypothesis of generation of NCSR. On the basis of comparison of PSD plots of a NCSR patient and a healthy patient we speculate that the vasomotor center of a NCSR patient assumes the control function in the respiratory control system. Clinical applications of the findings of the study may lead to the development of novel low-cost methods of diagnostic of NCSR based on easy-to-obtain electrocardiogram or electroencephalogram records of patients and emergence of some forms of "substitution therapy".